CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2655 |
-0.0085 |
-0.7% |
1.2554 |
| High |
1.2740 |
1.2865 |
0.0125 |
1.0% |
1.2800 |
| Low |
1.2666 |
1.2655 |
-0.0011 |
-0.1% |
1.2554 |
| Close |
1.2671 |
1.2799 |
0.0128 |
1.0% |
1.2637 |
| Range |
0.0074 |
0.0210 |
0.0136 |
183.8% |
0.0246 |
| ATR |
0.0087 |
0.0096 |
0.0009 |
10.1% |
0.0000 |
| Volume |
38 |
54 |
16 |
42.1% |
316 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3403 |
1.3311 |
1.2915 |
|
| R3 |
1.3193 |
1.3101 |
1.2857 |
|
| R2 |
1.2983 |
1.2983 |
1.2838 |
|
| R1 |
1.2891 |
1.2891 |
1.2818 |
1.2937 |
| PP |
1.2773 |
1.2773 |
1.2773 |
1.2796 |
| S1 |
1.2681 |
1.2681 |
1.2780 |
1.2727 |
| S2 |
1.2563 |
1.2563 |
1.2761 |
|
| S3 |
1.2353 |
1.2471 |
1.2741 |
|
| S4 |
1.2143 |
1.2261 |
1.2684 |
|
|
| 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 |
1.3758 |
|
2.618 |
1.3415 |
|
1.618 |
1.3205 |
|
1.000 |
1.3075 |
|
0.618 |
1.2995 |
|
HIGH |
1.2865 |
|
0.618 |
1.2785 |
|
0.500 |
1.2760 |
|
0.382 |
1.2735 |
|
LOW |
1.2655 |
|
0.618 |
1.2525 |
|
1.000 |
1.2445 |
|
1.618 |
1.2315 |
|
2.618 |
1.2105 |
|
4.250 |
1.1763 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2786 |
1.2786 |
| PP |
1.2773 |
1.2773 |
| S1 |
1.2760 |
1.2760 |
|