CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2725 |
1.2656 |
-0.0069 |
-0.5% |
1.2647 |
| High |
1.2750 |
1.2684 |
-0.0066 |
-0.5% |
1.2896 |
| Low |
1.2651 |
1.2629 |
-0.0022 |
-0.2% |
1.2638 |
| Close |
1.2656 |
1.2661 |
0.0005 |
0.0% |
1.2787 |
| Range |
0.0099 |
0.0055 |
-0.0044 |
-44.4% |
0.0258 |
| ATR |
0.0105 |
0.0102 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
798 |
1,075 |
277 |
34.7% |
5,338 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2823 |
1.2797 |
1.2691 |
|
| R3 |
1.2768 |
1.2742 |
1.2676 |
|
| R2 |
1.2713 |
1.2713 |
1.2671 |
|
| R1 |
1.2687 |
1.2687 |
1.2666 |
1.2700 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2665 |
| S1 |
1.2632 |
1.2632 |
1.2656 |
1.2645 |
| S2 |
1.2603 |
1.2603 |
1.2651 |
|
| S3 |
1.2548 |
1.2577 |
1.2646 |
|
| S4 |
1.2493 |
1.2522 |
1.2631 |
|
|
| 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 |
1.2851 |
1.2629 |
0.0222 |
1.8% |
0.0088 |
0.7% |
14% |
False |
True |
939 |
| 10 |
1.2896 |
1.2623 |
0.0273 |
2.2% |
0.0116 |
0.9% |
14% |
False |
False |
1,043 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0111 |
0.9% |
38% |
False |
False |
919 |
| 40 |
1.3201 |
1.2516 |
0.0685 |
5.4% |
0.0090 |
0.7% |
21% |
False |
False |
610 |
| 60 |
1.3446 |
1.2516 |
0.0930 |
7.3% |
0.0071 |
0.6% |
16% |
False |
False |
447 |
| 80 |
1.3696 |
1.2516 |
0.1180 |
9.3% |
0.0058 |
0.5% |
12% |
False |
False |
343 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0051 |
0.4% |
12% |
False |
False |
276 |
| 120 |
1.3989 |
1.2516 |
0.1473 |
11.6% |
0.0047 |
0.4% |
10% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2918 |
|
2.618 |
1.2828 |
|
1.618 |
1.2773 |
|
1.000 |
1.2739 |
|
0.618 |
1.2718 |
|
HIGH |
1.2684 |
|
0.618 |
1.2663 |
|
0.500 |
1.2657 |
|
0.382 |
1.2650 |
|
LOW |
1.2629 |
|
0.618 |
1.2595 |
|
1.000 |
1.2574 |
|
1.618 |
1.2540 |
|
2.618 |
1.2485 |
|
4.250 |
1.2395 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2660 |
1.2740 |
| PP |
1.2658 |
1.2714 |
| S1 |
1.2657 |
1.2687 |
|