CME Euro FX (E) Future June 2015
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.2735 |
1.2644 |
-0.0091 |
-0.7% |
1.2670 |
High |
1.2735 |
1.2678 |
-0.0057 |
-0.4% |
1.2865 |
Low |
1.2665 |
1.2644 |
-0.0021 |
-0.2% |
1.2655 |
Close |
1.2665 |
1.2670 |
0.0005 |
0.0% |
1.2797 |
Range |
0.0070 |
0.0034 |
-0.0036 |
-51.4% |
0.0210 |
ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.5% |
0.0000 |
Volume |
21 |
12 |
-9 |
-42.9% |
225 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2766 |
1.2752 |
1.2689 |
|
R3 |
1.2732 |
1.2718 |
1.2679 |
|
R2 |
1.2698 |
1.2698 |
1.2676 |
|
R1 |
1.2684 |
1.2684 |
1.2673 |
1.2691 |
PP |
1.2664 |
1.2664 |
1.2664 |
1.2668 |
S1 |
1.2650 |
1.2650 |
1.2667 |
1.2657 |
S2 |
1.2630 |
1.2630 |
1.2664 |
|
S3 |
1.2596 |
1.2616 |
1.2661 |
|
S4 |
1.2562 |
1.2582 |
1.2651 |
|
|
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 |
1.2823 |
2.618 |
1.2767 |
1.618 |
1.2733 |
1.000 |
1.2712 |
0.618 |
1.2699 |
HIGH |
1.2678 |
0.618 |
1.2665 |
0.500 |
1.2661 |
0.382 |
1.2657 |
LOW |
1.2644 |
0.618 |
1.2623 |
1.000 |
1.2610 |
1.618 |
1.2589 |
2.618 |
1.2555 |
4.250 |
1.2500 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2667 |
1.2713 |
PP |
1.2664 |
1.2699 |
S1 |
1.2661 |
1.2684 |
|