CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2653 |
1.2688 |
0.0035 |
0.3% |
1.2697 |
| High |
1.2723 |
1.2688 |
-0.0035 |
-0.3% |
1.2735 |
| Low |
1.2653 |
1.2528 |
-0.0125 |
-1.0% |
1.2528 |
| Close |
1.2703 |
1.2537 |
-0.0166 |
-1.3% |
1.2537 |
| Range |
0.0070 |
0.0160 |
0.0090 |
128.6% |
0.0207 |
| ATR |
0.0062 |
0.0070 |
0.0008 |
13.1% |
0.0000 |
| Volume |
59 |
49 |
-10 |
-16.9% |
358 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3064 |
1.2961 |
1.2625 |
|
| R3 |
1.2904 |
1.2801 |
1.2581 |
|
| R2 |
1.2744 |
1.2744 |
1.2566 |
|
| R1 |
1.2641 |
1.2641 |
1.2552 |
1.2613 |
| PP |
1.2584 |
1.2584 |
1.2584 |
1.2570 |
| S1 |
1.2481 |
1.2481 |
1.2522 |
1.2453 |
| S2 |
1.2424 |
1.2424 |
1.2508 |
|
| S3 |
1.2264 |
1.2321 |
1.2493 |
|
| S4 |
1.2104 |
1.2161 |
1.2449 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3221 |
1.3086 |
1.2651 |
|
| R3 |
1.3014 |
1.2879 |
1.2594 |
|
| R2 |
1.2807 |
1.2807 |
1.2575 |
|
| R1 |
1.2672 |
1.2672 |
1.2556 |
1.2636 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2582 |
| S1 |
1.2465 |
1.2465 |
1.2518 |
1.2429 |
| S2 |
1.2393 |
1.2393 |
1.2499 |
|
| S3 |
1.2186 |
1.2258 |
1.2480 |
|
| S4 |
1.1979 |
1.2051 |
1.2423 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3368 |
|
2.618 |
1.3107 |
|
1.618 |
1.2947 |
|
1.000 |
1.2848 |
|
0.618 |
1.2787 |
|
HIGH |
1.2688 |
|
0.618 |
1.2627 |
|
0.500 |
1.2608 |
|
0.382 |
1.2589 |
|
LOW |
1.2528 |
|
0.618 |
1.2429 |
|
1.000 |
1.2368 |
|
1.618 |
1.2269 |
|
2.618 |
1.2109 |
|
4.250 |
1.1848 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2608 |
1.2626 |
| PP |
1.2584 |
1.2596 |
| S1 |
1.2561 |
1.2567 |
|