CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3282 |
1.3208 |
-0.0074 |
-0.6% |
1.3394 |
| High |
1.3298 |
1.3243 |
-0.0055 |
-0.4% |
1.3400 |
| Low |
1.3222 |
1.3185 |
-0.0037 |
-0.3% |
1.3222 |
| Close |
1.3243 |
1.3194 |
-0.0049 |
-0.4% |
1.3243 |
| Range |
0.0076 |
0.0058 |
-0.0018 |
-23.7% |
0.0178 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
| Volume |
207,225 |
115,049 |
-92,176 |
-44.5% |
779,768 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3381 |
1.3346 |
1.3226 |
|
| R3 |
1.3323 |
1.3288 |
1.3210 |
|
| R2 |
1.3265 |
1.3265 |
1.3205 |
|
| R1 |
1.3230 |
1.3230 |
1.3199 |
1.3219 |
| PP |
1.3207 |
1.3207 |
1.3207 |
1.3202 |
| S1 |
1.3172 |
1.3172 |
1.3189 |
1.3161 |
| S2 |
1.3149 |
1.3149 |
1.3183 |
|
| S3 |
1.3091 |
1.3114 |
1.3178 |
|
| S4 |
1.3033 |
1.3056 |
1.3162 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3822 |
1.3711 |
1.3341 |
|
| R3 |
1.3644 |
1.3533 |
1.3292 |
|
| R2 |
1.3466 |
1.3466 |
1.3276 |
|
| R1 |
1.3355 |
1.3355 |
1.3259 |
1.3322 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3272 |
| S1 |
1.3177 |
1.3177 |
1.3227 |
1.3144 |
| S2 |
1.3110 |
1.3110 |
1.3210 |
|
| S3 |
1.2932 |
1.2999 |
1.3194 |
|
| S4 |
1.2754 |
1.2821 |
1.3145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3365 |
1.3185 |
0.0180 |
1.4% |
0.0060 |
0.5% |
5% |
False |
True |
157,991 |
| 10 |
1.3417 |
1.3185 |
0.0232 |
1.8% |
0.0058 |
0.4% |
4% |
False |
True |
152,833 |
| 20 |
1.3447 |
1.3185 |
0.0262 |
2.0% |
0.0054 |
0.4% |
3% |
False |
True |
161,497 |
| 40 |
1.3705 |
1.3185 |
0.0520 |
3.9% |
0.0049 |
0.4% |
2% |
False |
True |
147,479 |
| 60 |
1.3705 |
1.3185 |
0.0520 |
3.9% |
0.0054 |
0.4% |
2% |
False |
True |
132,386 |
| 80 |
1.3986 |
1.3185 |
0.0801 |
6.1% |
0.0054 |
0.4% |
1% |
False |
True |
99,899 |
| 100 |
1.3986 |
1.3185 |
0.0801 |
6.1% |
0.0054 |
0.4% |
1% |
False |
True |
80,036 |
| 120 |
1.3986 |
1.3185 |
0.0801 |
6.1% |
0.0057 |
0.4% |
1% |
False |
True |
66,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3490 |
|
2.618 |
1.3395 |
|
1.618 |
1.3337 |
|
1.000 |
1.3301 |
|
0.618 |
1.3279 |
|
HIGH |
1.3243 |
|
0.618 |
1.3221 |
|
0.500 |
1.3214 |
|
0.382 |
1.3207 |
|
LOW |
1.3185 |
|
0.618 |
1.3149 |
|
1.000 |
1.3127 |
|
1.618 |
1.3091 |
|
2.618 |
1.3033 |
|
4.250 |
1.2939 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3214 |
1.3242 |
| PP |
1.3207 |
1.3226 |
| S1 |
1.3201 |
1.3210 |
|