CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3424 |
1.3374 |
-0.0050 |
-0.4% |
1.3434 |
| High |
1.3427 |
1.3390 |
-0.0037 |
-0.3% |
1.3447 |
| Low |
1.3360 |
1.3335 |
-0.0025 |
-0.2% |
1.3369 |
| Close |
1.3374 |
1.3379 |
0.0005 |
0.0% |
1.3430 |
| Range |
0.0067 |
0.0055 |
-0.0012 |
-17.9% |
0.0078 |
| ATR |
0.0047 |
0.0047 |
0.0001 |
1.3% |
0.0000 |
| Volume |
185,064 |
199,444 |
14,380 |
7.8% |
795,076 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3533 |
1.3511 |
1.3409 |
|
| R3 |
1.3478 |
1.3456 |
1.3394 |
|
| R2 |
1.3423 |
1.3423 |
1.3389 |
|
| R1 |
1.3401 |
1.3401 |
1.3384 |
1.3412 |
| PP |
1.3368 |
1.3368 |
1.3368 |
1.3374 |
| S1 |
1.3346 |
1.3346 |
1.3374 |
1.3357 |
| S2 |
1.3313 |
1.3313 |
1.3369 |
|
| S3 |
1.3258 |
1.3291 |
1.3364 |
|
| S4 |
1.3203 |
1.3236 |
1.3349 |
|
|
| 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 |
1.3335 |
0.0112 |
0.8% |
0.0048 |
0.4% |
39% |
False |
True |
174,414 |
| 10 |
1.3486 |
1.3335 |
0.0151 |
1.1% |
0.0045 |
0.3% |
29% |
False |
True |
157,153 |
| 20 |
1.3654 |
1.3335 |
0.0319 |
2.4% |
0.0045 |
0.3% |
14% |
False |
True |
147,827 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0049 |
0.4% |
12% |
False |
True |
142,645 |
| 60 |
1.3767 |
1.3335 |
0.0432 |
3.2% |
0.0053 |
0.4% |
10% |
False |
True |
99,212 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0053 |
0.4% |
7% |
False |
True |
74,658 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0056 |
0.4% |
7% |
False |
True |
59,800 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0055 |
0.4% |
7% |
False |
True |
49,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3624 |
|
2.618 |
1.3534 |
|
1.618 |
1.3479 |
|
1.000 |
1.3445 |
|
0.618 |
1.3424 |
|
HIGH |
1.3390 |
|
0.618 |
1.3369 |
|
0.500 |
1.3363 |
|
0.382 |
1.3356 |
|
LOW |
1.3335 |
|
0.618 |
1.3301 |
|
1.000 |
1.3280 |
|
1.618 |
1.3246 |
|
2.618 |
1.3191 |
|
4.250 |
1.3101 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3374 |
1.3384 |
| PP |
1.3368 |
1.3382 |
| S1 |
1.3363 |
1.3381 |
|