CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2641 |
1.2653 |
0.0012 |
0.1% |
1.2886 |
| High |
1.2666 |
1.2723 |
0.0057 |
0.5% |
1.2903 |
| Low |
1.2607 |
1.2653 |
0.0046 |
0.4% |
1.2711 |
| Close |
1.2636 |
1.2703 |
0.0067 |
0.5% |
1.2711 |
| Range |
0.0059 |
0.0070 |
0.0011 |
18.6% |
0.0192 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.2% |
0.0000 |
| Volume |
139 |
59 |
-80 |
-57.6% |
192 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2873 |
1.2742 |
|
| R3 |
1.2833 |
1.2803 |
1.2722 |
|
| R2 |
1.2763 |
1.2763 |
1.2716 |
|
| R1 |
1.2733 |
1.2733 |
1.2709 |
1.2748 |
| PP |
1.2693 |
1.2693 |
1.2693 |
1.2701 |
| S1 |
1.2663 |
1.2663 |
1.2697 |
1.2678 |
| S2 |
1.2623 |
1.2623 |
1.2690 |
|
| S3 |
1.2553 |
1.2593 |
1.2684 |
|
| S4 |
1.2483 |
1.2523 |
1.2665 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3351 |
1.3223 |
1.2817 |
|
| R3 |
1.3159 |
1.3031 |
1.2764 |
|
| R2 |
1.2967 |
1.2967 |
1.2746 |
|
| R1 |
1.2839 |
1.2839 |
1.2729 |
1.2807 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2759 |
| S1 |
1.2647 |
1.2647 |
1.2693 |
1.2615 |
| S2 |
1.2583 |
1.2583 |
1.2676 |
|
| S3 |
1.2391 |
1.2455 |
1.2658 |
|
| S4 |
1.2199 |
1.2263 |
1.2605 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3021 |
|
2.618 |
1.2906 |
|
1.618 |
1.2836 |
|
1.000 |
1.2793 |
|
0.618 |
1.2766 |
|
HIGH |
1.2723 |
|
0.618 |
1.2696 |
|
0.500 |
1.2688 |
|
0.382 |
1.2680 |
|
LOW |
1.2653 |
|
0.618 |
1.2610 |
|
1.000 |
1.2583 |
|
1.618 |
1.2540 |
|
2.618 |
1.2470 |
|
4.250 |
1.2356 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2698 |
1.2690 |
| PP |
1.2693 |
1.2677 |
| S1 |
1.2688 |
1.2664 |
|