CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2782 |
1.2735 |
-0.0047 |
-0.4% |
1.2670 |
| High |
1.2782 |
1.2735 |
-0.0047 |
-0.4% |
1.2865 |
| Low |
1.2737 |
1.2665 |
-0.0072 |
-0.6% |
1.2655 |
| Close |
1.2747 |
1.2665 |
-0.0082 |
-0.6% |
1.2797 |
| Range |
0.0045 |
0.0070 |
0.0025 |
55.6% |
0.0210 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
8 |
21 |
13 |
162.5% |
225 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2898 |
1.2852 |
1.2704 |
|
| R3 |
1.2828 |
1.2782 |
1.2684 |
|
| R2 |
1.2758 |
1.2758 |
1.2678 |
|
| R1 |
1.2712 |
1.2712 |
1.2671 |
1.2700 |
| PP |
1.2688 |
1.2688 |
1.2688 |
1.2683 |
| S1 |
1.2642 |
1.2642 |
1.2659 |
1.2630 |
| S2 |
1.2618 |
1.2618 |
1.2652 |
|
| S3 |
1.2548 |
1.2572 |
1.2646 |
|
| S4 |
1.2478 |
1.2502 |
1.2627 |
|
|
| 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 |
1.3033 |
|
2.618 |
1.2918 |
|
1.618 |
1.2848 |
|
1.000 |
1.2805 |
|
0.618 |
1.2778 |
|
HIGH |
1.2735 |
|
0.618 |
1.2708 |
|
0.500 |
1.2700 |
|
0.382 |
1.2692 |
|
LOW |
1.2665 |
|
0.618 |
1.2622 |
|
1.000 |
1.2595 |
|
1.618 |
1.2552 |
|
2.618 |
1.2482 |
|
4.250 |
1.2368 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2700 |
1.2748 |
| PP |
1.2688 |
1.2720 |
| S1 |
1.2677 |
1.2693 |
|