CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2834 |
-0.0091 |
-0.7% |
1.2977 |
| High |
1.2937 |
1.2875 |
-0.0062 |
-0.5% |
1.3006 |
| Low |
1.2835 |
1.2824 |
-0.0011 |
-0.1% |
1.2835 |
| Close |
1.2844 |
1.2843 |
-0.0001 |
0.0% |
1.2844 |
| Range |
0.0102 |
0.0051 |
-0.0051 |
-50.0% |
0.0171 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
218,578 |
184,821 |
-33,757 |
-15.4% |
1,116,167 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2973 |
1.2871 |
|
| R3 |
1.2949 |
1.2922 |
1.2857 |
|
| R2 |
1.2898 |
1.2898 |
1.2852 |
|
| R1 |
1.2871 |
1.2871 |
1.2848 |
1.2885 |
| PP |
1.2847 |
1.2847 |
1.2847 |
1.2854 |
| S1 |
1.2820 |
1.2820 |
1.2838 |
1.2834 |
| S2 |
1.2796 |
1.2796 |
1.2834 |
|
| S3 |
1.2745 |
1.2769 |
1.2829 |
|
| S4 |
1.2694 |
1.2718 |
1.2815 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3408 |
1.3297 |
1.2938 |
|
| R3 |
1.3237 |
1.3126 |
1.2891 |
|
| R2 |
1.3066 |
1.3066 |
1.2875 |
|
| R1 |
1.2955 |
1.2955 |
1.2860 |
1.2925 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2880 |
| S1 |
1.2784 |
1.2784 |
1.2828 |
1.2754 |
| S2 |
1.2724 |
1.2724 |
1.2813 |
|
| S3 |
1.2553 |
1.2613 |
1.2797 |
|
| S4 |
1.2382 |
1.2442 |
1.2750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2824 |
0.0182 |
1.4% |
0.0091 |
0.7% |
10% |
False |
True |
228,777 |
| 10 |
1.3006 |
1.2824 |
0.0182 |
1.4% |
0.0082 |
0.6% |
10% |
False |
True |
208,350 |
| 20 |
1.3229 |
1.2824 |
0.0405 |
3.2% |
0.0076 |
0.6% |
5% |
False |
True |
112,968 |
| 40 |
1.3451 |
1.2824 |
0.0627 |
4.9% |
0.0063 |
0.5% |
3% |
False |
True |
57,352 |
| 60 |
1.3709 |
1.2824 |
0.0885 |
6.9% |
0.0056 |
0.4% |
2% |
False |
True |
38,496 |
| 80 |
1.3709 |
1.2824 |
0.0885 |
6.9% |
0.0055 |
0.4% |
2% |
False |
True |
28,946 |
| 100 |
1.3980 |
1.2824 |
0.1156 |
9.0% |
0.0053 |
0.4% |
2% |
False |
True |
23,221 |
| 120 |
1.3980 |
1.2824 |
0.1156 |
9.0% |
0.0050 |
0.4% |
2% |
False |
True |
19,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3092 |
|
2.618 |
1.3009 |
|
1.618 |
1.2958 |
|
1.000 |
1.2926 |
|
0.618 |
1.2907 |
|
HIGH |
1.2875 |
|
0.618 |
1.2856 |
|
0.500 |
1.2850 |
|
0.382 |
1.2843 |
|
LOW |
1.2824 |
|
0.618 |
1.2792 |
|
1.000 |
1.2773 |
|
1.618 |
1.2741 |
|
2.618 |
1.2690 |
|
4.250 |
1.2607 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2850 |
1.2882 |
| PP |
1.2847 |
1.2869 |
| S1 |
1.2845 |
1.2856 |
|