CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2709 |
0.0019 |
0.1% |
1.2758 |
| High |
1.2734 |
1.2775 |
0.0041 |
0.3% |
1.2851 |
| Low |
1.2678 |
1.2699 |
0.0021 |
0.2% |
1.2629 |
| Close |
1.2719 |
1.2746 |
0.0027 |
0.2% |
1.2675 |
| Range |
0.0056 |
0.0076 |
0.0020 |
35.7% |
0.0222 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
634 |
833 |
199 |
31.4% |
4,120 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2933 |
1.2788 |
|
| R3 |
1.2892 |
1.2857 |
1.2767 |
|
| R2 |
1.2816 |
1.2816 |
1.2760 |
|
| R1 |
1.2781 |
1.2781 |
1.2753 |
1.2799 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2749 |
| S1 |
1.2705 |
1.2705 |
1.2739 |
1.2723 |
| S2 |
1.2664 |
1.2664 |
1.2732 |
|
| S3 |
1.2588 |
1.2629 |
1.2725 |
|
| S4 |
1.2512 |
1.2553 |
1.2704 |
|
|
| 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 |
1.2775 |
1.2629 |
0.0146 |
1.1% |
0.0069 |
0.5% |
80% |
True |
False |
753 |
| 10 |
1.2896 |
1.2629 |
0.0267 |
2.1% |
0.0102 |
0.8% |
44% |
False |
False |
954 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0108 |
0.8% |
61% |
False |
False |
932 |
| 40 |
1.3175 |
1.2516 |
0.0659 |
5.2% |
0.0093 |
0.7% |
35% |
False |
False |
654 |
| 60 |
1.3436 |
1.2516 |
0.0920 |
7.2% |
0.0073 |
0.6% |
25% |
False |
False |
473 |
| 80 |
1.3664 |
1.2516 |
0.1148 |
9.0% |
0.0059 |
0.5% |
20% |
False |
False |
365 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0051 |
0.4% |
19% |
False |
False |
295 |
| 120 |
1.3820 |
1.2516 |
0.1304 |
10.2% |
0.0047 |
0.4% |
18% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3098 |
|
2.618 |
1.2974 |
|
1.618 |
1.2898 |
|
1.000 |
1.2851 |
|
0.618 |
1.2822 |
|
HIGH |
1.2775 |
|
0.618 |
1.2746 |
|
0.500 |
1.2737 |
|
0.382 |
1.2728 |
|
LOW |
1.2699 |
|
0.618 |
1.2652 |
|
1.000 |
1.2623 |
|
1.618 |
1.2576 |
|
2.618 |
1.2500 |
|
4.250 |
1.2376 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2743 |
1.2735 |
| PP |
1.2740 |
1.2723 |
| S1 |
1.2737 |
1.2712 |
|