CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2766 |
1.2720 |
-0.0046 |
-0.4% |
1.2554 |
| High |
1.2800 |
1.2720 |
-0.0080 |
-0.6% |
1.2800 |
| Low |
1.2690 |
1.2632 |
-0.0058 |
-0.5% |
1.2554 |
| Close |
1.2712 |
1.2637 |
-0.0075 |
-0.6% |
1.2637 |
| Range |
0.0110 |
0.0088 |
-0.0022 |
-20.0% |
0.0246 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.4% |
0.0000 |
| Volume |
71 |
36 |
-35 |
-49.3% |
316 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2927 |
1.2870 |
1.2685 |
|
| R3 |
1.2839 |
1.2782 |
1.2661 |
|
| R2 |
1.2751 |
1.2751 |
1.2653 |
|
| R1 |
1.2694 |
1.2694 |
1.2645 |
1.2679 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2655 |
| S1 |
1.2606 |
1.2606 |
1.2629 |
1.2591 |
| S2 |
1.2575 |
1.2575 |
1.2621 |
|
| S3 |
1.2487 |
1.2518 |
1.2613 |
|
| S4 |
1.2399 |
1.2430 |
1.2589 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3265 |
1.2772 |
|
| R3 |
1.3156 |
1.3019 |
1.2705 |
|
| R2 |
1.2910 |
1.2910 |
1.2682 |
|
| R1 |
1.2773 |
1.2773 |
1.2660 |
1.2842 |
| PP |
1.2664 |
1.2664 |
1.2664 |
1.2698 |
| S1 |
1.2527 |
1.2527 |
1.2614 |
1.2596 |
| S2 |
1.2418 |
1.2418 |
1.2592 |
|
| S3 |
1.2172 |
1.2281 |
1.2569 |
|
| S4 |
1.1926 |
1.2035 |
1.2502 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3094 |
|
2.618 |
1.2950 |
|
1.618 |
1.2862 |
|
1.000 |
1.2808 |
|
0.618 |
1.2774 |
|
HIGH |
1.2720 |
|
0.618 |
1.2686 |
|
0.500 |
1.2676 |
|
0.382 |
1.2666 |
|
LOW |
1.2632 |
|
0.618 |
1.2578 |
|
1.000 |
1.2544 |
|
1.618 |
1.2490 |
|
2.618 |
1.2402 |
|
4.250 |
1.2258 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2676 |
1.2716 |
| PP |
1.2663 |
1.2690 |
| S1 |
1.2650 |
1.2663 |
|