CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2650 |
1.2677 |
0.0027 |
0.2% |
1.2764 |
| High |
1.2700 |
1.2727 |
0.0027 |
0.2% |
1.2845 |
| Low |
1.2638 |
1.2669 |
0.0031 |
0.2% |
1.2617 |
| Close |
1.2668 |
1.2712 |
0.0044 |
0.3% |
1.2668 |
| Range |
0.0062 |
0.0058 |
-0.0004 |
-6.5% |
0.0228 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
145,116 |
143,232 |
-1,884 |
-1.3% |
897,918 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2852 |
1.2744 |
|
| R3 |
1.2819 |
1.2794 |
1.2728 |
|
| R2 |
1.2761 |
1.2761 |
1.2723 |
|
| R1 |
1.2736 |
1.2736 |
1.2717 |
1.2749 |
| PP |
1.2703 |
1.2703 |
1.2703 |
1.2709 |
| S1 |
1.2678 |
1.2678 |
1.2707 |
1.2691 |
| S2 |
1.2645 |
1.2645 |
1.2701 |
|
| S3 |
1.2587 |
1.2620 |
1.2696 |
|
| S4 |
1.2529 |
1.2562 |
1.2680 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3259 |
1.2793 |
|
| R3 |
1.3166 |
1.3031 |
1.2731 |
|
| R2 |
1.2938 |
1.2938 |
1.2710 |
|
| R1 |
1.2803 |
1.2803 |
1.2689 |
1.2757 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2687 |
| S1 |
1.2575 |
1.2575 |
1.2647 |
1.2529 |
| S2 |
1.2482 |
1.2482 |
1.2626 |
|
| S3 |
1.2254 |
1.2347 |
1.2605 |
|
| S4 |
1.2026 |
1.2119 |
1.2543 |
|
|
| 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% |
0.0083 |
0.7% |
42% |
False |
False |
178,018 |
| 10 |
1.2893 |
1.2617 |
0.0276 |
2.2% |
0.0110 |
0.9% |
34% |
False |
False |
237,770 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.0% |
0.0116 |
0.9% |
53% |
False |
False |
261,259 |
| 40 |
1.3170 |
1.2506 |
0.0664 |
5.2% |
0.0099 |
0.8% |
31% |
False |
False |
213,423 |
| 60 |
1.3440 |
1.2506 |
0.0934 |
7.3% |
0.0084 |
0.7% |
22% |
False |
False |
143,019 |
| 80 |
1.3657 |
1.2506 |
0.1151 |
9.1% |
0.0073 |
0.6% |
18% |
False |
False |
107,582 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0068 |
0.5% |
17% |
False |
False |
86,141 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0065 |
0.5% |
14% |
False |
False |
71,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2974 |
|
2.618 |
1.2879 |
|
1.618 |
1.2821 |
|
1.000 |
1.2785 |
|
0.618 |
1.2763 |
|
HIGH |
1.2727 |
|
0.618 |
1.2705 |
|
0.500 |
1.2698 |
|
0.382 |
1.2691 |
|
LOW |
1.2669 |
|
0.618 |
1.2633 |
|
1.000 |
1.2611 |
|
1.618 |
1.2575 |
|
2.618 |
1.2517 |
|
4.250 |
1.2423 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2707 |
1.2699 |
| PP |
1.2703 |
1.2685 |
| S1 |
1.2698 |
1.2672 |
|