CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2859 |
1.2925 |
0.0066 |
0.5% |
1.2977 |
| High |
1.2939 |
1.2937 |
-0.0002 |
0.0% |
1.3006 |
| Low |
1.2843 |
1.2835 |
-0.0008 |
-0.1% |
1.2835 |
| Close |
1.2924 |
1.2844 |
-0.0080 |
-0.6% |
1.2844 |
| Range |
0.0096 |
0.0102 |
0.0006 |
6.3% |
0.0171 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0000 |
| Volume |
228,765 |
218,578 |
-10,187 |
-4.5% |
1,116,167 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3178 |
1.3113 |
1.2900 |
|
| R3 |
1.3076 |
1.3011 |
1.2872 |
|
| R2 |
1.2974 |
1.2974 |
1.2863 |
|
| R1 |
1.2909 |
1.2909 |
1.2853 |
1.2891 |
| PP |
1.2872 |
1.2872 |
1.2872 |
1.2863 |
| S1 |
1.2807 |
1.2807 |
1.2835 |
1.2789 |
| S2 |
1.2770 |
1.2770 |
1.2825 |
|
| S3 |
1.2668 |
1.2705 |
1.2816 |
|
| S4 |
1.2566 |
1.2603 |
1.2788 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3408 |
1.3297 |
1.2938 |
|
| R3 |
1.3237 |
1.3126 |
1.2891 |
|
| R2 |
1.3066 |
1.3066 |
1.2875 |
|
| R1 |
1.2955 |
1.2955 |
1.2860 |
1.2925 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2880 |
| S1 |
1.2784 |
1.2784 |
1.2828 |
1.2754 |
| S2 |
1.2724 |
1.2724 |
1.2813 |
|
| S3 |
1.2553 |
1.2613 |
1.2797 |
|
| S4 |
1.2382 |
1.2442 |
1.2750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2835 |
0.0171 |
1.3% |
0.0093 |
0.7% |
5% |
False |
True |
223,233 |
| 10 |
1.3006 |
1.2835 |
0.0171 |
1.3% |
0.0085 |
0.7% |
5% |
False |
True |
196,708 |
| 20 |
1.3304 |
1.2835 |
0.0469 |
3.7% |
0.0077 |
0.6% |
2% |
False |
True |
103,848 |
| 40 |
1.3477 |
1.2835 |
0.0642 |
5.0% |
0.0063 |
0.5% |
1% |
False |
True |
52,836 |
| 60 |
1.3709 |
1.2835 |
0.0874 |
6.8% |
0.0056 |
0.4% |
1% |
False |
True |
35,422 |
| 80 |
1.3709 |
1.2835 |
0.0874 |
6.8% |
0.0055 |
0.4% |
1% |
False |
True |
26,638 |
| 100 |
1.3980 |
1.2835 |
0.1145 |
8.9% |
0.0053 |
0.4% |
1% |
False |
True |
21,373 |
| 120 |
1.3980 |
1.2835 |
0.1145 |
8.9% |
0.0049 |
0.4% |
1% |
False |
True |
17,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3371 |
|
2.618 |
1.3204 |
|
1.618 |
1.3102 |
|
1.000 |
1.3039 |
|
0.618 |
1.3000 |
|
HIGH |
1.2937 |
|
0.618 |
1.2898 |
|
0.500 |
1.2886 |
|
0.382 |
1.2874 |
|
LOW |
1.2835 |
|
0.618 |
1.2772 |
|
1.000 |
1.2733 |
|
1.618 |
1.2670 |
|
2.618 |
1.2568 |
|
4.250 |
1.2402 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2886 |
1.2914 |
| PP |
1.2872 |
1.2891 |
| S1 |
1.2858 |
1.2867 |
|