CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2658 |
1.2831 |
0.0173 |
1.4% |
1.2528 |
| High |
1.2896 |
1.2858 |
-0.0038 |
-0.3% |
1.2801 |
| Low |
1.2638 |
1.2727 |
0.0089 |
0.7% |
1.2525 |
| Close |
1.2789 |
1.2814 |
0.0025 |
0.2% |
1.2627 |
| Range |
0.0258 |
0.0131 |
-0.0127 |
-49.2% |
0.0276 |
| ATR |
0.0107 |
0.0108 |
0.0002 |
1.6% |
0.0000 |
| Volume |
662 |
2,288 |
1,626 |
245.6% |
5,325 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3193 |
1.3134 |
1.2886 |
|
| R3 |
1.3062 |
1.3003 |
1.2850 |
|
| R2 |
1.2931 |
1.2931 |
1.2838 |
|
| R1 |
1.2872 |
1.2872 |
1.2826 |
1.2836 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2782 |
| S1 |
1.2741 |
1.2741 |
1.2802 |
1.2705 |
| S2 |
1.2669 |
1.2669 |
1.2790 |
|
| S3 |
1.2538 |
1.2610 |
1.2778 |
|
| S4 |
1.2407 |
1.2479 |
1.2742 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3329 |
1.2779 |
|
| R3 |
1.3203 |
1.3053 |
1.2703 |
|
| R2 |
1.2927 |
1.2927 |
1.2678 |
|
| R1 |
1.2777 |
1.2777 |
1.2652 |
1.2852 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2689 |
| S1 |
1.2501 |
1.2501 |
1.2602 |
1.2576 |
| S2 |
1.2375 |
1.2375 |
1.2576 |
|
| S3 |
1.2099 |
1.2225 |
1.2551 |
|
| S4 |
1.1823 |
1.1949 |
1.2475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2896 |
1.2623 |
0.0273 |
2.1% |
0.0143 |
1.1% |
70% |
False |
False |
1,147 |
| 10 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0139 |
1.1% |
78% |
False |
False |
1,075 |
| 20 |
1.2940 |
1.2516 |
0.0424 |
3.3% |
0.0106 |
0.8% |
70% |
False |
False |
765 |
| 40 |
1.3298 |
1.2516 |
0.0782 |
6.1% |
0.0084 |
0.7% |
38% |
False |
False |
497 |
| 60 |
1.3478 |
1.2516 |
0.0962 |
7.5% |
0.0065 |
0.5% |
31% |
False |
False |
370 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.3% |
0.0053 |
0.4% |
25% |
False |
False |
284 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.3% |
0.0047 |
0.4% |
25% |
False |
False |
229 |
| 120 |
1.3989 |
1.2516 |
0.1473 |
11.5% |
0.0045 |
0.3% |
20% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3415 |
|
2.618 |
1.3201 |
|
1.618 |
1.3070 |
|
1.000 |
1.2989 |
|
0.618 |
1.2939 |
|
HIGH |
1.2858 |
|
0.618 |
1.2808 |
|
0.500 |
1.2793 |
|
0.382 |
1.2777 |
|
LOW |
1.2727 |
|
0.618 |
1.2646 |
|
1.000 |
1.2596 |
|
1.618 |
1.2515 |
|
2.618 |
1.2384 |
|
4.250 |
1.2170 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2807 |
1.2798 |
| PP |
1.2800 |
1.2783 |
| S1 |
1.2793 |
1.2767 |
|