CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2643 |
1.2624 |
-0.0019 |
-0.2% |
1.2690 |
| High |
1.2649 |
1.2625 |
-0.0024 |
-0.2% |
1.2781 |
| Low |
1.2550 |
1.2497 |
-0.0053 |
-0.4% |
1.2497 |
| Close |
1.2624 |
1.2537 |
-0.0087 |
-0.7% |
1.2537 |
| Range |
0.0099 |
0.0128 |
0.0029 |
29.3% |
0.0284 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.2% |
0.0000 |
| Volume |
579 |
2,077 |
1,498 |
258.7% |
4,720 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2937 |
1.2865 |
1.2607 |
|
| R3 |
1.2809 |
1.2737 |
1.2572 |
|
| R2 |
1.2681 |
1.2681 |
1.2560 |
|
| R1 |
1.2609 |
1.2609 |
1.2549 |
1.2581 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2539 |
| S1 |
1.2481 |
1.2481 |
1.2525 |
1.2453 |
| S2 |
1.2425 |
1.2425 |
1.2514 |
|
| S3 |
1.2297 |
1.2353 |
1.2502 |
|
| S4 |
1.2169 |
1.2225 |
1.2467 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3281 |
1.2693 |
|
| R3 |
1.3173 |
1.2997 |
1.2615 |
|
| R2 |
1.2889 |
1.2889 |
1.2589 |
|
| R1 |
1.2713 |
1.2713 |
1.2563 |
1.2659 |
| PP |
1.2605 |
1.2605 |
1.2605 |
1.2578 |
| S1 |
1.2429 |
1.2429 |
1.2511 |
1.2375 |
| S2 |
1.2321 |
1.2321 |
1.2485 |
|
| S3 |
1.2037 |
1.2145 |
1.2459 |
|
| S4 |
1.1753 |
1.1861 |
1.2381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2781 |
1.2497 |
0.0284 |
2.3% |
0.0100 |
0.8% |
14% |
False |
True |
944 |
| 10 |
1.2851 |
1.2497 |
0.0354 |
2.8% |
0.0091 |
0.7% |
11% |
False |
True |
884 |
| 20 |
1.2896 |
1.2497 |
0.0399 |
3.2% |
0.0111 |
0.9% |
10% |
False |
True |
975 |
| 40 |
1.3010 |
1.2497 |
0.0513 |
4.1% |
0.0094 |
0.8% |
8% |
False |
True |
719 |
| 60 |
1.3436 |
1.2497 |
0.0939 |
7.5% |
0.0077 |
0.6% |
4% |
False |
True |
523 |
| 80 |
1.3637 |
1.2497 |
0.1140 |
9.1% |
0.0062 |
0.5% |
4% |
False |
True |
404 |
| 100 |
1.3710 |
1.2497 |
0.1213 |
9.7% |
0.0054 |
0.4% |
3% |
False |
True |
328 |
| 120 |
1.3735 |
1.2497 |
0.1238 |
9.9% |
0.0049 |
0.4% |
3% |
False |
True |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3169 |
|
2.618 |
1.2960 |
|
1.618 |
1.2832 |
|
1.000 |
1.2753 |
|
0.618 |
1.2704 |
|
HIGH |
1.2625 |
|
0.618 |
1.2576 |
|
0.500 |
1.2561 |
|
0.382 |
1.2546 |
|
LOW |
1.2497 |
|
0.618 |
1.2418 |
|
1.000 |
1.2369 |
|
1.618 |
1.2290 |
|
2.618 |
1.2162 |
|
4.250 |
1.1953 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2561 |
1.2639 |
| PP |
1.2553 |
1.2605 |
| S1 |
1.2545 |
1.2571 |
|