CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3374 |
1.3385 |
0.0011 |
0.1% |
1.3434 |
| High |
1.3390 |
1.3396 |
0.0006 |
0.0% |
1.3447 |
| Low |
1.3335 |
1.3339 |
0.0004 |
0.0% |
1.3369 |
| Close |
1.3379 |
1.3360 |
-0.0019 |
-0.1% |
1.3430 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0078 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.5% |
0.0000 |
| Volume |
199,444 |
201,751 |
2,307 |
1.2% |
795,076 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3536 |
1.3505 |
1.3391 |
|
| R3 |
1.3479 |
1.3448 |
1.3376 |
|
| R2 |
1.3422 |
1.3422 |
1.3370 |
|
| R1 |
1.3391 |
1.3391 |
1.3365 |
1.3378 |
| PP |
1.3365 |
1.3365 |
1.3365 |
1.3359 |
| S1 |
1.3334 |
1.3334 |
1.3355 |
1.3321 |
| S2 |
1.3308 |
1.3308 |
1.3350 |
|
| S3 |
1.3251 |
1.3277 |
1.3344 |
|
| S4 |
1.3194 |
1.3220 |
1.3329 |
|
|
| 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% |
0.0054 |
0.4% |
22% |
False |
False |
181,348 |
| 10 |
1.3477 |
1.3335 |
0.0142 |
1.1% |
0.0046 |
0.3% |
18% |
False |
False |
162,678 |
| 20 |
1.3644 |
1.3335 |
0.0309 |
2.3% |
0.0045 |
0.3% |
8% |
False |
False |
150,653 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0049 |
0.4% |
7% |
False |
False |
144,209 |
| 60 |
1.3734 |
1.3335 |
0.0399 |
3.0% |
0.0052 |
0.4% |
6% |
False |
False |
102,566 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0053 |
0.4% |
4% |
False |
False |
77,177 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0056 |
0.4% |
4% |
False |
False |
61,816 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0055 |
0.4% |
4% |
False |
False |
51,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3638 |
|
2.618 |
1.3545 |
|
1.618 |
1.3488 |
|
1.000 |
1.3453 |
|
0.618 |
1.3431 |
|
HIGH |
1.3396 |
|
0.618 |
1.3374 |
|
0.500 |
1.3368 |
|
0.382 |
1.3361 |
|
LOW |
1.3339 |
|
0.618 |
1.3304 |
|
1.000 |
1.3282 |
|
1.618 |
1.3247 |
|
2.618 |
1.3190 |
|
4.250 |
1.3097 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3368 |
1.3381 |
| PP |
1.3365 |
1.3374 |
| S1 |
1.3363 |
1.3367 |
|