CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2670 |
1.2740 |
0.0070 |
0.6% |
1.2554 |
| High |
1.2778 |
1.2740 |
-0.0038 |
-0.3% |
1.2800 |
| Low |
1.2661 |
1.2666 |
0.0005 |
0.0% |
1.2554 |
| Close |
1.2689 |
1.2671 |
-0.0018 |
-0.1% |
1.2637 |
| Range |
0.0117 |
0.0074 |
-0.0043 |
-36.8% |
0.0246 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
23 |
38 |
15 |
65.2% |
316 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2914 |
1.2867 |
1.2712 |
|
| R3 |
1.2840 |
1.2793 |
1.2691 |
|
| R2 |
1.2766 |
1.2766 |
1.2685 |
|
| R1 |
1.2719 |
1.2719 |
1.2678 |
1.2706 |
| PP |
1.2692 |
1.2692 |
1.2692 |
1.2686 |
| S1 |
1.2645 |
1.2645 |
1.2664 |
1.2632 |
| S2 |
1.2618 |
1.2618 |
1.2657 |
|
| S3 |
1.2544 |
1.2571 |
1.2651 |
|
| S4 |
1.2470 |
1.2497 |
1.2630 |
|
|
| 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 |
1.3055 |
|
2.618 |
1.2934 |
|
1.618 |
1.2860 |
|
1.000 |
1.2814 |
|
0.618 |
1.2786 |
|
HIGH |
1.2740 |
|
0.618 |
1.2712 |
|
0.500 |
1.2703 |
|
0.382 |
1.2694 |
|
LOW |
1.2666 |
|
0.618 |
1.2620 |
|
1.000 |
1.2592 |
|
1.618 |
1.2546 |
|
2.618 |
1.2472 |
|
4.250 |
1.2352 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2703 |
1.2705 |
| PP |
1.2692 |
1.2694 |
| S1 |
1.2682 |
1.2682 |
|