CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2658 |
1.2766 |
0.0108 |
0.9% |
1.2697 |
| High |
1.2771 |
1.2800 |
0.0029 |
0.2% |
1.2735 |
| Low |
1.2651 |
1.2690 |
0.0039 |
0.3% |
1.2528 |
| Close |
1.2759 |
1.2712 |
-0.0047 |
-0.4% |
1.2537 |
| Range |
0.0120 |
0.0110 |
-0.0010 |
-8.3% |
0.0207 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.5% |
0.0000 |
| Volume |
51 |
71 |
20 |
39.2% |
358 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3064 |
1.2998 |
1.2773 |
|
| R3 |
1.2954 |
1.2888 |
1.2742 |
|
| R2 |
1.2844 |
1.2844 |
1.2732 |
|
| R1 |
1.2778 |
1.2778 |
1.2722 |
1.2756 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2723 |
| S1 |
1.2668 |
1.2668 |
1.2702 |
1.2646 |
| S2 |
1.2624 |
1.2624 |
1.2692 |
|
| S3 |
1.2514 |
1.2558 |
1.2682 |
|
| S4 |
1.2404 |
1.2448 |
1.2652 |
|
|
| 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 |
1.3268 |
|
2.618 |
1.3088 |
|
1.618 |
1.2978 |
|
1.000 |
1.2910 |
|
0.618 |
1.2868 |
|
HIGH |
1.2800 |
|
0.618 |
1.2758 |
|
0.500 |
1.2745 |
|
0.382 |
1.2732 |
|
LOW |
1.2690 |
|
0.618 |
1.2622 |
|
1.000 |
1.2580 |
|
1.618 |
1.2512 |
|
2.618 |
1.2402 |
|
4.250 |
1.2223 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2745 |
1.2707 |
| PP |
1.2734 |
1.2703 |
| S1 |
1.2723 |
1.2698 |
|