CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.3171 |
-0.0021 |
-0.2% |
1.3394 |
| High |
1.3215 |
1.3212 |
-0.0003 |
0.0% |
1.3400 |
| Low |
1.3166 |
1.3153 |
-0.0013 |
-0.1% |
1.3222 |
| Close |
1.3174 |
1.3197 |
0.0023 |
0.2% |
1.3243 |
| Range |
0.0049 |
0.0059 |
0.0010 |
20.4% |
0.0178 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.7% |
0.0000 |
| Volume |
162,519 |
190,234 |
27,715 |
17.1% |
779,768 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3364 |
1.3340 |
1.3229 |
|
| R3 |
1.3305 |
1.3281 |
1.3213 |
|
| R2 |
1.3246 |
1.3246 |
1.3208 |
|
| R1 |
1.3222 |
1.3222 |
1.3202 |
1.3234 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3194 |
| S1 |
1.3163 |
1.3163 |
1.3192 |
1.3175 |
| S2 |
1.3128 |
1.3128 |
1.3186 |
|
| S3 |
1.3069 |
1.3104 |
1.3181 |
|
| S4 |
1.3010 |
1.3045 |
1.3165 |
|
|
| 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 |
1.3298 |
1.3153 |
0.0145 |
1.1% |
0.0058 |
0.4% |
30% |
False |
True |
161,391 |
| 10 |
1.3410 |
1.3153 |
0.0257 |
1.9% |
0.0056 |
0.4% |
17% |
False |
True |
155,882 |
| 20 |
1.3447 |
1.3153 |
0.0294 |
2.2% |
0.0055 |
0.4% |
15% |
False |
True |
162,618 |
| 40 |
1.3687 |
1.3153 |
0.0534 |
4.0% |
0.0050 |
0.4% |
8% |
False |
True |
149,653 |
| 60 |
1.3705 |
1.3153 |
0.0552 |
4.2% |
0.0054 |
0.4% |
8% |
False |
True |
138,045 |
| 80 |
1.3986 |
1.3153 |
0.0833 |
6.3% |
0.0055 |
0.4% |
5% |
False |
True |
104,301 |
| 100 |
1.3986 |
1.3153 |
0.0833 |
6.3% |
0.0054 |
0.4% |
5% |
False |
True |
83,557 |
| 120 |
1.3986 |
1.3153 |
0.0833 |
6.3% |
0.0056 |
0.4% |
5% |
False |
True |
69,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3366 |
|
1.618 |
1.3307 |
|
1.000 |
1.3271 |
|
0.618 |
1.3248 |
|
HIGH |
1.3212 |
|
0.618 |
1.3189 |
|
0.500 |
1.3183 |
|
0.382 |
1.3176 |
|
LOW |
1.3153 |
|
0.618 |
1.3117 |
|
1.000 |
1.3094 |
|
1.618 |
1.3058 |
|
2.618 |
1.2999 |
|
4.250 |
1.2902 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3192 |
1.3198 |
| PP |
1.3187 |
1.3198 |
| S1 |
1.3183 |
1.3197 |
|