CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3370 |
1.3365 |
-0.0005 |
0.0% |
1.3430 |
| High |
1.3417 |
1.3410 |
-0.0007 |
-0.1% |
1.3435 |
| Low |
1.3344 |
1.3350 |
0.0006 |
0.0% |
1.3335 |
| Close |
1.3370 |
1.3368 |
-0.0002 |
0.0% |
1.3413 |
| Range |
0.0073 |
0.0060 |
-0.0013 |
-17.8% |
0.0100 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
| Volume |
196,545 |
149,068 |
-47,477 |
-24.2% |
895,504 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3522 |
1.3401 |
|
| R3 |
1.3496 |
1.3462 |
1.3385 |
|
| R2 |
1.3436 |
1.3436 |
1.3379 |
|
| R1 |
1.3402 |
1.3402 |
1.3374 |
1.3419 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3385 |
| S1 |
1.3342 |
1.3342 |
1.3363 |
1.3359 |
| S2 |
1.3316 |
1.3316 |
1.3357 |
|
| S3 |
1.3256 |
1.3282 |
1.3352 |
|
| S4 |
1.3196 |
1.3222 |
1.3335 |
|
|
| 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 |
0.5% |
31% |
False |
False |
153,757 |
| 10 |
1.3447 |
1.3335 |
0.0112 |
0.8% |
0.0057 |
0.4% |
29% |
False |
False |
167,552 |
| 20 |
1.3552 |
1.3335 |
0.0217 |
1.6% |
0.0049 |
0.4% |
15% |
False |
False |
155,843 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0049 |
0.4% |
9% |
False |
False |
145,807 |
| 60 |
1.3721 |
1.3335 |
0.0386 |
2.9% |
0.0053 |
0.4% |
9% |
False |
False |
115,263 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
5% |
False |
False |
86,761 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0055 |
0.4% |
5% |
False |
False |
69,496 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0057 |
0.4% |
5% |
False |
False |
57,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3665 |
|
2.618 |
1.3567 |
|
1.618 |
1.3507 |
|
1.000 |
1.3470 |
|
0.618 |
1.3447 |
|
HIGH |
1.3410 |
|
0.618 |
1.3387 |
|
0.500 |
1.3380 |
|
0.382 |
1.3373 |
|
LOW |
1.3350 |
|
0.618 |
1.3313 |
|
1.000 |
1.3290 |
|
1.618 |
1.3253 |
|
2.618 |
1.3193 |
|
4.250 |
1.3095 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3380 |
1.3378 |
| PP |
1.3376 |
1.3374 |
| S1 |
1.3372 |
1.3371 |
|