CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3430 |
1.3424 |
-0.0006 |
0.0% |
1.3434 |
| High |
1.3433 |
1.3427 |
-0.0006 |
0.0% |
1.3447 |
| Low |
1.3411 |
1.3360 |
-0.0051 |
-0.4% |
1.3369 |
| Close |
1.3421 |
1.3374 |
-0.0047 |
-0.4% |
1.3430 |
| Range |
0.0022 |
0.0067 |
0.0045 |
204.5% |
0.0078 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
3.5% |
0.0000 |
| Volume |
102,537 |
185,064 |
82,527 |
80.5% |
795,076 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3548 |
1.3411 |
|
| R3 |
1.3521 |
1.3481 |
1.3392 |
|
| R2 |
1.3454 |
1.3454 |
1.3386 |
|
| R1 |
1.3414 |
1.3414 |
1.3380 |
1.3401 |
| PP |
1.3387 |
1.3387 |
1.3387 |
1.3380 |
| S1 |
1.3347 |
1.3347 |
1.3368 |
1.3334 |
| S2 |
1.3320 |
1.3320 |
1.3362 |
|
| S3 |
1.3253 |
1.3280 |
1.3356 |
|
| S4 |
1.3186 |
1.3213 |
1.3337 |
|
|
| 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 |
1.3360 |
0.0087 |
0.7% |
0.0047 |
0.3% |
16% |
False |
True |
173,945 |
| 10 |
1.3486 |
1.3360 |
0.0126 |
0.9% |
0.0042 |
0.3% |
11% |
False |
True |
149,739 |
| 20 |
1.3654 |
1.3360 |
0.0294 |
2.2% |
0.0045 |
0.3% |
5% |
False |
True |
145,594 |
| 40 |
1.3705 |
1.3360 |
0.0345 |
2.6% |
0.0049 |
0.4% |
4% |
False |
True |
140,142 |
| 60 |
1.3771 |
1.3360 |
0.0411 |
3.1% |
0.0052 |
0.4% |
3% |
False |
True |
95,984 |
| 80 |
1.3986 |
1.3360 |
0.0626 |
4.7% |
0.0053 |
0.4% |
2% |
False |
True |
72,168 |
| 100 |
1.3986 |
1.3360 |
0.0626 |
4.7% |
0.0056 |
0.4% |
2% |
False |
True |
57,808 |
| 120 |
1.3986 |
1.3360 |
0.0626 |
4.7% |
0.0054 |
0.4% |
2% |
False |
True |
48,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3712 |
|
2.618 |
1.3602 |
|
1.618 |
1.3535 |
|
1.000 |
1.3494 |
|
0.618 |
1.3468 |
|
HIGH |
1.3427 |
|
0.618 |
1.3401 |
|
0.500 |
1.3394 |
|
0.382 |
1.3386 |
|
LOW |
1.3360 |
|
0.618 |
1.3319 |
|
1.000 |
1.3293 |
|
1.618 |
1.3252 |
|
2.618 |
1.3185 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3394 |
1.3404 |
| PP |
1.3387 |
1.3394 |
| S1 |
1.3381 |
1.3384 |
|