CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3385 |
1.3363 |
-0.0022 |
-0.2% |
1.3430 |
| High |
1.3396 |
1.3435 |
0.0039 |
0.3% |
1.3435 |
| Low |
1.3339 |
1.3345 |
0.0006 |
0.0% |
1.3335 |
| Close |
1.3360 |
1.3413 |
0.0053 |
0.4% |
1.3413 |
| Range |
0.0057 |
0.0090 |
0.0033 |
57.9% |
0.0100 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0000 |
| Volume |
201,751 |
206,708 |
4,957 |
2.5% |
895,504 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3668 |
1.3630 |
1.3463 |
|
| R3 |
1.3578 |
1.3540 |
1.3438 |
|
| R2 |
1.3488 |
1.3488 |
1.3430 |
|
| R1 |
1.3450 |
1.3450 |
1.3421 |
1.3469 |
| PP |
1.3398 |
1.3398 |
1.3398 |
1.3407 |
| S1 |
1.3360 |
1.3360 |
1.3405 |
1.3379 |
| S2 |
1.3308 |
1.3308 |
1.3397 |
|
| S3 |
1.3218 |
1.3270 |
1.3388 |
|
| S4 |
1.3128 |
1.3180 |
1.3364 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3654 |
1.3468 |
|
| R3 |
1.3594 |
1.3554 |
1.3441 |
|
| R2 |
1.3494 |
1.3494 |
1.3431 |
|
| R1 |
1.3454 |
1.3454 |
1.3422 |
1.3424 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3380 |
| S1 |
1.3354 |
1.3354 |
1.3404 |
1.3324 |
| S2 |
1.3294 |
1.3294 |
1.3395 |
|
| S3 |
1.3194 |
1.3254 |
1.3386 |
|
| S4 |
1.3094 |
1.3154 |
1.3358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3435 |
1.3335 |
0.0100 |
0.7% |
0.0058 |
0.4% |
78% |
True |
False |
179,100 |
| 10 |
1.3447 |
1.3335 |
0.0112 |
0.8% |
0.0050 |
0.4% |
70% |
False |
False |
169,058 |
| 20 |
1.3644 |
1.3335 |
0.0309 |
2.3% |
0.0048 |
0.4% |
25% |
False |
False |
156,161 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0050 |
0.4% |
21% |
False |
False |
145,954 |
| 60 |
1.3734 |
1.3335 |
0.0399 |
3.0% |
0.0053 |
0.4% |
20% |
False |
False |
105,982 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
12% |
False |
False |
79,751 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0056 |
0.4% |
12% |
False |
False |
63,881 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0055 |
0.4% |
12% |
False |
False |
53,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3818 |
|
2.618 |
1.3671 |
|
1.618 |
1.3581 |
|
1.000 |
1.3525 |
|
0.618 |
1.3491 |
|
HIGH |
1.3435 |
|
0.618 |
1.3401 |
|
0.500 |
1.3390 |
|
0.382 |
1.3379 |
|
LOW |
1.3345 |
|
0.618 |
1.3289 |
|
1.000 |
1.3255 |
|
1.618 |
1.3199 |
|
2.618 |
1.3109 |
|
4.250 |
1.2963 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3404 |
| PP |
1.3398 |
1.3394 |
| S1 |
1.3390 |
1.3385 |
|