CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2720 |
1.2670 |
-0.0050 |
-0.4% |
1.2554 |
| High |
1.2720 |
1.2778 |
0.0058 |
0.5% |
1.2800 |
| Low |
1.2632 |
1.2661 |
0.0029 |
0.2% |
1.2554 |
| Close |
1.2637 |
1.2689 |
0.0052 |
0.4% |
1.2637 |
| Range |
0.0088 |
0.0117 |
0.0029 |
33.0% |
0.0246 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.9% |
0.0000 |
| Volume |
36 |
23 |
-13 |
-36.1% |
316 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3060 |
1.2992 |
1.2753 |
|
| R3 |
1.2943 |
1.2875 |
1.2721 |
|
| R2 |
1.2826 |
1.2826 |
1.2710 |
|
| R1 |
1.2758 |
1.2758 |
1.2700 |
1.2792 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2727 |
| S1 |
1.2641 |
1.2641 |
1.2678 |
1.2675 |
| S2 |
1.2592 |
1.2592 |
1.2668 |
|
| S3 |
1.2475 |
1.2524 |
1.2657 |
|
| S4 |
1.2358 |
1.2407 |
1.2625 |
|
|
| 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 |
1.3275 |
|
2.618 |
1.3084 |
|
1.618 |
1.2967 |
|
1.000 |
1.2895 |
|
0.618 |
1.2850 |
|
HIGH |
1.2778 |
|
0.618 |
1.2733 |
|
0.500 |
1.2720 |
|
0.382 |
1.2706 |
|
LOW |
1.2661 |
|
0.618 |
1.2589 |
|
1.000 |
1.2544 |
|
1.618 |
1.2472 |
|
2.618 |
1.2355 |
|
4.250 |
1.2164 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2720 |
1.2716 |
| PP |
1.2709 |
1.2707 |
| S1 |
1.2699 |
1.2698 |
|