CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2770 |
-0.0070 |
-0.5% |
1.2670 |
| High |
1.2850 |
1.2800 |
-0.0050 |
-0.4% |
1.2865 |
| Low |
1.2755 |
1.2770 |
0.0015 |
0.1% |
1.2655 |
| Close |
1.2824 |
1.2797 |
-0.0027 |
-0.2% |
1.2797 |
| Range |
0.0095 |
0.0030 |
-0.0065 |
-68.4% |
0.0210 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
78 |
32 |
-46 |
-59.0% |
225 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2868 |
1.2814 |
|
| R3 |
1.2849 |
1.2838 |
1.2805 |
|
| R2 |
1.2819 |
1.2819 |
1.2803 |
|
| R1 |
1.2808 |
1.2808 |
1.2800 |
1.2814 |
| PP |
1.2789 |
1.2789 |
1.2789 |
1.2792 |
| S1 |
1.2778 |
1.2778 |
1.2794 |
1.2784 |
| S2 |
1.2759 |
1.2759 |
1.2792 |
|
| S3 |
1.2729 |
1.2748 |
1.2789 |
|
| S4 |
1.2699 |
1.2718 |
1.2781 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3310 |
1.2913 |
|
| R3 |
1.3192 |
1.3100 |
1.2855 |
|
| R2 |
1.2982 |
1.2982 |
1.2836 |
|
| R1 |
1.2890 |
1.2890 |
1.2816 |
1.2936 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2796 |
| S1 |
1.2680 |
1.2680 |
1.2778 |
1.2726 |
| S2 |
1.2562 |
1.2562 |
1.2759 |
|
| S3 |
1.2352 |
1.2470 |
1.2739 |
|
| S4 |
1.2142 |
1.2260 |
1.2682 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2928 |
|
2.618 |
1.2879 |
|
1.618 |
1.2849 |
|
1.000 |
1.2830 |
|
0.618 |
1.2819 |
|
HIGH |
1.2800 |
|
0.618 |
1.2789 |
|
0.500 |
1.2785 |
|
0.382 |
1.2781 |
|
LOW |
1.2770 |
|
0.618 |
1.2751 |
|
1.000 |
1.2740 |
|
1.618 |
1.2721 |
|
2.618 |
1.2691 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2793 |
1.2785 |
| PP |
1.2789 |
1.2772 |
| S1 |
1.2785 |
1.2760 |
|