CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2528 |
1.2664 |
0.0136 |
1.1% |
1.2693 |
| High |
1.2689 |
1.2695 |
0.0006 |
0.0% |
1.2730 |
| Low |
1.2525 |
1.2601 |
0.0076 |
0.6% |
1.2516 |
| Close |
1.2642 |
1.2678 |
0.0036 |
0.3% |
1.2524 |
| Range |
0.0164 |
0.0094 |
-0.0070 |
-42.7% |
0.0214 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
872 |
947 |
75 |
8.6% |
3,470 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2903 |
1.2730 |
|
| R3 |
1.2846 |
1.2809 |
1.2704 |
|
| R2 |
1.2752 |
1.2752 |
1.2695 |
|
| R1 |
1.2715 |
1.2715 |
1.2687 |
1.2734 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2667 |
| S1 |
1.2621 |
1.2621 |
1.2669 |
1.2640 |
| S2 |
1.2564 |
1.2564 |
1.2661 |
|
| S3 |
1.2470 |
1.2527 |
1.2652 |
|
| S4 |
1.2376 |
1.2433 |
1.2626 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3232 |
1.3092 |
1.2642 |
|
| R3 |
1.3018 |
1.2878 |
1.2583 |
|
| R2 |
1.2804 |
1.2804 |
1.2563 |
|
| R1 |
1.2664 |
1.2664 |
1.2544 |
1.2627 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2572 |
| S1 |
1.2450 |
1.2450 |
1.2504 |
1.2413 |
| S2 |
1.2376 |
1.2376 |
1.2485 |
|
| S3 |
1.2162 |
1.2236 |
1.2465 |
|
| S4 |
1.1948 |
1.2022 |
1.2406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2712 |
1.2516 |
0.0196 |
1.5% |
0.0112 |
0.9% |
83% |
False |
False |
843 |
| 10 |
1.2878 |
1.2516 |
0.0362 |
2.9% |
0.0098 |
0.8% |
45% |
False |
False |
665 |
| 20 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0083 |
0.7% |
33% |
False |
False |
525 |
| 40 |
1.3420 |
1.2516 |
0.0904 |
7.1% |
0.0065 |
0.5% |
18% |
False |
False |
336 |
| 60 |
1.3606 |
1.2516 |
0.1090 |
8.6% |
0.0050 |
0.4% |
15% |
False |
False |
244 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0042 |
0.3% |
14% |
False |
False |
188 |
| 100 |
1.3735 |
1.2516 |
0.1219 |
9.6% |
0.0038 |
0.3% |
13% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3095 |
|
2.618 |
1.2941 |
|
1.618 |
1.2847 |
|
1.000 |
1.2789 |
|
0.618 |
1.2753 |
|
HIGH |
1.2695 |
|
0.618 |
1.2659 |
|
0.500 |
1.2648 |
|
0.382 |
1.2637 |
|
LOW |
1.2601 |
|
0.618 |
1.2543 |
|
1.000 |
1.2507 |
|
1.618 |
1.2449 |
|
2.618 |
1.2355 |
|
4.250 |
1.2202 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2668 |
1.2654 |
| PP |
1.2658 |
1.2630 |
| S1 |
1.2648 |
1.2606 |
|