CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2662 |
1.2658 |
-0.0004 |
0.0% |
1.2697 |
| High |
1.2703 |
1.2771 |
0.0068 |
0.5% |
1.2735 |
| Low |
1.2596 |
1.2651 |
0.0055 |
0.4% |
1.2528 |
| Close |
1.2691 |
1.2759 |
0.0068 |
0.5% |
1.2537 |
| Range |
0.0107 |
0.0120 |
0.0013 |
12.1% |
0.0207 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.8% |
0.0000 |
| Volume |
35 |
51 |
16 |
45.7% |
358 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3043 |
1.2825 |
|
| R3 |
1.2967 |
1.2923 |
1.2792 |
|
| R2 |
1.2847 |
1.2847 |
1.2781 |
|
| R1 |
1.2803 |
1.2803 |
1.2770 |
1.2825 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2738 |
| S1 |
1.2683 |
1.2683 |
1.2748 |
1.2705 |
| S2 |
1.2607 |
1.2607 |
1.2737 |
|
| S3 |
1.2487 |
1.2563 |
1.2726 |
|
| S4 |
1.2367 |
1.2443 |
1.2693 |
|
|
| 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 |
1.3281 |
|
2.618 |
1.3085 |
|
1.618 |
1.2965 |
|
1.000 |
1.2891 |
|
0.618 |
1.2845 |
|
HIGH |
1.2771 |
|
0.618 |
1.2725 |
|
0.500 |
1.2711 |
|
0.382 |
1.2697 |
|
LOW |
1.2651 |
|
0.618 |
1.2577 |
|
1.000 |
1.2531 |
|
1.618 |
1.2457 |
|
2.618 |
1.2337 |
|
4.250 |
1.2141 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2743 |
1.2727 |
| PP |
1.2727 |
1.2695 |
| S1 |
1.2711 |
1.2663 |
|