CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2785 |
0.0015 |
0.1% |
1.2670 |
| High |
1.2800 |
1.2831 |
0.0031 |
0.2% |
1.2865 |
| Low |
1.2770 |
1.2765 |
-0.0005 |
0.0% |
1.2655 |
| Close |
1.2797 |
1.2831 |
0.0034 |
0.3% |
1.2797 |
| Range |
0.0030 |
0.0066 |
0.0036 |
120.0% |
0.0210 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
32 |
13 |
-19 |
-59.4% |
225 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3007 |
1.2985 |
1.2867 |
|
| R3 |
1.2941 |
1.2919 |
1.2849 |
|
| R2 |
1.2875 |
1.2875 |
1.2843 |
|
| R1 |
1.2853 |
1.2853 |
1.2837 |
1.2864 |
| PP |
1.2809 |
1.2809 |
1.2809 |
1.2815 |
| S1 |
1.2787 |
1.2787 |
1.2825 |
1.2798 |
| S2 |
1.2743 |
1.2743 |
1.2819 |
|
| S3 |
1.2677 |
1.2721 |
1.2813 |
|
| S4 |
1.2611 |
1.2655 |
1.2795 |
|
|
| 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 |
1.3112 |
|
2.618 |
1.3004 |
|
1.618 |
1.2938 |
|
1.000 |
1.2897 |
|
0.618 |
1.2872 |
|
HIGH |
1.2831 |
|
0.618 |
1.2806 |
|
0.500 |
1.2798 |
|
0.382 |
1.2790 |
|
LOW |
1.2765 |
|
0.618 |
1.2724 |
|
1.000 |
1.2699 |
|
1.618 |
1.2658 |
|
2.618 |
1.2592 |
|
4.250 |
1.2485 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2820 |
1.2822 |
| PP |
1.2809 |
1.2812 |
| S1 |
1.2798 |
1.2803 |
|