CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2855 |
1.2787 |
-0.0068 |
-0.5% |
1.2977 |
| High |
1.2871 |
1.2790 |
-0.0081 |
-0.6% |
1.3006 |
| Low |
1.2781 |
1.2703 |
-0.0078 |
-0.6% |
1.2835 |
| Close |
1.2787 |
1.2755 |
-0.0032 |
-0.3% |
1.2844 |
| Range |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0171 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.2% |
0.0000 |
| Volume |
203,833 |
279,428 |
75,595 |
37.1% |
1,116,167 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3010 |
1.2970 |
1.2803 |
|
| R3 |
1.2923 |
1.2883 |
1.2779 |
|
| R2 |
1.2836 |
1.2836 |
1.2771 |
|
| R1 |
1.2796 |
1.2796 |
1.2763 |
1.2773 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2738 |
| S1 |
1.2709 |
1.2709 |
1.2747 |
1.2686 |
| S2 |
1.2662 |
1.2662 |
1.2739 |
|
| S3 |
1.2575 |
1.2622 |
1.2731 |
|
| S4 |
1.2488 |
1.2535 |
1.2707 |
|
|
| 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 |
1.2937 |
1.2703 |
0.0234 |
1.8% |
0.0078 |
0.6% |
22% |
False |
True |
215,876 |
| 10 |
1.3006 |
1.2703 |
0.0303 |
2.4% |
0.0082 |
0.6% |
17% |
False |
True |
225,098 |
| 20 |
1.3229 |
1.2703 |
0.0526 |
4.1% |
0.0082 |
0.6% |
10% |
False |
True |
146,275 |
| 40 |
1.3451 |
1.2703 |
0.0748 |
5.9% |
0.0066 |
0.5% |
7% |
False |
True |
74,194 |
| 60 |
1.3692 |
1.2703 |
0.0989 |
7.8% |
0.0058 |
0.5% |
5% |
False |
True |
49,736 |
| 80 |
1.3709 |
1.2703 |
0.1006 |
7.9% |
0.0057 |
0.4% |
5% |
False |
True |
37,392 |
| 100 |
1.3980 |
1.2703 |
0.1277 |
10.0% |
0.0054 |
0.4% |
4% |
False |
True |
29,980 |
| 120 |
1.3980 |
1.2703 |
0.1277 |
10.0% |
0.0050 |
0.4% |
4% |
False |
True |
24,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3160 |
|
2.618 |
1.3018 |
|
1.618 |
1.2931 |
|
1.000 |
1.2877 |
|
0.618 |
1.2844 |
|
HIGH |
1.2790 |
|
0.618 |
1.2757 |
|
0.500 |
1.2747 |
|
0.382 |
1.2736 |
|
LOW |
1.2703 |
|
0.618 |
1.2649 |
|
1.000 |
1.2616 |
|
1.618 |
1.2562 |
|
2.618 |
1.2475 |
|
4.250 |
1.2333 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2752 |
1.2806 |
| PP |
1.2749 |
1.2789 |
| S1 |
1.2747 |
1.2772 |
|