CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2949 |
1.2973 |
0.0024 |
0.2% |
1.2976 |
| High |
1.3010 |
1.2985 |
-0.0025 |
-0.2% |
1.2996 |
| Low |
1.2946 |
1.2872 |
-0.0074 |
-0.6% |
1.2885 |
| Close |
1.2979 |
1.2935 |
-0.0044 |
-0.3% |
1.2969 |
| Range |
0.0064 |
0.0113 |
0.0049 |
76.6% |
0.0111 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
7.1% |
0.0000 |
| Volume |
206 |
959 |
753 |
365.5% |
1,052 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3270 |
1.3215 |
1.2997 |
|
| R3 |
1.3157 |
1.3102 |
1.2966 |
|
| R2 |
1.3044 |
1.3044 |
1.2956 |
|
| R1 |
1.2989 |
1.2989 |
1.2945 |
1.2960 |
| PP |
1.2931 |
1.2931 |
1.2931 |
1.2916 |
| S1 |
1.2876 |
1.2876 |
1.2925 |
1.2847 |
| S2 |
1.2818 |
1.2818 |
1.2914 |
|
| S3 |
1.2705 |
1.2763 |
1.2904 |
|
| S4 |
1.2592 |
1.2650 |
1.2873 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3237 |
1.3030 |
|
| R3 |
1.3172 |
1.3126 |
1.3000 |
|
| R2 |
1.3061 |
1.3061 |
1.2989 |
|
| R1 |
1.3015 |
1.3015 |
1.2979 |
1.2983 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2934 |
| S1 |
1.2904 |
1.2904 |
1.2959 |
1.2872 |
| S2 |
1.2839 |
1.2839 |
1.2949 |
|
| S3 |
1.2728 |
1.2793 |
1.2938 |
|
| S4 |
1.2617 |
1.2682 |
1.2908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3010 |
1.2872 |
0.0138 |
1.1% |
0.0068 |
0.5% |
46% |
False |
True |
333 |
| 10 |
1.3170 |
1.2872 |
0.0298 |
2.3% |
0.0085 |
0.7% |
21% |
False |
True |
299 |
| 20 |
1.3310 |
1.2872 |
0.0438 |
3.4% |
0.0058 |
0.4% |
14% |
False |
True |
170 |
| 40 |
1.3478 |
1.2872 |
0.0606 |
4.7% |
0.0042 |
0.3% |
10% |
False |
True |
143 |
| 60 |
1.3710 |
1.2872 |
0.0838 |
6.5% |
0.0033 |
0.3% |
8% |
False |
True |
104 |
| 80 |
1.3710 |
1.2872 |
0.0838 |
6.5% |
0.0031 |
0.2% |
8% |
False |
True |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3465 |
|
2.618 |
1.3281 |
|
1.618 |
1.3168 |
|
1.000 |
1.3098 |
|
0.618 |
1.3055 |
|
HIGH |
1.2985 |
|
0.618 |
1.2942 |
|
0.500 |
1.2929 |
|
0.382 |
1.2915 |
|
LOW |
1.2872 |
|
0.618 |
1.2802 |
|
1.000 |
1.2759 |
|
1.618 |
1.2689 |
|
2.618 |
1.2576 |
|
4.250 |
1.2392 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2933 |
1.2941 |
| PP |
1.2931 |
1.2939 |
| S1 |
1.2929 |
1.2937 |
|