CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3390 |
1.3430 |
0.0040 |
0.3% |
1.3434 |
| High |
1.3447 |
1.3433 |
-0.0014 |
-0.1% |
1.3447 |
| Low |
1.3380 |
1.3411 |
0.0031 |
0.2% |
1.3369 |
| Close |
1.3430 |
1.3421 |
-0.0009 |
-0.1% |
1.3430 |
| Range |
0.0067 |
0.0022 |
-0.0045 |
-67.2% |
0.0078 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
217,944 |
102,537 |
-115,407 |
-53.0% |
795,076 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3488 |
1.3476 |
1.3433 |
|
| R3 |
1.3466 |
1.3454 |
1.3427 |
|
| R2 |
1.3444 |
1.3444 |
1.3425 |
|
| R1 |
1.3432 |
1.3432 |
1.3423 |
1.3427 |
| PP |
1.3422 |
1.3422 |
1.3422 |
1.3419 |
| S1 |
1.3410 |
1.3410 |
1.3419 |
1.3405 |
| S2 |
1.3400 |
1.3400 |
1.3417 |
|
| S3 |
1.3378 |
1.3388 |
1.3415 |
|
| S4 |
1.3356 |
1.3366 |
1.3409 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3649 |
1.3618 |
1.3473 |
|
| R3 |
1.3571 |
1.3540 |
1.3451 |
|
| R2 |
1.3493 |
1.3493 |
1.3444 |
|
| R1 |
1.3462 |
1.3462 |
1.3437 |
1.3439 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3404 |
| S1 |
1.3384 |
1.3384 |
1.3423 |
1.3361 |
| S2 |
1.3337 |
1.3337 |
1.3416 |
|
| S3 |
1.3259 |
1.3306 |
1.3409 |
|
| S4 |
1.3181 |
1.3228 |
1.3387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3447 |
1.3369 |
0.0078 |
0.6% |
0.0042 |
0.3% |
67% |
False |
False |
163,580 |
| 10 |
1.3532 |
1.3369 |
0.0163 |
1.2% |
0.0042 |
0.3% |
32% |
False |
False |
150,387 |
| 20 |
1.3654 |
1.3369 |
0.0285 |
2.1% |
0.0043 |
0.3% |
18% |
False |
False |
141,359 |
| 40 |
1.3705 |
1.3369 |
0.0336 |
2.5% |
0.0050 |
0.4% |
15% |
False |
False |
136,841 |
| 60 |
1.3840 |
1.3369 |
0.0471 |
3.5% |
0.0053 |
0.4% |
11% |
False |
False |
92,926 |
| 80 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0053 |
0.4% |
8% |
False |
False |
69,864 |
| 100 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0057 |
0.4% |
8% |
False |
False |
55,959 |
| 120 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0054 |
0.4% |
8% |
False |
False |
46,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3527 |
|
2.618 |
1.3491 |
|
1.618 |
1.3469 |
|
1.000 |
1.3455 |
|
0.618 |
1.3447 |
|
HIGH |
1.3433 |
|
0.618 |
1.3425 |
|
0.500 |
1.3422 |
|
0.382 |
1.3419 |
|
LOW |
1.3411 |
|
0.618 |
1.3397 |
|
1.000 |
1.3389 |
|
1.618 |
1.3375 |
|
2.618 |
1.3353 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3422 |
1.3417 |
| PP |
1.3422 |
1.3414 |
| S1 |
1.3421 |
1.3410 |
|