CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2693 |
-0.0077 |
-0.6% |
1.2853 |
| High |
1.2772 |
1.2730 |
-0.0042 |
-0.3% |
1.2916 |
| Low |
1.2694 |
1.2681 |
-0.0013 |
-0.1% |
1.2694 |
| Close |
1.2698 |
1.2709 |
0.0011 |
0.1% |
1.2698 |
| Range |
0.0078 |
0.0049 |
-0.0029 |
-37.2% |
0.0222 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
565 |
466 |
-99 |
-17.5% |
1,975 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2854 |
1.2830 |
1.2736 |
|
| R3 |
1.2805 |
1.2781 |
1.2722 |
|
| R2 |
1.2756 |
1.2756 |
1.2718 |
|
| R1 |
1.2732 |
1.2732 |
1.2713 |
1.2744 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2713 |
| S1 |
1.2683 |
1.2683 |
1.2705 |
1.2695 |
| S2 |
1.2658 |
1.2658 |
1.2700 |
|
| S3 |
1.2609 |
1.2634 |
1.2696 |
|
| S4 |
1.2560 |
1.2585 |
1.2682 |
|
|
| 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 |
1.2681 |
0.0235 |
1.8% |
0.0069 |
0.5% |
12% |
False |
True |
430 |
| 10 |
1.3010 |
1.2681 |
0.0329 |
2.6% |
0.0074 |
0.6% |
9% |
False |
True |
502 |
| 20 |
1.3175 |
1.2681 |
0.0494 |
3.9% |
0.0073 |
0.6% |
6% |
False |
True |
348 |
| 40 |
1.3436 |
1.2681 |
0.0755 |
5.9% |
0.0053 |
0.4% |
4% |
False |
True |
228 |
| 60 |
1.3664 |
1.2681 |
0.0983 |
7.7% |
0.0041 |
0.3% |
3% |
False |
True |
167 |
| 80 |
1.3710 |
1.2681 |
0.1029 |
8.1% |
0.0036 |
0.3% |
3% |
False |
True |
128 |
| 100 |
1.3989 |
1.2681 |
0.1308 |
10.3% |
0.0035 |
0.3% |
2% |
False |
True |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2858 |
|
1.618 |
1.2809 |
|
1.000 |
1.2779 |
|
0.618 |
1.2760 |
|
HIGH |
1.2730 |
|
0.618 |
1.2711 |
|
0.500 |
1.2706 |
|
0.382 |
1.2700 |
|
LOW |
1.2681 |
|
0.618 |
1.2651 |
|
1.000 |
1.2632 |
|
1.618 |
1.2602 |
|
2.618 |
1.2553 |
|
4.250 |
1.2473 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2708 |
1.2737 |
| PP |
1.2707 |
1.2727 |
| S1 |
1.2706 |
1.2718 |
|