CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2825 |
1.2810 |
-0.0015 |
-0.1% |
1.2634 |
| High |
1.2850 |
1.2842 |
-0.0008 |
-0.1% |
1.2893 |
| Low |
1.2711 |
1.2749 |
0.0038 |
0.3% |
1.2630 |
| Close |
1.2805 |
1.2778 |
-0.0027 |
-0.2% |
1.2778 |
| Range |
0.0139 |
0.0093 |
-0.0046 |
-33.1% |
0.0263 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
373,128 |
175,499 |
-197,629 |
-53.0% |
1,506,461 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3069 |
1.3016 |
1.2829 |
|
| R3 |
1.2976 |
1.2923 |
1.2804 |
|
| R2 |
1.2883 |
1.2883 |
1.2795 |
|
| R1 |
1.2830 |
1.2830 |
1.2787 |
1.2810 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2780 |
| S1 |
1.2737 |
1.2737 |
1.2769 |
1.2717 |
| S2 |
1.2697 |
1.2697 |
1.2761 |
|
| S3 |
1.2604 |
1.2644 |
1.2752 |
|
| S4 |
1.2511 |
1.2551 |
1.2727 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3430 |
1.2923 |
|
| R3 |
1.3293 |
1.3167 |
1.2850 |
|
| R2 |
1.3030 |
1.3030 |
1.2826 |
|
| R1 |
1.2904 |
1.2904 |
1.2802 |
1.2967 |
| PP |
1.2767 |
1.2767 |
1.2767 |
1.2799 |
| S1 |
1.2641 |
1.2641 |
1.2754 |
1.2704 |
| S2 |
1.2504 |
1.2504 |
1.2730 |
|
| S3 |
1.2241 |
1.2378 |
1.2706 |
|
| S4 |
1.1978 |
1.2115 |
1.2633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2893 |
1.2630 |
0.0263 |
2.1% |
0.0148 |
1.2% |
56% |
False |
False |
301,292 |
| 10 |
1.2893 |
1.2514 |
0.0379 |
3.0% |
0.0137 |
1.1% |
70% |
False |
False |
295,326 |
| 20 |
1.2908 |
1.2506 |
0.0402 |
3.1% |
0.0112 |
0.9% |
68% |
False |
False |
272,132 |
| 40 |
1.3304 |
1.2506 |
0.0798 |
6.2% |
0.0095 |
0.7% |
34% |
False |
False |
187,990 |
| 60 |
1.3477 |
1.2506 |
0.0971 |
7.6% |
0.0079 |
0.6% |
28% |
False |
False |
125,935 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0070 |
0.5% |
23% |
False |
False |
94,599 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0067 |
0.5% |
23% |
False |
False |
75,737 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.5% |
0.0063 |
0.5% |
18% |
False |
False |
63,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3237 |
|
2.618 |
1.3085 |
|
1.618 |
1.2992 |
|
1.000 |
1.2935 |
|
0.618 |
1.2899 |
|
HIGH |
1.2842 |
|
0.618 |
1.2806 |
|
0.500 |
1.2796 |
|
0.382 |
1.2785 |
|
LOW |
1.2749 |
|
0.618 |
1.2692 |
|
1.000 |
1.2656 |
|
1.618 |
1.2599 |
|
2.618 |
1.2506 |
|
4.250 |
1.2354 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2796 |
1.2773 |
| PP |
1.2790 |
1.2767 |
| S1 |
1.2784 |
1.2762 |
|