CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2942 |
1.2979 |
0.0037 |
0.3% |
1.2976 |
| High |
1.2996 |
1.2980 |
-0.0016 |
-0.1% |
1.2996 |
| Low |
1.2934 |
1.2930 |
-0.0004 |
0.0% |
1.2885 |
| Close |
1.2969 |
1.2956 |
-0.0013 |
-0.1% |
1.2969 |
| Range |
0.0062 |
0.0050 |
-0.0012 |
-19.4% |
0.0111 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
92 |
195 |
103 |
112.0% |
1,052 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3081 |
1.2984 |
|
| R3 |
1.3055 |
1.3031 |
1.2970 |
|
| R2 |
1.3005 |
1.3005 |
1.2965 |
|
| R1 |
1.2981 |
1.2981 |
1.2961 |
1.2968 |
| PP |
1.2955 |
1.2955 |
1.2955 |
1.2949 |
| S1 |
1.2931 |
1.2931 |
1.2951 |
1.2918 |
| S2 |
1.2905 |
1.2905 |
1.2947 |
|
| S3 |
1.2855 |
1.2881 |
1.2942 |
|
| S4 |
1.2805 |
1.2831 |
1.2929 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3237 |
1.3030 |
|
| R3 |
1.3172 |
1.3126 |
1.3000 |
|
| R2 |
1.3061 |
1.3061 |
1.2989 |
|
| R1 |
1.3015 |
1.3015 |
1.2979 |
1.2983 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2934 |
| S1 |
1.2904 |
1.2904 |
1.2959 |
1.2872 |
| S2 |
1.2839 |
1.2839 |
1.2949 |
|
| S3 |
1.2728 |
1.2793 |
1.2938 |
|
| S4 |
1.2617 |
1.2682 |
1.2908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2996 |
1.2885 |
0.0111 |
0.9% |
0.0063 |
0.5% |
64% |
False |
False |
177 |
| 10 |
1.3175 |
1.2885 |
0.0290 |
2.2% |
0.0071 |
0.5% |
24% |
False |
False |
193 |
| 20 |
1.3410 |
1.2885 |
0.0525 |
4.1% |
0.0053 |
0.4% |
14% |
False |
False |
114 |
| 40 |
1.3547 |
1.2885 |
0.0662 |
5.1% |
0.0038 |
0.3% |
11% |
False |
False |
116 |
| 60 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0031 |
0.2% |
9% |
False |
False |
87 |
| 80 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0029 |
0.2% |
9% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3193 |
|
2.618 |
1.3111 |
|
1.618 |
1.3061 |
|
1.000 |
1.3030 |
|
0.618 |
1.3011 |
|
HIGH |
1.2980 |
|
0.618 |
1.2961 |
|
0.500 |
1.2955 |
|
0.382 |
1.2949 |
|
LOW |
1.2930 |
|
0.618 |
1.2899 |
|
1.000 |
1.2880 |
|
1.618 |
1.2849 |
|
2.618 |
1.2799 |
|
4.250 |
1.2718 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2956 |
1.2958 |
| PP |
1.2955 |
1.2957 |
| S1 |
1.2955 |
1.2957 |
|