CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2791 |
1.2770 |
-0.0021 |
-0.2% |
1.2853 |
| High |
1.2792 |
1.2772 |
-0.0020 |
-0.2% |
1.2916 |
| Low |
1.2716 |
1.2694 |
-0.0022 |
-0.2% |
1.2694 |
| Close |
1.2764 |
1.2698 |
-0.0066 |
-0.5% |
1.2698 |
| Range |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0222 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
503 |
565 |
62 |
12.3% |
1,975 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2955 |
1.2905 |
1.2741 |
|
| R3 |
1.2877 |
1.2827 |
1.2719 |
|
| R2 |
1.2799 |
1.2799 |
1.2712 |
|
| R1 |
1.2749 |
1.2749 |
1.2705 |
1.2735 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2715 |
| S1 |
1.2671 |
1.2671 |
1.2691 |
1.2657 |
| S2 |
1.2643 |
1.2643 |
1.2684 |
|
| S3 |
1.2565 |
1.2593 |
1.2677 |
|
| S4 |
1.2487 |
1.2515 |
1.2655 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3435 |
1.3289 |
1.2820 |
|
| R3 |
1.3213 |
1.3067 |
1.2759 |
|
| R2 |
1.2991 |
1.2991 |
1.2739 |
|
| R1 |
1.2845 |
1.2845 |
1.2718 |
1.2807 |
| PP |
1.2769 |
1.2769 |
1.2769 |
1.2751 |
| S1 |
1.2623 |
1.2623 |
1.2678 |
1.2585 |
| S2 |
1.2547 |
1.2547 |
1.2657 |
|
| S3 |
1.2325 |
1.2401 |
1.2637 |
|
| S4 |
1.2103 |
1.2179 |
1.2576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2916 |
1.2694 |
0.0222 |
1.7% |
0.0068 |
0.5% |
2% |
False |
True |
395 |
| 10 |
1.3010 |
1.2694 |
0.0316 |
2.5% |
0.0075 |
0.6% |
1% |
False |
True |
475 |
| 20 |
1.3194 |
1.2694 |
0.0500 |
3.9% |
0.0072 |
0.6% |
1% |
False |
True |
326 |
| 40 |
1.3446 |
1.2694 |
0.0752 |
5.9% |
0.0053 |
0.4% |
1% |
False |
True |
224 |
| 60 |
1.3664 |
1.2694 |
0.0970 |
7.6% |
0.0041 |
0.3% |
0% |
False |
True |
160 |
| 80 |
1.3710 |
1.2694 |
0.1016 |
8.0% |
0.0037 |
0.3% |
0% |
False |
True |
123 |
| 100 |
1.3989 |
1.2694 |
0.1295 |
10.2% |
0.0034 |
0.3% |
0% |
False |
True |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3104 |
|
2.618 |
1.2976 |
|
1.618 |
1.2898 |
|
1.000 |
1.2850 |
|
0.618 |
1.2820 |
|
HIGH |
1.2772 |
|
0.618 |
1.2742 |
|
0.500 |
1.2733 |
|
0.382 |
1.2724 |
|
LOW |
1.2694 |
|
0.618 |
1.2646 |
|
1.000 |
1.2616 |
|
1.618 |
1.2568 |
|
2.618 |
1.2490 |
|
4.250 |
1.2363 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2733 |
1.2786 |
| PP |
1.2721 |
1.2757 |
| S1 |
1.2710 |
1.2727 |
|