CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2710 |
1.2753 |
0.0043 |
0.3% |
1.2785 |
| High |
1.2781 |
1.2778 |
-0.0003 |
0.0% |
1.2831 |
| Low |
1.2710 |
1.2657 |
-0.0053 |
-0.4% |
1.2644 |
| Close |
1.2755 |
1.2665 |
-0.0090 |
-0.7% |
1.2685 |
| Range |
0.0071 |
0.0121 |
0.0050 |
70.4% |
0.0187 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.9% |
0.0000 |
| Volume |
8 |
88 |
80 |
1,000.0% |
67 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.2985 |
1.2732 |
|
| R3 |
1.2942 |
1.2864 |
1.2698 |
|
| R2 |
1.2821 |
1.2821 |
1.2687 |
|
| R1 |
1.2743 |
1.2743 |
1.2676 |
1.2722 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2689 |
| S1 |
1.2622 |
1.2622 |
1.2654 |
1.2601 |
| S2 |
1.2579 |
1.2579 |
1.2643 |
|
| S3 |
1.2458 |
1.2501 |
1.2632 |
|
| S4 |
1.2337 |
1.2380 |
1.2598 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2781 |
1.2644 |
0.0137 |
1.1% |
0.0056 |
0.4% |
15% |
False |
False |
24 |
| 10 |
1.2850 |
1.2644 |
0.0206 |
1.6% |
0.0058 |
0.5% |
10% |
False |
False |
27 |
| 20 |
1.2865 |
1.2528 |
0.0337 |
2.7% |
0.0089 |
0.7% |
41% |
False |
False |
40 |
| 40 |
1.3155 |
1.2528 |
0.0627 |
5.0% |
0.0077 |
0.6% |
22% |
False |
False |
36 |
| 60 |
1.3434 |
1.2528 |
0.0906 |
7.2% |
0.0057 |
0.5% |
15% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3292 |
|
2.618 |
1.3095 |
|
1.618 |
1.2974 |
|
1.000 |
1.2899 |
|
0.618 |
1.2853 |
|
HIGH |
1.2778 |
|
0.618 |
1.2732 |
|
0.500 |
1.2718 |
|
0.382 |
1.2703 |
|
LOW |
1.2657 |
|
0.618 |
1.2582 |
|
1.000 |
1.2536 |
|
1.618 |
1.2461 |
|
2.618 |
1.2340 |
|
4.250 |
1.2143 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2719 |
| PP |
1.2700 |
1.2701 |
| S1 |
1.2683 |
1.2683 |
|