CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2690 |
0.0030 |
0.2% |
1.2758 |
| High |
1.2706 |
1.2734 |
0.0028 |
0.2% |
1.2851 |
| Low |
1.2649 |
1.2678 |
0.0029 |
0.2% |
1.2629 |
| Close |
1.2675 |
1.2719 |
0.0044 |
0.3% |
1.2675 |
| Range |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0222 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
429 |
634 |
205 |
47.8% |
4,120 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2855 |
1.2750 |
|
| R3 |
1.2822 |
1.2799 |
1.2734 |
|
| R2 |
1.2766 |
1.2766 |
1.2729 |
|
| R1 |
1.2743 |
1.2743 |
1.2724 |
1.2755 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2716 |
| S1 |
1.2687 |
1.2687 |
1.2714 |
1.2699 |
| S2 |
1.2654 |
1.2654 |
1.2709 |
|
| S3 |
1.2598 |
1.2631 |
1.2704 |
|
| S4 |
1.2542 |
1.2575 |
1.2688 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3252 |
1.2797 |
|
| R3 |
1.3162 |
1.3030 |
1.2736 |
|
| R2 |
1.2940 |
1.2940 |
1.2716 |
|
| R1 |
1.2808 |
1.2808 |
1.2695 |
1.2763 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2696 |
| S1 |
1.2586 |
1.2586 |
1.2655 |
1.2541 |
| S2 |
1.2496 |
1.2496 |
1.2634 |
|
| S3 |
1.2274 |
1.2364 |
1.2614 |
|
| S4 |
1.2052 |
1.2142 |
1.2553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2851 |
1.2629 |
0.0222 |
1.7% |
0.0078 |
0.6% |
41% |
False |
False |
862 |
| 10 |
1.2896 |
1.2629 |
0.0267 |
2.1% |
0.0104 |
0.8% |
34% |
False |
False |
950 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0110 |
0.9% |
53% |
False |
False |
921 |
| 40 |
1.3175 |
1.2516 |
0.0659 |
5.2% |
0.0091 |
0.7% |
31% |
False |
False |
634 |
| 60 |
1.3436 |
1.2516 |
0.0920 |
7.2% |
0.0072 |
0.6% |
22% |
False |
False |
459 |
| 80 |
1.3664 |
1.2516 |
0.1148 |
9.0% |
0.0058 |
0.5% |
18% |
False |
False |
356 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0051 |
0.4% |
17% |
False |
False |
287 |
| 120 |
1.3989 |
1.2516 |
0.1473 |
11.6% |
0.0047 |
0.4% |
14% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2972 |
|
2.618 |
1.2881 |
|
1.618 |
1.2825 |
|
1.000 |
1.2790 |
|
0.618 |
1.2769 |
|
HIGH |
1.2734 |
|
0.618 |
1.2713 |
|
0.500 |
1.2706 |
|
0.382 |
1.2699 |
|
LOW |
1.2678 |
|
0.618 |
1.2643 |
|
1.000 |
1.2622 |
|
1.618 |
1.2587 |
|
2.618 |
1.2531 |
|
4.250 |
1.2440 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2707 |
| PP |
1.2710 |
1.2694 |
| S1 |
1.2706 |
1.2682 |
|