CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2643 |
-0.0103 |
-0.8% |
1.2758 |
| High |
1.2781 |
1.2649 |
-0.0132 |
-1.0% |
1.2851 |
| Low |
1.2642 |
1.2550 |
-0.0092 |
-0.7% |
1.2629 |
| Close |
1.2656 |
1.2624 |
-0.0032 |
-0.3% |
1.2675 |
| Range |
0.0139 |
0.0099 |
-0.0040 |
-28.8% |
0.0222 |
| ATR |
0.0098 |
0.0098 |
0.0001 |
0.6% |
0.0000 |
| Volume |
597 |
579 |
-18 |
-3.0% |
4,120 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2905 |
1.2863 |
1.2678 |
|
| R3 |
1.2806 |
1.2764 |
1.2651 |
|
| R2 |
1.2707 |
1.2707 |
1.2642 |
|
| R1 |
1.2665 |
1.2665 |
1.2633 |
1.2637 |
| PP |
1.2608 |
1.2608 |
1.2608 |
1.2593 |
| S1 |
1.2566 |
1.2566 |
1.2615 |
1.2538 |
| S2 |
1.2509 |
1.2509 |
1.2606 |
|
| S3 |
1.2410 |
1.2467 |
1.2597 |
|
| S4 |
1.2311 |
1.2368 |
1.2570 |
|
|
| 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 |
1.2550 |
0.0231 |
1.8% |
0.0085 |
0.7% |
32% |
False |
True |
614 |
| 10 |
1.2851 |
1.2550 |
0.0301 |
2.4% |
0.0087 |
0.7% |
25% |
False |
True |
777 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0113 |
0.9% |
28% |
False |
False |
926 |
| 40 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0093 |
0.7% |
22% |
False |
False |
679 |
| 60 |
1.3436 |
1.2516 |
0.0920 |
7.3% |
0.0076 |
0.6% |
12% |
False |
False |
489 |
| 80 |
1.3664 |
1.2516 |
0.1148 |
9.1% |
0.0061 |
0.5% |
9% |
False |
False |
378 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.5% |
0.0053 |
0.4% |
9% |
False |
False |
307 |
| 120 |
1.3753 |
1.2516 |
0.1237 |
9.8% |
0.0048 |
0.4% |
9% |
False |
False |
258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.2908 |
|
1.618 |
1.2809 |
|
1.000 |
1.2748 |
|
0.618 |
1.2710 |
|
HIGH |
1.2649 |
|
0.618 |
1.2611 |
|
0.500 |
1.2600 |
|
0.382 |
1.2588 |
|
LOW |
1.2550 |
|
0.618 |
1.2489 |
|
1.000 |
1.2451 |
|
1.618 |
1.2390 |
|
2.618 |
1.2291 |
|
4.250 |
1.2129 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2666 |
| PP |
1.2608 |
1.2652 |
| S1 |
1.2600 |
1.2638 |
|