CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2644 |
1.2678 |
0.0034 |
0.3% |
1.2785 |
| High |
1.2678 |
1.2685 |
0.0007 |
0.1% |
1.2831 |
| Low |
1.2644 |
1.2671 |
0.0027 |
0.2% |
1.2644 |
| Close |
1.2670 |
1.2685 |
0.0015 |
0.1% |
1.2685 |
| Range |
0.0034 |
0.0014 |
-0.0020 |
-58.8% |
0.0187 |
| ATR |
0.0086 |
0.0081 |
-0.0005 |
-5.9% |
0.0000 |
| Volume |
12 |
13 |
1 |
8.3% |
67 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2722 |
1.2718 |
1.2693 |
|
| R3 |
1.2708 |
1.2704 |
1.2689 |
|
| R2 |
1.2694 |
1.2694 |
1.2688 |
|
| R1 |
1.2690 |
1.2690 |
1.2686 |
1.2692 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2682 |
| S1 |
1.2676 |
1.2676 |
1.2684 |
1.2678 |
| S2 |
1.2666 |
1.2666 |
1.2682 |
|
| S3 |
1.2652 |
1.2662 |
1.2681 |
|
| S4 |
1.2638 |
1.2648 |
1.2677 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3281 |
1.3170 |
1.2788 |
|
| R3 |
1.3094 |
1.2983 |
1.2736 |
|
| R2 |
1.2907 |
1.2907 |
1.2719 |
|
| R1 |
1.2796 |
1.2796 |
1.2702 |
1.2758 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2701 |
| S1 |
1.2609 |
1.2609 |
1.2668 |
1.2571 |
| S2 |
1.2533 |
1.2533 |
1.2651 |
|
| S3 |
1.2346 |
1.2422 |
1.2634 |
|
| S4 |
1.2159 |
1.2235 |
1.2582 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2745 |
|
2.618 |
1.2722 |
|
1.618 |
1.2708 |
|
1.000 |
1.2699 |
|
0.618 |
1.2694 |
|
HIGH |
1.2685 |
|
0.618 |
1.2680 |
|
0.500 |
1.2678 |
|
0.382 |
1.2676 |
|
LOW |
1.2671 |
|
0.618 |
1.2662 |
|
1.000 |
1.2657 |
|
1.618 |
1.2648 |
|
2.618 |
1.2634 |
|
4.250 |
1.2612 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2683 |
1.2690 |
| PP |
1.2680 |
1.2688 |
| S1 |
1.2678 |
1.2687 |
|