CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2834 |
1.2854 |
0.0020 |
0.2% |
1.2977 |
| High |
1.2875 |
1.2908 |
0.0033 |
0.3% |
1.3006 |
| Low |
1.2824 |
1.2850 |
0.0026 |
0.2% |
1.2835 |
| Close |
1.2843 |
1.2865 |
0.0022 |
0.2% |
1.2844 |
| Range |
0.0051 |
0.0058 |
0.0007 |
13.7% |
0.0171 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
184,821 |
192,720 |
7,899 |
4.3% |
1,116,167 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.3015 |
1.2897 |
|
| R3 |
1.2990 |
1.2957 |
1.2881 |
|
| R2 |
1.2932 |
1.2932 |
1.2876 |
|
| R1 |
1.2899 |
1.2899 |
1.2870 |
1.2916 |
| PP |
1.2874 |
1.2874 |
1.2874 |
1.2883 |
| S1 |
1.2841 |
1.2841 |
1.2860 |
1.2858 |
| S2 |
1.2816 |
1.2816 |
1.2854 |
|
| S3 |
1.2758 |
1.2783 |
1.2849 |
|
| S4 |
1.2700 |
1.2725 |
1.2833 |
|
|
| 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 |
1.2993 |
1.2824 |
0.0169 |
1.3% |
0.0088 |
0.7% |
24% |
False |
False |
224,684 |
| 10 |
1.3006 |
1.2824 |
0.0182 |
1.4% |
0.0078 |
0.6% |
23% |
False |
False |
213,697 |
| 20 |
1.3229 |
1.2824 |
0.0405 |
3.1% |
0.0078 |
0.6% |
10% |
False |
False |
122,511 |
| 40 |
1.3451 |
1.2824 |
0.0627 |
4.9% |
0.0064 |
0.5% |
7% |
False |
False |
62,147 |
| 60 |
1.3709 |
1.2824 |
0.0885 |
6.9% |
0.0056 |
0.4% |
5% |
False |
False |
41,702 |
| 80 |
1.3709 |
1.2824 |
0.0885 |
6.9% |
0.0056 |
0.4% |
5% |
False |
False |
31,352 |
| 100 |
1.3980 |
1.2824 |
0.1156 |
9.0% |
0.0053 |
0.4% |
4% |
False |
False |
25,148 |
| 120 |
1.3980 |
1.2824 |
0.1156 |
9.0% |
0.0050 |
0.4% |
4% |
False |
False |
20,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3155 |
|
2.618 |
1.3060 |
|
1.618 |
1.3002 |
|
1.000 |
1.2966 |
|
0.618 |
1.2944 |
|
HIGH |
1.2908 |
|
0.618 |
1.2886 |
|
0.500 |
1.2879 |
|
0.382 |
1.2872 |
|
LOW |
1.2850 |
|
0.618 |
1.2814 |
|
1.000 |
1.2792 |
|
1.618 |
1.2756 |
|
2.618 |
1.2698 |
|
4.250 |
1.2604 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2879 |
1.2881 |
| PP |
1.2874 |
1.2875 |
| S1 |
1.2870 |
1.2870 |
|