CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2701 |
1.2642 |
-0.0059 |
-0.5% |
1.2853 |
| High |
1.2715 |
1.2655 |
-0.0060 |
-0.5% |
1.2916 |
| Low |
1.2590 |
1.2601 |
0.0011 |
0.1% |
1.2694 |
| Close |
1.2644 |
1.2623 |
-0.0021 |
-0.2% |
1.2698 |
| Range |
0.0125 |
0.0054 |
-0.0071 |
-56.8% |
0.0222 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
606 |
539 |
-67 |
-11.1% |
1,975 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2788 |
1.2760 |
1.2653 |
|
| R3 |
1.2734 |
1.2706 |
1.2638 |
|
| R2 |
1.2680 |
1.2680 |
1.2633 |
|
| R1 |
1.2652 |
1.2652 |
1.2628 |
1.2639 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2620 |
| S1 |
1.2598 |
1.2598 |
1.2618 |
1.2585 |
| S2 |
1.2572 |
1.2572 |
1.2613 |
|
| S3 |
1.2518 |
1.2544 |
1.2608 |
|
| S4 |
1.2464 |
1.2490 |
1.2593 |
|
|
| 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 |
1.2792 |
1.2590 |
0.0202 |
1.6% |
0.0076 |
0.6% |
16% |
False |
False |
535 |
| 10 |
1.2942 |
1.2590 |
0.0352 |
2.8% |
0.0075 |
0.6% |
9% |
False |
False |
500 |
| 20 |
1.3170 |
1.2590 |
0.0580 |
4.6% |
0.0080 |
0.6% |
6% |
False |
False |
399 |
| 40 |
1.3436 |
1.2590 |
0.0846 |
6.7% |
0.0056 |
0.4% |
4% |
False |
False |
256 |
| 60 |
1.3664 |
1.2590 |
0.1074 |
8.5% |
0.0043 |
0.3% |
3% |
False |
False |
184 |
| 80 |
1.3710 |
1.2590 |
0.1120 |
8.9% |
0.0037 |
0.3% |
3% |
False |
False |
143 |
| 100 |
1.3758 |
1.2590 |
0.1168 |
9.3% |
0.0035 |
0.3% |
3% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2885 |
|
2.618 |
1.2796 |
|
1.618 |
1.2742 |
|
1.000 |
1.2709 |
|
0.618 |
1.2688 |
|
HIGH |
1.2655 |
|
0.618 |
1.2634 |
|
0.500 |
1.2628 |
|
0.382 |
1.2622 |
|
LOW |
1.2601 |
|
0.618 |
1.2568 |
|
1.000 |
1.2547 |
|
1.618 |
1.2514 |
|
2.618 |
1.2460 |
|
4.250 |
1.2372 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2660 |
| PP |
1.2626 |
1.2648 |
| S1 |
1.2625 |
1.2635 |
|