CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2688 |
1.2554 |
-0.0134 |
-1.1% |
1.2697 |
| High |
1.2688 |
1.2695 |
0.0007 |
0.1% |
1.2735 |
| Low |
1.2528 |
1.2554 |
0.0026 |
0.2% |
1.2528 |
| Close |
1.2537 |
1.2655 |
0.0118 |
0.9% |
1.2537 |
| Range |
0.0160 |
0.0141 |
-0.0019 |
-11.9% |
0.0207 |
| ATR |
0.0070 |
0.0076 |
0.0006 |
9.0% |
0.0000 |
| Volume |
49 |
123 |
74 |
151.0% |
358 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.2997 |
1.2733 |
|
| R3 |
1.2917 |
1.2856 |
1.2694 |
|
| R2 |
1.2776 |
1.2776 |
1.2681 |
|
| R1 |
1.2715 |
1.2715 |
1.2668 |
1.2746 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2650 |
| S1 |
1.2574 |
1.2574 |
1.2642 |
1.2605 |
| S2 |
1.2494 |
1.2494 |
1.2629 |
|
| S3 |
1.2353 |
1.2433 |
1.2616 |
|
| S4 |
1.2212 |
1.2292 |
1.2577 |
|
|
| 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 |
1.3294 |
|
2.618 |
1.3064 |
|
1.618 |
1.2923 |
|
1.000 |
1.2836 |
|
0.618 |
1.2782 |
|
HIGH |
1.2695 |
|
0.618 |
1.2641 |
|
0.500 |
1.2625 |
|
0.382 |
1.2608 |
|
LOW |
1.2554 |
|
0.618 |
1.2467 |
|
1.000 |
1.2413 |
|
1.618 |
1.2326 |
|
2.618 |
1.2185 |
|
4.250 |
1.1955 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2645 |
1.2645 |
| PP |
1.2635 |
1.2635 |
| S1 |
1.2625 |
1.2626 |
|