CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2717 |
1.2650 |
-0.0067 |
-0.5% |
1.2634 |
| High |
1.2744 |
1.2680 |
-0.0064 |
-0.5% |
1.2893 |
| Low |
1.2641 |
1.2617 |
-0.0024 |
-0.2% |
1.2630 |
| Close |
1.2648 |
1.2653 |
0.0005 |
0.0% |
1.2778 |
| Range |
0.0103 |
0.0063 |
-0.0040 |
-38.8% |
0.0263 |
| ATR |
0.0112 |
0.0108 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
205,927 |
169,435 |
-36,492 |
-17.7% |
1,506,461 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2839 |
1.2809 |
1.2688 |
|
| R3 |
1.2776 |
1.2746 |
1.2670 |
|
| R2 |
1.2713 |
1.2713 |
1.2665 |
|
| R1 |
1.2683 |
1.2683 |
1.2659 |
1.2698 |
| PP |
1.2650 |
1.2650 |
1.2650 |
1.2658 |
| S1 |
1.2620 |
1.2620 |
1.2647 |
1.2635 |
| S2 |
1.2587 |
1.2587 |
1.2641 |
|
| S3 |
1.2524 |
1.2557 |
1.2636 |
|
| S4 |
1.2461 |
1.2494 |
1.2618 |
|
|
| 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 |
1.2845 |
1.2617 |
0.0228 |
1.8% |
0.0095 |
0.7% |
16% |
False |
True |
185,660 |
| 10 |
1.2893 |
1.2611 |
0.0282 |
2.2% |
0.0123 |
1.0% |
15% |
False |
False |
248,085 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.1% |
0.0117 |
0.9% |
38% |
False |
False |
266,732 |
| 40 |
1.3229 |
1.2506 |
0.0723 |
5.7% |
0.0099 |
0.8% |
20% |
False |
False |
206,504 |
| 60 |
1.3451 |
1.2506 |
0.0945 |
7.5% |
0.0083 |
0.7% |
16% |
False |
False |
138,373 |
| 80 |
1.3692 |
1.2506 |
0.1186 |
9.4% |
0.0073 |
0.6% |
12% |
False |
False |
103,985 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0069 |
0.5% |
12% |
False |
False |
83,260 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0065 |
0.5% |
10% |
False |
False |
69,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2948 |
|
2.618 |
1.2845 |
|
1.618 |
1.2782 |
|
1.000 |
1.2743 |
|
0.618 |
1.2719 |
|
HIGH |
1.2680 |
|
0.618 |
1.2656 |
|
0.500 |
1.2649 |
|
0.382 |
1.2641 |
|
LOW |
1.2617 |
|
0.618 |
1.2578 |
|
1.000 |
1.2554 |
|
1.618 |
1.2515 |
|
2.618 |
1.2452 |
|
4.250 |
1.2349 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2652 |
1.2731 |
| PP |
1.2650 |
1.2705 |
| S1 |
1.2649 |
1.2679 |
|