CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2868 |
1.2862 |
-0.0006 |
0.0% |
1.2979 |
| High |
1.2916 |
1.2878 |
-0.0038 |
-0.3% |
1.3010 |
| Low |
1.2863 |
1.2790 |
-0.0073 |
-0.6% |
1.2848 |
| Close |
1.2873 |
1.2796 |
-0.0077 |
-0.6% |
1.2854 |
| Range |
0.0053 |
0.0088 |
0.0035 |
66.0% |
0.0162 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.8% |
0.0000 |
| Volume |
315 |
301 |
-14 |
-4.4% |
2,779 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3029 |
1.2844 |
|
| R3 |
1.2997 |
1.2941 |
1.2820 |
|
| R2 |
1.2909 |
1.2909 |
1.2812 |
|
| R1 |
1.2853 |
1.2853 |
1.2804 |
1.2837 |
| PP |
1.2821 |
1.2821 |
1.2821 |
1.2814 |
| S1 |
1.2765 |
1.2765 |
1.2788 |
1.2749 |
| S2 |
1.2733 |
1.2733 |
1.2780 |
|
| S3 |
1.2645 |
1.2677 |
1.2772 |
|
| S4 |
1.2557 |
1.2589 |
1.2748 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3390 |
1.3284 |
1.2943 |
|
| R3 |
1.3228 |
1.3122 |
1.2899 |
|
| R2 |
1.3066 |
1.3066 |
1.2884 |
|
| R1 |
1.2960 |
1.2960 |
1.2869 |
1.2932 |
| PP |
1.2904 |
1.2904 |
1.2904 |
1.2890 |
| S1 |
1.2798 |
1.2798 |
1.2839 |
1.2770 |
| S2 |
1.2742 |
1.2742 |
1.2824 |
|
| S3 |
1.2580 |
1.2636 |
1.2809 |
|
| S4 |
1.2418 |
1.2474 |
1.2765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2942 |
1.2790 |
0.0152 |
1.2% |
0.0073 |
0.6% |
4% |
False |
True |
465 |
| 10 |
1.3010 |
1.2790 |
0.0220 |
1.7% |
0.0070 |
0.6% |
3% |
False |
True |
399 |
| 20 |
1.3225 |
1.2790 |
0.0435 |
3.4% |
0.0068 |
0.5% |
1% |
False |
True |
277 |
| 40 |
1.3446 |
1.2790 |
0.0656 |
5.1% |
0.0050 |
0.4% |
1% |
False |
True |
198 |
| 60 |
1.3701 |
1.2790 |
0.0911 |
7.1% |
0.0039 |
0.3% |
1% |
False |
True |
143 |
| 80 |
1.3710 |
1.2790 |
0.0920 |
7.2% |
0.0035 |
0.3% |
1% |
False |
True |
109 |
| 100 |
1.3989 |
1.2790 |
0.1199 |
9.4% |
0.0033 |
0.3% |
1% |
False |
True |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3252 |
|
2.618 |
1.3108 |
|
1.618 |
1.3020 |
|
1.000 |
1.2966 |
|
0.618 |
1.2932 |
|
HIGH |
1.2878 |
|
0.618 |
1.2844 |
|
0.500 |
1.2834 |
|
0.382 |
1.2824 |
|
LOW |
1.2790 |
|
0.618 |
1.2736 |
|
1.000 |
1.2702 |
|
1.618 |
1.2648 |
|
2.618 |
1.2560 |
|
4.250 |
1.2416 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2834 |
1.2853 |
| PP |
1.2821 |
1.2834 |
| S1 |
1.2809 |
1.2815 |
|