CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2757 |
1.2688 |
-0.0069 |
-0.5% |
1.2834 |
| High |
1.2768 |
1.2722 |
-0.0046 |
-0.4% |
1.2908 |
| Low |
1.2683 |
1.2670 |
-0.0013 |
-0.1% |
1.2683 |
| Close |
1.2689 |
1.2700 |
0.0011 |
0.1% |
1.2689 |
| Range |
0.0085 |
0.0052 |
-0.0033 |
-38.8% |
0.0225 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
215,880 |
181,938 |
-33,942 |
-15.7% |
1,076,682 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2853 |
1.2829 |
1.2729 |
|
| R3 |
1.2801 |
1.2777 |
1.2714 |
|
| R2 |
1.2749 |
1.2749 |
1.2710 |
|
| R1 |
1.2725 |
1.2725 |
1.2705 |
1.2737 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2704 |
| S1 |
1.2673 |
1.2673 |
1.2695 |
1.2685 |
| S2 |
1.2645 |
1.2645 |
1.2690 |
|
| S3 |
1.2593 |
1.2621 |
1.2686 |
|
| S4 |
1.2541 |
1.2569 |
1.2671 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3435 |
1.3287 |
1.2813 |
|
| R3 |
1.3210 |
1.3062 |
1.2751 |
|
| R2 |
1.2985 |
1.2985 |
1.2730 |
|
| R1 |
1.2837 |
1.2837 |
1.2710 |
1.2799 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2741 |
| S1 |
1.2612 |
1.2612 |
1.2668 |
1.2574 |
| S2 |
1.2535 |
1.2535 |
1.2648 |
|
| S3 |
1.2310 |
1.2387 |
1.2627 |
|
| S4 |
1.2085 |
1.2162 |
1.2565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2908 |
1.2670 |
0.0238 |
1.9% |
0.0074 |
0.6% |
13% |
False |
True |
214,759 |
| 10 |
1.3006 |
1.2670 |
0.0336 |
2.6% |
0.0083 |
0.7% |
9% |
False |
True |
221,768 |
| 20 |
1.3170 |
1.2670 |
0.0500 |
3.9% |
0.0082 |
0.6% |
6% |
False |
True |
165,588 |
| 40 |
1.3440 |
1.2670 |
0.0770 |
6.1% |
0.0068 |
0.5% |
4% |
False |
True |
83,900 |
| 60 |
1.3657 |
1.2670 |
0.0987 |
7.8% |
0.0058 |
0.5% |
3% |
False |
True |
56,357 |
| 80 |
1.3709 |
1.2670 |
0.1039 |
8.2% |
0.0056 |
0.4% |
3% |
False |
True |
42,362 |
| 100 |
1.3980 |
1.2670 |
0.1310 |
10.3% |
0.0055 |
0.4% |
2% |
False |
True |
33,957 |
| 120 |
1.3980 |
1.2670 |
0.1310 |
10.3% |
0.0051 |
0.4% |
2% |
False |
True |
28,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2943 |
|
2.618 |
1.2858 |
|
1.618 |
1.2806 |
|
1.000 |
1.2774 |
|
0.618 |
1.2754 |
|
HIGH |
1.2722 |
|
0.618 |
1.2702 |
|
0.500 |
1.2696 |
|
0.382 |
1.2690 |
|
LOW |
1.2670 |
|
0.618 |
1.2638 |
|
1.000 |
1.2618 |
|
1.618 |
1.2586 |
|
2.618 |
1.2534 |
|
4.250 |
1.2449 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2699 |
1.2730 |
| PP |
1.2697 |
1.2720 |
| S1 |
1.2696 |
1.2710 |
|