CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2782 |
-0.0003 |
0.0% |
1.2670 |
| High |
1.2831 |
1.2782 |
-0.0049 |
-0.4% |
1.2865 |
| Low |
1.2765 |
1.2737 |
-0.0028 |
-0.2% |
1.2655 |
| Close |
1.2831 |
1.2747 |
-0.0084 |
-0.7% |
1.2797 |
| Range |
0.0066 |
0.0045 |
-0.0021 |
-31.8% |
0.0210 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
| Volume |
13 |
8 |
-5 |
-38.5% |
225 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2890 |
1.2864 |
1.2772 |
|
| R3 |
1.2845 |
1.2819 |
1.2759 |
|
| R2 |
1.2800 |
1.2800 |
1.2755 |
|
| R1 |
1.2774 |
1.2774 |
1.2751 |
1.2765 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2751 |
| S1 |
1.2729 |
1.2729 |
1.2743 |
1.2720 |
| S2 |
1.2710 |
1.2710 |
1.2739 |
|
| S3 |
1.2665 |
1.2684 |
1.2735 |
|
| S4 |
1.2620 |
1.2639 |
1.2722 |
|
|
| 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 |
1.2973 |
|
2.618 |
1.2900 |
|
1.618 |
1.2855 |
|
1.000 |
1.2827 |
|
0.618 |
1.2810 |
|
HIGH |
1.2782 |
|
0.618 |
1.2765 |
|
0.500 |
1.2760 |
|
0.382 |
1.2754 |
|
LOW |
1.2737 |
|
0.618 |
1.2709 |
|
1.000 |
1.2692 |
|
1.618 |
1.2664 |
|
2.618 |
1.2619 |
|
4.250 |
1.2546 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2760 |
1.2784 |
| PP |
1.2755 |
1.2772 |
| S1 |
1.2751 |
1.2759 |
|