CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2520 |
-0.0159 |
-1.3% |
1.2688 |
| High |
1.2679 |
1.2682 |
0.0003 |
0.0% |
1.2722 |
| Low |
1.2506 |
1.2514 |
0.0008 |
0.1% |
1.2506 |
| Close |
1.2515 |
1.2633 |
0.0118 |
0.9% |
1.2515 |
| Range |
0.0173 |
0.0168 |
-0.0005 |
-2.9% |
0.0216 |
| ATR |
0.0085 |
0.0091 |
0.0006 |
7.0% |
0.0000 |
| Volume |
284,116 |
268,954 |
-15,162 |
-5.3% |
1,412,704 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3114 |
1.3041 |
1.2725 |
|
| R3 |
1.2946 |
1.2873 |
1.2679 |
|
| R2 |
1.2778 |
1.2778 |
1.2664 |
|
| R1 |
1.2705 |
1.2705 |
1.2648 |
1.2742 |
| PP |
1.2610 |
1.2610 |
1.2610 |
1.2628 |
| S1 |
1.2537 |
1.2537 |
1.2618 |
1.2574 |
| S2 |
1.2442 |
1.2442 |
1.2602 |
|
| S3 |
1.2274 |
1.2369 |
1.2587 |
|
| S4 |
1.2106 |
1.2201 |
1.2541 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3229 |
1.3088 |
1.2634 |
|
| R3 |
1.3013 |
1.2872 |
1.2574 |
|
| R2 |
1.2797 |
1.2797 |
1.2555 |
|
| R1 |
1.2656 |
1.2656 |
1.2535 |
1.2619 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2562 |
| S1 |
1.2440 |
1.2440 |
1.2495 |
1.2403 |
| S2 |
1.2365 |
1.2365 |
1.2475 |
|
| S3 |
1.2149 |
1.2224 |
1.2456 |
|
| S4 |
1.1933 |
1.2008 |
1.2396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2710 |
1.2506 |
0.0204 |
1.6% |
0.0123 |
1.0% |
62% |
False |
False |
299,944 |
| 10 |
1.2908 |
1.2506 |
0.0402 |
3.2% |
0.0099 |
0.8% |
32% |
False |
False |
257,351 |
| 20 |
1.3006 |
1.2506 |
0.0500 |
4.0% |
0.0090 |
0.7% |
25% |
False |
False |
232,851 |
| 40 |
1.3420 |
1.2506 |
0.0914 |
7.2% |
0.0076 |
0.6% |
14% |
False |
False |
121,262 |
| 60 |
1.3648 |
1.2506 |
0.1142 |
9.0% |
0.0066 |
0.5% |
11% |
False |
False |
81,271 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0061 |
0.5% |
11% |
False |
False |
61,086 |
| 100 |
1.3735 |
1.2506 |
0.1229 |
9.7% |
0.0058 |
0.5% |
10% |
False |
False |
48,951 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.7% |
0.0055 |
0.4% |
9% |
False |
False |
40,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3122 |
|
1.618 |
1.2954 |
|
1.000 |
1.2850 |
|
0.618 |
1.2786 |
|
HIGH |
1.2682 |
|
0.618 |
1.2618 |
|
0.500 |
1.2598 |
|
0.382 |
1.2578 |
|
LOW |
1.2514 |
|
0.618 |
1.2410 |
|
1.000 |
1.2346 |
|
1.618 |
1.2242 |
|
2.618 |
1.2074 |
|
4.250 |
1.1800 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2621 |
1.2624 |
| PP |
1.2610 |
1.2615 |
| S1 |
1.2598 |
1.2606 |
|