CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2973 |
1.2867 |
-0.0106 |
-0.8% |
1.2976 |
| High |
1.2985 |
1.2942 |
-0.0043 |
-0.3% |
1.2996 |
| Low |
1.2872 |
1.2856 |
-0.0016 |
-0.1% |
1.2885 |
| Close |
1.2935 |
1.2934 |
-0.0001 |
0.0% |
1.2969 |
| Range |
0.0113 |
0.0086 |
-0.0027 |
-23.9% |
0.0111 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
3.0% |
0.0000 |
| Volume |
959 |
1,215 |
256 |
26.7% |
1,052 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3137 |
1.2981 |
|
| R3 |
1.3083 |
1.3051 |
1.2958 |
|
| R2 |
1.2997 |
1.2997 |
1.2950 |
|
| R1 |
1.2965 |
1.2965 |
1.2942 |
1.2981 |
| PP |
1.2911 |
1.2911 |
1.2911 |
1.2919 |
| S1 |
1.2879 |
1.2879 |
1.2926 |
1.2895 |
| S2 |
1.2825 |
1.2825 |
1.2918 |
|
| S3 |
1.2739 |
1.2793 |
1.2910 |
|
| S4 |
1.2653 |
1.2707 |
1.2887 |
|
|
| 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 |
1.3010 |
1.2856 |
0.0154 |
1.2% |
0.0075 |
0.6% |
51% |
False |
True |
533 |
| 10 |
1.3010 |
1.2856 |
0.0154 |
1.2% |
0.0071 |
0.5% |
51% |
False |
True |
411 |
| 20 |
1.3298 |
1.2856 |
0.0442 |
3.4% |
0.0061 |
0.5% |
18% |
False |
True |
229 |
| 40 |
1.3478 |
1.2856 |
0.0622 |
4.8% |
0.0044 |
0.3% |
13% |
False |
True |
172 |
| 60 |
1.3710 |
1.2856 |
0.0854 |
6.6% |
0.0035 |
0.3% |
9% |
False |
True |
124 |
| 80 |
1.3710 |
1.2856 |
0.0854 |
6.6% |
0.0032 |
0.2% |
9% |
False |
True |
96 |
| 100 |
1.3989 |
1.2856 |
0.1133 |
8.8% |
0.0032 |
0.3% |
7% |
False |
True |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3308 |
|
2.618 |
1.3167 |
|
1.618 |
1.3081 |
|
1.000 |
1.3028 |
|
0.618 |
1.2995 |
|
HIGH |
1.2942 |
|
0.618 |
1.2909 |
|
0.500 |
1.2899 |
|
0.382 |
1.2889 |
|
LOW |
1.2856 |
|
0.618 |
1.2803 |
|
1.000 |
1.2770 |
|
1.618 |
1.2717 |
|
2.618 |
1.2631 |
|
4.250 |
1.2491 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2922 |
1.2934 |
| PP |
1.2911 |
1.2933 |
| S1 |
1.2899 |
1.2933 |
|