CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2664 |
1.2679 |
0.0015 |
0.1% |
1.2693 |
| High |
1.2695 |
1.2760 |
0.0065 |
0.5% |
1.2730 |
| Low |
1.2601 |
1.2637 |
0.0036 |
0.3% |
1.2516 |
| Close |
1.2678 |
1.2747 |
0.0069 |
0.5% |
1.2524 |
| Range |
0.0094 |
0.0123 |
0.0029 |
30.9% |
0.0214 |
| ATR |
0.0085 |
0.0087 |
0.0003 |
3.2% |
0.0000 |
| Volume |
947 |
1,188 |
241 |
25.4% |
3,470 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3084 |
1.3038 |
1.2815 |
|
| R3 |
1.2961 |
1.2915 |
1.2781 |
|
| R2 |
1.2838 |
1.2838 |
1.2770 |
|
| R1 |
1.2792 |
1.2792 |
1.2758 |
1.2815 |
| PP |
1.2715 |
1.2715 |
1.2715 |
1.2726 |
| S1 |
1.2669 |
1.2669 |
1.2736 |
1.2692 |
| S2 |
1.2592 |
1.2592 |
1.2724 |
|
| S3 |
1.2469 |
1.2546 |
1.2713 |
|
| S4 |
1.2346 |
1.2423 |
1.2679 |
|
|
| 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 |
1.2760 |
1.2516 |
0.0244 |
1.9% |
0.0126 |
1.0% |
95% |
True |
False |
973 |
| 10 |
1.2792 |
1.2516 |
0.0276 |
2.2% |
0.0101 |
0.8% |
84% |
False |
False |
754 |
| 20 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0086 |
0.7% |
47% |
False |
False |
576 |
| 40 |
1.3420 |
1.2516 |
0.0904 |
7.1% |
0.0068 |
0.5% |
26% |
False |
False |
365 |
| 60 |
1.3549 |
1.2516 |
0.1033 |
8.1% |
0.0052 |
0.4% |
22% |
False |
False |
263 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0044 |
0.3% |
19% |
False |
False |
203 |
| 100 |
1.3735 |
1.2516 |
0.1219 |
9.6% |
0.0040 |
0.3% |
19% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3283 |
|
2.618 |
1.3082 |
|
1.618 |
1.2959 |
|
1.000 |
1.2883 |
|
0.618 |
1.2836 |
|
HIGH |
1.2760 |
|
0.618 |
1.2713 |
|
0.500 |
1.2699 |
|
0.382 |
1.2684 |
|
LOW |
1.2637 |
|
0.618 |
1.2561 |
|
1.000 |
1.2514 |
|
1.618 |
1.2438 |
|
2.618 |
1.2315 |
|
4.250 |
1.2114 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2731 |
1.2712 |
| PP |
1.2715 |
1.2677 |
| S1 |
1.2699 |
1.2643 |
|