CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2693 |
1.2701 |
0.0008 |
0.1% |
1.2853 |
| High |
1.2730 |
1.2715 |
-0.0015 |
-0.1% |
1.2916 |
| Low |
1.2681 |
1.2590 |
-0.0091 |
-0.7% |
1.2694 |
| Close |
1.2709 |
1.2644 |
-0.0065 |
-0.5% |
1.2698 |
| Range |
0.0049 |
0.0125 |
0.0076 |
155.1% |
0.0222 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.5% |
0.0000 |
| Volume |
466 |
606 |
140 |
30.0% |
1,975 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3025 |
1.2959 |
1.2713 |
|
| R3 |
1.2900 |
1.2834 |
1.2678 |
|
| R2 |
1.2775 |
1.2775 |
1.2667 |
|
| R1 |
1.2709 |
1.2709 |
1.2655 |
1.2680 |
| PP |
1.2650 |
1.2650 |
1.2650 |
1.2635 |
| S1 |
1.2584 |
1.2584 |
1.2633 |
1.2555 |
| S2 |
1.2525 |
1.2525 |
1.2621 |
|
| S3 |
1.2400 |
1.2459 |
1.2610 |
|
| S4 |
1.2275 |
1.2334 |
1.2575 |
|
|
| 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 |
1.2878 |
1.2590 |
0.0288 |
2.3% |
0.0083 |
0.7% |
19% |
False |
True |
488 |
| 10 |
1.2985 |
1.2590 |
0.0395 |
3.1% |
0.0081 |
0.6% |
14% |
False |
True |
542 |
| 20 |
1.3175 |
1.2590 |
0.0585 |
4.6% |
0.0078 |
0.6% |
9% |
False |
True |
376 |
| 40 |
1.3436 |
1.2590 |
0.0846 |
6.7% |
0.0056 |
0.4% |
6% |
False |
True |
243 |
| 60 |
1.3664 |
1.2590 |
0.1074 |
8.5% |
0.0043 |
0.3% |
5% |
False |
True |
177 |
| 80 |
1.3710 |
1.2590 |
0.1120 |
8.9% |
0.0037 |
0.3% |
5% |
False |
True |
136 |
| 100 |
1.3820 |
1.2590 |
0.1230 |
9.7% |
0.0035 |
0.3% |
4% |
False |
True |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3246 |
|
2.618 |
1.3042 |
|
1.618 |
1.2917 |
|
1.000 |
1.2840 |
|
0.618 |
1.2792 |
|
HIGH |
1.2715 |
|
0.618 |
1.2667 |
|
0.500 |
1.2653 |
|
0.382 |
1.2638 |
|
LOW |
1.2590 |
|
0.618 |
1.2513 |
|
1.000 |
1.2465 |
|
1.618 |
1.2388 |
|
2.618 |
1.2263 |
|
4.250 |
1.2059 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2653 |
1.2681 |
| PP |
1.2650 |
1.2669 |
| S1 |
1.2647 |
1.2656 |
|