CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2640 |
-0.0002 |
0.0% |
1.2853 |
| High |
1.2655 |
1.2712 |
0.0057 |
0.5% |
1.2916 |
| Low |
1.2601 |
1.2630 |
0.0029 |
0.2% |
1.2694 |
| Close |
1.2623 |
1.2690 |
0.0067 |
0.5% |
1.2698 |
| Range |
0.0054 |
0.0082 |
0.0028 |
51.9% |
0.0222 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
2.1% |
0.0000 |
| Volume |
539 |
757 |
218 |
40.4% |
1,975 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2923 |
1.2889 |
1.2735 |
|
| R3 |
1.2841 |
1.2807 |
1.2713 |
|
| R2 |
1.2759 |
1.2759 |
1.2705 |
|
| R1 |
1.2725 |
1.2725 |
1.2698 |
1.2742 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2686 |
| S1 |
1.2643 |
1.2643 |
1.2682 |
1.2660 |
| S2 |
1.2595 |
1.2595 |
1.2675 |
|
| S3 |
1.2513 |
1.2561 |
1.2667 |
|
| S4 |
1.2431 |
1.2479 |
1.2645 |
|
|
| 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 |
1.2772 |
1.2590 |
0.0182 |
1.4% |
0.0078 |
0.6% |
55% |
False |
False |
586 |
| 10 |
1.2940 |
1.2590 |
0.0350 |
2.8% |
0.0074 |
0.6% |
29% |
False |
False |
454 |
| 20 |
1.3010 |
1.2590 |
0.0420 |
3.3% |
0.0073 |
0.6% |
24% |
False |
False |
433 |
| 40 |
1.3436 |
1.2590 |
0.0846 |
6.7% |
0.0057 |
0.5% |
12% |
False |
False |
270 |
| 60 |
1.3664 |
1.2590 |
0.1074 |
8.5% |
0.0044 |
0.3% |
9% |
False |
False |
196 |
| 80 |
1.3710 |
1.2590 |
0.1120 |
8.8% |
0.0038 |
0.3% |
9% |
False |
False |
152 |
| 100 |
1.3753 |
1.2590 |
0.1163 |
9.2% |
0.0035 |
0.3% |
9% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3061 |
|
2.618 |
1.2927 |
|
1.618 |
1.2845 |
|
1.000 |
1.2794 |
|
0.618 |
1.2763 |
|
HIGH |
1.2712 |
|
0.618 |
1.2681 |
|
0.500 |
1.2671 |
|
0.382 |
1.2661 |
|
LOW |
1.2630 |
|
0.618 |
1.2579 |
|
1.000 |
1.2548 |
|
1.618 |
1.2497 |
|
2.618 |
1.2415 |
|
4.250 |
1.2282 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2684 |
1.2678 |
| PP |
1.2677 |
1.2665 |
| S1 |
1.2671 |
1.2653 |
|