CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2709 |
1.2746 |
0.0037 |
0.3% |
1.2758 |
| High |
1.2775 |
1.2781 |
0.0006 |
0.0% |
1.2851 |
| Low |
1.2699 |
1.2642 |
-0.0057 |
-0.4% |
1.2629 |
| Close |
1.2746 |
1.2656 |
-0.0090 |
-0.7% |
1.2675 |
| Range |
0.0076 |
0.0139 |
0.0063 |
82.9% |
0.0222 |
| ATR |
0.0094 |
0.0098 |
0.0003 |
3.4% |
0.0000 |
| Volume |
833 |
597 |
-236 |
-28.3% |
4,120 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3022 |
1.2732 |
|
| R3 |
1.2971 |
1.2883 |
1.2694 |
|
| R2 |
1.2832 |
1.2832 |
1.2681 |
|
| R1 |
1.2744 |
1.2744 |
1.2669 |
1.2719 |
| PP |
1.2693 |
1.2693 |
1.2693 |
1.2680 |
| S1 |
1.2605 |
1.2605 |
1.2643 |
1.2580 |
| S2 |
1.2554 |
1.2554 |
1.2631 |
|
| S3 |
1.2415 |
1.2466 |
1.2618 |
|
| S4 |
1.2276 |
1.2327 |
1.2580 |
|
|
| 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 |
1.2781 |
1.2629 |
0.0152 |
1.2% |
0.0077 |
0.6% |
18% |
True |
False |
713 |
| 10 |
1.2858 |
1.2629 |
0.0229 |
1.8% |
0.0090 |
0.7% |
12% |
False |
False |
948 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0112 |
0.9% |
37% |
False |
False |
935 |
| 40 |
1.3170 |
1.2516 |
0.0654 |
5.2% |
0.0096 |
0.8% |
21% |
False |
False |
667 |
| 60 |
1.3436 |
1.2516 |
0.0920 |
7.3% |
0.0075 |
0.6% |
15% |
False |
False |
483 |
| 80 |
1.3664 |
1.2516 |
0.1148 |
9.1% |
0.0061 |
0.5% |
12% |
False |
False |
371 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0052 |
0.4% |
12% |
False |
False |
301 |
| 120 |
1.3758 |
1.2516 |
0.1242 |
9.8% |
0.0047 |
0.4% |
11% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3372 |
|
2.618 |
1.3145 |
|
1.618 |
1.3006 |
|
1.000 |
1.2920 |
|
0.618 |
1.2867 |
|
HIGH |
1.2781 |
|
0.618 |
1.2728 |
|
0.500 |
1.2712 |
|
0.382 |
1.2695 |
|
LOW |
1.2642 |
|
0.618 |
1.2556 |
|
1.000 |
1.2503 |
|
1.618 |
1.2417 |
|
2.618 |
1.2278 |
|
4.250 |
1.2051 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2712 |
1.2712 |
| PP |
1.2693 |
1.2693 |
| S1 |
1.2675 |
1.2675 |
|