CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2625 |
-0.0011 |
-0.1% |
1.2834 |
| High |
1.2646 |
1.2705 |
0.0059 |
0.5% |
1.2908 |
| Low |
1.2590 |
1.2620 |
0.0030 |
0.2% |
1.2683 |
| Close |
1.2614 |
1.2681 |
0.0067 |
0.5% |
1.2689 |
| Range |
0.0056 |
0.0085 |
0.0029 |
51.8% |
0.0225 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.3% |
0.0000 |
| Volume |
264,611 |
354,219 |
89,608 |
33.9% |
1,076,682 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2924 |
1.2887 |
1.2728 |
|
| R3 |
1.2839 |
1.2802 |
1.2704 |
|
| R2 |
1.2754 |
1.2754 |
1.2697 |
|
| R1 |
1.2717 |
1.2717 |
1.2689 |
1.2736 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2678 |
| S1 |
1.2632 |
1.2632 |
1.2673 |
1.2651 |
| S2 |
1.2584 |
1.2584 |
1.2665 |
|
| S3 |
1.2499 |
1.2547 |
1.2658 |
|
| S4 |
1.2414 |
1.2462 |
1.2634 |
|
|
| 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 |
1.2768 |
1.2578 |
0.0190 |
1.5% |
0.0082 |
0.6% |
54% |
False |
False |
268,893 |
| 10 |
1.2937 |
1.2578 |
0.0359 |
2.8% |
0.0080 |
0.6% |
29% |
False |
False |
242,384 |
| 20 |
1.3006 |
1.2578 |
0.0428 |
3.4% |
0.0081 |
0.6% |
24% |
False |
False |
209,997 |
| 40 |
1.3440 |
1.2578 |
0.0862 |
6.8% |
0.0071 |
0.6% |
12% |
False |
False |
107,481 |
| 60 |
1.3656 |
1.2578 |
0.1078 |
8.5% |
0.0061 |
0.5% |
10% |
False |
False |
72,063 |
| 80 |
1.3709 |
1.2578 |
0.1131 |
8.9% |
0.0057 |
0.5% |
9% |
False |
False |
54,179 |
| 100 |
1.3752 |
1.2578 |
0.1174 |
9.3% |
0.0056 |
0.4% |
9% |
False |
False |
43,421 |
| 120 |
1.3980 |
1.2578 |
0.1402 |
11.1% |
0.0052 |
0.4% |
7% |
False |
False |
36,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3066 |
|
2.618 |
1.2928 |
|
1.618 |
1.2843 |
|
1.000 |
1.2790 |
|
0.618 |
1.2758 |
|
HIGH |
1.2705 |
|
0.618 |
1.2673 |
|
0.500 |
1.2663 |
|
0.382 |
1.2652 |
|
LOW |
1.2620 |
|
0.618 |
1.2567 |
|
1.000 |
1.2535 |
|
1.618 |
1.2482 |
|
2.618 |
1.2397 |
|
4.250 |
1.2259 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2675 |
1.2669 |
| PP |
1.2669 |
1.2656 |
| S1 |
1.2663 |
1.2644 |
|