CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2695 |
1.2636 |
-0.0059 |
-0.5% |
1.2834 |
| High |
1.2710 |
1.2646 |
-0.0064 |
-0.5% |
1.2908 |
| Low |
1.2578 |
1.2590 |
0.0012 |
0.1% |
1.2683 |
| Close |
1.2635 |
1.2614 |
-0.0021 |
-0.2% |
1.2689 |
| Range |
0.0132 |
0.0056 |
-0.0076 |
-57.6% |
0.0225 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
327,820 |
264,611 |
-63,209 |
-19.3% |
1,076,682 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2785 |
1.2755 |
1.2645 |
|
| R3 |
1.2729 |
1.2699 |
1.2629 |
|
| R2 |
1.2673 |
1.2673 |
1.2624 |
|
| R1 |
1.2643 |
1.2643 |
1.2619 |
1.2630 |
| PP |
1.2617 |
1.2617 |
1.2617 |
1.2610 |
| S1 |
1.2587 |
1.2587 |
1.2609 |
1.2574 |
| S2 |
1.2561 |
1.2561 |
1.2604 |
|
| S3 |
1.2505 |
1.2531 |
1.2599 |
|
| S4 |
1.2449 |
1.2475 |
1.2583 |
|
|
| 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 |
1.2790 |
1.2578 |
0.0212 |
1.7% |
0.0082 |
0.7% |
17% |
False |
False |
253,935 |
| 10 |
1.2939 |
1.2578 |
0.0361 |
2.9% |
0.0081 |
0.6% |
10% |
False |
False |
229,839 |
| 20 |
1.3163 |
1.2578 |
0.0585 |
4.6% |
0.0088 |
0.7% |
6% |
False |
False |
194,261 |
| 40 |
1.3440 |
1.2578 |
0.0862 |
6.8% |
0.0070 |
0.6% |
4% |
False |
False |
98,670 |
| 60 |
1.3657 |
1.2578 |
0.1079 |
8.6% |
0.0061 |
0.5% |
3% |
False |
False |
66,167 |
| 80 |
1.3709 |
1.2578 |
0.1131 |
9.0% |
0.0057 |
0.5% |
3% |
False |
False |
49,755 |
| 100 |
1.3753 |
1.2578 |
0.1175 |
9.3% |
0.0055 |
0.4% |
3% |
False |
False |
39,879 |
| 120 |
1.3980 |
1.2578 |
0.1402 |
11.1% |
0.0052 |
0.4% |
3% |
False |
False |
33,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2884 |
|
2.618 |
1.2793 |
|
1.618 |
1.2737 |
|
1.000 |
1.2702 |
|
0.618 |
1.2681 |
|
HIGH |
1.2646 |
|
0.618 |
1.2625 |
|
0.500 |
1.2618 |
|
0.382 |
1.2611 |
|
LOW |
1.2590 |
|
0.618 |
1.2555 |
|
1.000 |
1.2534 |
|
1.618 |
1.2499 |
|
2.618 |
1.2443 |
|
4.250 |
1.2352 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2618 |
1.2650 |
| PP |
1.2617 |
1.2638 |
| S1 |
1.2615 |
1.2626 |
|