CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2758 |
1.2805 |
0.0047 |
0.4% |
1.2647 |
| High |
1.2828 |
1.2851 |
0.0023 |
0.2% |
1.2896 |
| Low |
1.2749 |
1.2730 |
-0.0019 |
-0.1% |
1.2638 |
| Close |
1.2822 |
1.2738 |
-0.0084 |
-0.7% |
1.2787 |
| Range |
0.0079 |
0.0121 |
0.0042 |
53.2% |
0.0258 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.1% |
0.0000 |
| Volume |
442 |
1,376 |
934 |
211.3% |
5,338 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3136 |
1.3058 |
1.2805 |
|
| R3 |
1.3015 |
1.2937 |
1.2771 |
|
| R2 |
1.2894 |
1.2894 |
1.2760 |
|
| R1 |
1.2816 |
1.2816 |
1.2749 |
1.2795 |
| PP |
1.2773 |
1.2773 |
1.2773 |
1.2762 |
| S1 |
1.2695 |
1.2695 |
1.2727 |
1.2674 |
| S2 |
1.2652 |
1.2652 |
1.2716 |
|
| S3 |
1.2531 |
1.2574 |
1.2705 |
|
| S4 |
1.2410 |
1.2453 |
1.2671 |
|
|
| 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% |
0.0135 |
1.1% |
39% |
False |
False |
1,155 |
| 10 |
1.2896 |
1.2623 |
0.0273 |
2.1% |
0.0125 |
1.0% |
42% |
False |
False |
1,066 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0111 |
0.9% |
58% |
False |
False |
866 |
| 40 |
1.3225 |
1.2516 |
0.0709 |
5.6% |
0.0088 |
0.7% |
31% |
False |
False |
564 |
| 60 |
1.3446 |
1.2516 |
0.0930 |
7.3% |
0.0069 |
0.5% |
24% |
False |
False |
416 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0056 |
0.4% |
19% |
False |
False |
320 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0049 |
0.4% |
19% |
False |
False |
258 |
| 120 |
1.3989 |
1.2516 |
0.1473 |
11.6% |
0.0046 |
0.4% |
15% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3365 |
|
2.618 |
1.3168 |
|
1.618 |
1.3047 |
|
1.000 |
1.2972 |
|
0.618 |
1.2926 |
|
HIGH |
1.2851 |
|
0.618 |
1.2805 |
|
0.500 |
1.2791 |
|
0.382 |
1.2776 |
|
LOW |
1.2730 |
|
0.618 |
1.2655 |
|
1.000 |
1.2609 |
|
1.618 |
1.2534 |
|
2.618 |
1.2413 |
|
4.250 |
1.2216 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2791 |
1.2791 |
| PP |
1.2773 |
1.2773 |
| S1 |
1.2756 |
1.2756 |
|