CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2710 |
0.0020 |
0.2% |
1.2785 |
| High |
1.2728 |
1.2781 |
0.0053 |
0.4% |
1.2831 |
| Low |
1.2690 |
1.2710 |
0.0020 |
0.2% |
1.2644 |
| Close |
1.2728 |
1.2755 |
0.0027 |
0.2% |
1.2685 |
| Range |
0.0038 |
0.0071 |
0.0033 |
86.8% |
0.0187 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
3 |
8 |
5 |
166.7% |
67 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2929 |
1.2794 |
|
| R3 |
1.2891 |
1.2858 |
1.2775 |
|
| R2 |
1.2820 |
1.2820 |
1.2768 |
|
| R1 |
1.2787 |
1.2787 |
1.2762 |
1.2804 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2757 |
| S1 |
1.2716 |
1.2716 |
1.2748 |
1.2733 |
| S2 |
1.2678 |
1.2678 |
1.2742 |
|
| S3 |
1.2607 |
1.2645 |
1.2735 |
|
| S4 |
1.2536 |
1.2574 |
1.2716 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3281 |
1.3170 |
1.2788 |
|
| R3 |
1.3094 |
1.2983 |
1.2736 |
|
| R2 |
1.2907 |
1.2907 |
1.2719 |
|
| R1 |
1.2796 |
1.2796 |
1.2702 |
1.2758 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2701 |
| S1 |
1.2609 |
1.2609 |
1.2668 |
1.2571 |
| S2 |
1.2533 |
1.2533 |
1.2651 |
|
| S3 |
1.2346 |
1.2422 |
1.2634 |
|
| S4 |
1.2159 |
1.2235 |
1.2582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2781 |
1.2644 |
0.0137 |
1.1% |
0.0045 |
0.4% |
81% |
True |
False |
11 |
| 10 |
1.2865 |
1.2644 |
0.0221 |
1.7% |
0.0067 |
0.5% |
50% |
False |
False |
24 |
| 20 |
1.2865 |
1.2528 |
0.0337 |
2.6% |
0.0086 |
0.7% |
67% |
False |
False |
43 |
| 40 |
1.3189 |
1.2528 |
0.0661 |
5.2% |
0.0074 |
0.6% |
34% |
False |
False |
34 |
| 60 |
1.3434 |
1.2528 |
0.0906 |
7.1% |
0.0055 |
0.4% |
25% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3083 |
|
2.618 |
1.2967 |
|
1.618 |
1.2896 |
|
1.000 |
1.2852 |
|
0.618 |
1.2825 |
|
HIGH |
1.2781 |
|
0.618 |
1.2754 |
|
0.500 |
1.2746 |
|
0.382 |
1.2737 |
|
LOW |
1.2710 |
|
0.618 |
1.2666 |
|
1.000 |
1.2639 |
|
1.618 |
1.2595 |
|
2.618 |
1.2524 |
|
4.250 |
1.2408 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2752 |
1.2745 |
| PP |
1.2749 |
1.2736 |
| S1 |
1.2746 |
1.2726 |
|