CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3387 |
1.3370 |
-0.0017 |
-0.1% |
1.3430 |
| High |
1.3388 |
1.3417 |
0.0029 |
0.2% |
1.3435 |
| Low |
1.3338 |
1.3344 |
0.0006 |
0.0% |
1.3335 |
| Close |
1.3369 |
1.3370 |
0.0001 |
0.0% |
1.3413 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0100 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.4% |
0.0000 |
| Volume |
125,719 |
196,545 |
70,826 |
56.3% |
895,504 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3556 |
1.3410 |
|
| R3 |
1.3523 |
1.3483 |
1.3390 |
|
| R2 |
1.3450 |
1.3450 |
1.3383 |
|
| R1 |
1.3410 |
1.3410 |
1.3377 |
1.3407 |
| PP |
1.3377 |
1.3377 |
1.3377 |
1.3375 |
| S1 |
1.3337 |
1.3337 |
1.3363 |
1.3334 |
| S2 |
1.3304 |
1.3304 |
1.3357 |
|
| S3 |
1.3231 |
1.3264 |
1.3350 |
|
| S4 |
1.3158 |
1.3191 |
1.3330 |
|
|
| 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 |
1.3338 |
0.0097 |
0.7% |
0.0060 |
0.4% |
33% |
False |
False |
164,294 |
| 10 |
1.3447 |
1.3335 |
0.0112 |
0.8% |
0.0054 |
0.4% |
31% |
False |
False |
169,354 |
| 20 |
1.3552 |
1.3335 |
0.0217 |
1.6% |
0.0047 |
0.4% |
16% |
False |
False |
154,309 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0049 |
0.4% |
9% |
False |
False |
146,285 |
| 60 |
1.3721 |
1.3335 |
0.0386 |
2.9% |
0.0053 |
0.4% |
9% |
False |
False |
112,790 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
5% |
False |
False |
84,899 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0055 |
0.4% |
5% |
False |
False |
68,007 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0056 |
0.4% |
5% |
False |
False |
56,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3727 |
|
2.618 |
1.3608 |
|
1.618 |
1.3535 |
|
1.000 |
1.3490 |
|
0.618 |
1.3462 |
|
HIGH |
1.3417 |
|
0.618 |
1.3389 |
|
0.500 |
1.3381 |
|
0.382 |
1.3372 |
|
LOW |
1.3344 |
|
0.618 |
1.3299 |
|
1.000 |
1.3271 |
|
1.618 |
1.3226 |
|
2.618 |
1.3153 |
|
4.250 |
1.3034 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3381 |
1.3378 |
| PP |
1.3377 |
1.3375 |
| S1 |
1.3374 |
1.3373 |
|