CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2554 |
1.2662 |
0.0108 |
0.9% |
1.2697 |
| High |
1.2695 |
1.2703 |
0.0008 |
0.1% |
1.2735 |
| Low |
1.2554 |
1.2596 |
0.0042 |
0.3% |
1.2528 |
| Close |
1.2655 |
1.2691 |
0.0036 |
0.3% |
1.2537 |
| Range |
0.0141 |
0.0107 |
-0.0034 |
-24.1% |
0.0207 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.9% |
0.0000 |
| Volume |
123 |
35 |
-88 |
-71.5% |
358 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2984 |
1.2945 |
1.2750 |
|
| R3 |
1.2877 |
1.2838 |
1.2720 |
|
| R2 |
1.2770 |
1.2770 |
1.2711 |
|
| R1 |
1.2731 |
1.2731 |
1.2701 |
1.2751 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2673 |
| S1 |
1.2624 |
1.2624 |
1.2681 |
1.2644 |
| S2 |
1.2556 |
1.2556 |
1.2671 |
|
| S3 |
1.2449 |
1.2517 |
1.2662 |
|
| S4 |
1.2342 |
1.2410 |
1.2632 |
|
|
| 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 |
1.3158 |
|
2.618 |
1.2983 |
|
1.618 |
1.2876 |
|
1.000 |
1.2810 |
|
0.618 |
1.2769 |
|
HIGH |
1.2703 |
|
0.618 |
1.2662 |
|
0.500 |
1.2650 |
|
0.382 |
1.2637 |
|
LOW |
1.2596 |
|
0.618 |
1.2530 |
|
1.000 |
1.2489 |
|
1.618 |
1.2423 |
|
2.618 |
1.2316 |
|
4.250 |
1.2141 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2677 |
1.2666 |
| PP |
1.2663 |
1.2641 |
| S1 |
1.2650 |
1.2616 |
|