CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2840 |
0.0185 |
1.5% |
1.2554 |
| High |
1.2865 |
1.2850 |
-0.0015 |
-0.1% |
1.2800 |
| Low |
1.2655 |
1.2755 |
0.0100 |
0.8% |
1.2554 |
| Close |
1.2799 |
1.2824 |
0.0025 |
0.2% |
1.2637 |
| Range |
0.0210 |
0.0095 |
-0.0115 |
-54.8% |
0.0246 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.0% |
0.0000 |
| Volume |
54 |
78 |
24 |
44.4% |
316 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.3054 |
1.2876 |
|
| R3 |
1.3000 |
1.2959 |
1.2850 |
|
| R2 |
1.2905 |
1.2905 |
1.2841 |
|
| R1 |
1.2864 |
1.2864 |
1.2833 |
1.2837 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2796 |
| S1 |
1.2769 |
1.2769 |
1.2815 |
1.2742 |
| S2 |
1.2715 |
1.2715 |
1.2807 |
|
| S3 |
1.2620 |
1.2674 |
1.2798 |
|
| S4 |
1.2525 |
1.2579 |
1.2772 |
|
|
| 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 |
1.3254 |
|
2.618 |
1.3099 |
|
1.618 |
1.3004 |
|
1.000 |
1.2945 |
|
0.618 |
1.2909 |
|
HIGH |
1.2850 |
|
0.618 |
1.2814 |
|
0.500 |
1.2803 |
|
0.382 |
1.2791 |
|
LOW |
1.2755 |
|
0.618 |
1.2696 |
|
1.000 |
1.2660 |
|
1.618 |
1.2601 |
|
2.618 |
1.2506 |
|
4.250 |
1.2351 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2817 |
1.2803 |
| PP |
1.2810 |
1.2781 |
| S1 |
1.2803 |
1.2760 |
|