CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2831 |
1.2813 |
-0.0018 |
-0.1% |
1.2647 |
| High |
1.2858 |
1.2850 |
-0.0008 |
-0.1% |
1.2896 |
| Low |
1.2727 |
1.2764 |
0.0037 |
0.3% |
1.2638 |
| Close |
1.2814 |
1.2787 |
-0.0027 |
-0.2% |
1.2787 |
| Range |
0.0131 |
0.0086 |
-0.0045 |
-34.4% |
0.0258 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
2,288 |
1,008 |
-1,280 |
-55.9% |
5,338 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.3009 |
1.2834 |
|
| R3 |
1.2972 |
1.2923 |
1.2811 |
|
| R2 |
1.2886 |
1.2886 |
1.2803 |
|
| R1 |
1.2837 |
1.2837 |
1.2795 |
1.2819 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2791 |
| S1 |
1.2751 |
1.2751 |
1.2779 |
1.2733 |
| S2 |
1.2714 |
1.2714 |
1.2771 |
|
| S3 |
1.2628 |
1.2665 |
1.2763 |
|
| S4 |
1.2542 |
1.2579 |
1.2740 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3425 |
1.2929 |
|
| R3 |
1.3290 |
1.3167 |
1.2858 |
|
| R2 |
1.3032 |
1.3032 |
1.2834 |
|
| R1 |
1.2909 |
1.2909 |
1.2811 |
1.2971 |
| PP |
1.2774 |
1.2774 |
1.2774 |
1.2804 |
| S1 |
1.2651 |
1.2651 |
1.2763 |
1.2713 |
| S2 |
1.2516 |
1.2516 |
1.2740 |
|
| S3 |
1.2258 |
1.2393 |
1.2716 |
|
| S4 |
1.2000 |
1.2135 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2896 |
1.2638 |
0.0258 |
2.0% |
0.0139 |
1.1% |
58% |
False |
False |
1,067 |
| 10 |
1.2896 |
1.2525 |
0.0371 |
2.9% |
0.0131 |
1.0% |
71% |
False |
False |
1,066 |
| 20 |
1.2916 |
1.2516 |
0.0400 |
3.1% |
0.0106 |
0.8% |
68% |
False |
False |
805 |
| 40 |
1.3276 |
1.2516 |
0.0760 |
5.9% |
0.0085 |
0.7% |
36% |
False |
False |
521 |
| 60 |
1.3458 |
1.2516 |
0.0942 |
7.4% |
0.0066 |
0.5% |
29% |
False |
False |
387 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.3% |
0.0054 |
0.4% |
23% |
False |
False |
297 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.3% |
0.0048 |
0.4% |
23% |
False |
False |
240 |
| 120 |
1.3989 |
1.2516 |
0.1473 |
11.5% |
0.0045 |
0.4% |
18% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3216 |
|
2.618 |
1.3075 |
|
1.618 |
1.2989 |
|
1.000 |
1.2936 |
|
0.618 |
1.2903 |
|
HIGH |
1.2850 |
|
0.618 |
1.2817 |
|
0.500 |
1.2807 |
|
0.382 |
1.2797 |
|
LOW |
1.2764 |
|
0.618 |
1.2711 |
|
1.000 |
1.2678 |
|
1.618 |
1.2625 |
|
2.618 |
1.2539 |
|
4.250 |
1.2399 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2807 |
1.2780 |
| PP |
1.2800 |
1.2774 |
| S1 |
1.2794 |
1.2767 |
|