CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2672 |
1.2736 |
0.0064 |
0.5% |
1.2688 |
| High |
1.2755 |
1.2797 |
0.0042 |
0.3% |
1.2722 |
| Low |
1.2628 |
1.2668 |
0.0040 |
0.3% |
1.2506 |
| Close |
1.2738 |
1.2693 |
-0.0045 |
-0.4% |
1.2515 |
| Range |
0.0127 |
0.0129 |
0.0002 |
1.6% |
0.0216 |
| ATR |
0.0094 |
0.0096 |
0.0003 |
2.7% |
0.0000 |
| Volume |
331,403 |
339,907 |
8,504 |
2.6% |
1,412,704 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3106 |
1.3029 |
1.2764 |
|
| R3 |
1.2977 |
1.2900 |
1.2728 |
|
| R2 |
1.2848 |
1.2848 |
1.2717 |
|
| R1 |
1.2771 |
1.2771 |
1.2705 |
1.2745 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2707 |
| S1 |
1.2642 |
1.2642 |
1.2681 |
1.2616 |
| S2 |
1.2590 |
1.2590 |
1.2669 |
|
| S3 |
1.2461 |
1.2513 |
1.2658 |
|
| S4 |
1.2332 |
1.2384 |
1.2622 |
|
|
| 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 |
1.2797 |
1.2506 |
0.0291 |
2.3% |
0.0139 |
1.1% |
64% |
True |
False |
301,865 |
| 10 |
1.2797 |
1.2506 |
0.0291 |
2.3% |
0.0111 |
0.9% |
64% |
True |
False |
285,379 |
| 20 |
1.3006 |
1.2506 |
0.0500 |
3.9% |
0.0096 |
0.8% |
37% |
False |
False |
255,238 |
| 40 |
1.3419 |
1.2506 |
0.0913 |
7.2% |
0.0081 |
0.6% |
20% |
False |
False |
145,107 |
| 60 |
1.3555 |
1.2506 |
0.1049 |
8.3% |
0.0069 |
0.5% |
18% |
False |
False |
97,190 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0063 |
0.5% |
16% |
False |
False |
73,020 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0061 |
0.5% |
16% |
False |
False |
58,511 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0057 |
0.5% |
13% |
False |
False |
48,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3345 |
|
2.618 |
1.3135 |
|
1.618 |
1.3006 |
|
1.000 |
1.2926 |
|
0.618 |
1.2877 |
|
HIGH |
1.2797 |
|
0.618 |
1.2748 |
|
0.500 |
1.2733 |
|
0.382 |
1.2717 |
|
LOW |
1.2668 |
|
0.618 |
1.2588 |
|
1.000 |
1.2539 |
|
1.618 |
1.2459 |
|
2.618 |
1.2330 |
|
4.250 |
1.2120 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2733 |
1.2694 |
| PP |
1.2719 |
1.2693 |
| S1 |
1.2706 |
1.2693 |
|