CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3197 |
-0.0013 |
-0.1% |
1.3402 |
| High |
1.3218 |
1.3222 |
0.0004 |
0.0% |
1.3406 |
| Low |
1.3193 |
1.3173 |
-0.0020 |
-0.2% |
1.3230 |
| Close |
1.3201 |
1.3181 |
-0.0020 |
-0.2% |
1.3249 |
| Range |
0.0025 |
0.0049 |
0.0024 |
96.0% |
0.0176 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,860 |
5,065 |
3,205 |
172.3% |
11,672 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3309 |
1.3208 |
|
| R3 |
1.3290 |
1.3260 |
1.3194 |
|
| R2 |
1.3241 |
1.3241 |
1.3190 |
|
| R1 |
1.3211 |
1.3211 |
1.3185 |
1.3202 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3187 |
| S1 |
1.3162 |
1.3162 |
1.3177 |
1.3153 |
| S2 |
1.3143 |
1.3143 |
1.3172 |
|
| S3 |
1.3094 |
1.3113 |
1.3168 |
|
| S4 |
1.3045 |
1.3064 |
1.3154 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3823 |
1.3712 |
1.3346 |
|
| R3 |
1.3647 |
1.3536 |
1.3297 |
|
| R2 |
1.3471 |
1.3471 |
1.3281 |
|
| R1 |
1.3360 |
1.3360 |
1.3265 |
1.3328 |
| PP |
1.3295 |
1.3295 |
1.3295 |
1.3279 |
| S1 |
1.3184 |
1.3184 |
1.3233 |
1.3152 |
| S2 |
1.3119 |
1.3119 |
1.3217 |
|
| S3 |
1.2943 |
1.3008 |
1.3201 |
|
| S4 |
1.2767 |
1.2832 |
1.3152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3330 |
1.3173 |
0.0157 |
1.2% |
0.0052 |
0.4% |
5% |
False |
True |
2,692 |
| 10 |
1.3420 |
1.3173 |
0.0247 |
1.9% |
0.0053 |
0.4% |
3% |
False |
True |
2,295 |
| 20 |
1.3451 |
1.3173 |
0.0278 |
2.1% |
0.0051 |
0.4% |
3% |
False |
True |
2,006 |
| 40 |
1.3709 |
1.3173 |
0.0536 |
4.1% |
0.0045 |
0.3% |
1% |
False |
True |
1,418 |
| 60 |
1.3709 |
1.3173 |
0.0536 |
4.1% |
0.0049 |
0.4% |
1% |
False |
True |
1,050 |
| 80 |
1.3980 |
1.3173 |
0.0807 |
6.1% |
0.0047 |
0.4% |
1% |
False |
True |
870 |
| 100 |
1.3980 |
1.3173 |
0.0807 |
6.1% |
0.0044 |
0.3% |
1% |
False |
True |
699 |
| 120 |
1.3980 |
1.3173 |
0.0807 |
6.1% |
0.0042 |
0.3% |
1% |
False |
True |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3430 |
|
2.618 |
1.3350 |
|
1.618 |
1.3301 |
|
1.000 |
1.3271 |
|
0.618 |
1.3252 |
|
HIGH |
1.3222 |
|
0.618 |
1.3203 |
|
0.500 |
1.3198 |
|
0.382 |
1.3192 |
|
LOW |
1.3173 |
|
0.618 |
1.3143 |
|
1.000 |
1.3124 |
|
1.618 |
1.3094 |
|
2.618 |
1.3045 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3198 |
1.3239 |
| PP |
1.3192 |
1.3219 |
| S1 |
1.3187 |
1.3200 |
|