CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3195 |
1.3184 |
-0.0011 |
-0.1% |
1.3208 |
| High |
1.3222 |
1.3198 |
-0.0024 |
-0.2% |
1.3243 |
| Low |
1.3160 |
1.3134 |
-0.0026 |
-0.2% |
1.3134 |
| Close |
1.3185 |
1.3135 |
-0.0050 |
-0.4% |
1.3135 |
| Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0109 |
| ATR |
0.0055 |
0.0055 |
0.0001 |
1.2% |
0.0000 |
| Volume |
172,845 |
200,142 |
27,297 |
15.8% |
840,789 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3348 |
1.3305 |
1.3170 |
|
| R3 |
1.3284 |
1.3241 |
1.3153 |
|
| R2 |
1.3220 |
1.3220 |
1.3147 |
|
| R1 |
1.3177 |
1.3177 |
1.3141 |
1.3167 |
| PP |
1.3156 |
1.3156 |
1.3156 |
1.3150 |
| S1 |
1.3113 |
1.3113 |
1.3129 |
1.3103 |
| S2 |
1.3092 |
1.3092 |
1.3123 |
|
| S3 |
1.3028 |
1.3049 |
1.3117 |
|
| S4 |
1.2964 |
1.2985 |
1.3100 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3425 |
1.3195 |
|
| R3 |
1.3389 |
1.3316 |
1.3165 |
|
| R2 |
1.3280 |
1.3280 |
1.3155 |
|
| R1 |
1.3207 |
1.3207 |
1.3145 |
1.3189 |
| PP |
1.3171 |
1.3171 |
1.3171 |
1.3162 |
| S1 |
1.3098 |
1.3098 |
1.3125 |
1.3080 |
| S2 |
1.3062 |
1.3062 |
1.3115 |
|
| S3 |
1.2953 |
1.2989 |
1.3105 |
|
| S4 |
1.2844 |
1.2880 |
1.3075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3243 |
1.3134 |
0.0109 |
0.8% |
0.0058 |
0.4% |
1% |
False |
True |
168,157 |
| 10 |
1.3400 |
1.3134 |
0.0266 |
2.0% |
0.0058 |
0.4% |
0% |
False |
True |
162,055 |
| 20 |
1.3435 |
1.3134 |
0.0301 |
2.3% |
0.0057 |
0.4% |
0% |
False |
True |
162,016 |
| 40 |
1.3654 |
1.3134 |
0.0520 |
4.0% |
0.0050 |
0.4% |
0% |
False |
True |
152,279 |
| 60 |
1.3705 |
1.3134 |
0.0571 |
4.3% |
0.0052 |
0.4% |
0% |
False |
True |
143,808 |
| 80 |
1.3986 |
1.3134 |
0.0852 |
6.5% |
0.0055 |
0.4% |
0% |
False |
True |
108,951 |
| 100 |
1.3986 |
1.3134 |
0.0852 |
6.5% |
0.0054 |
0.4% |
0% |
False |
True |
87,277 |
| 120 |
1.3986 |
1.3134 |
0.0852 |
6.5% |
0.0057 |
0.4% |
0% |
False |
True |
72,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3470 |
|
2.618 |
1.3366 |
|
1.618 |
1.3302 |
|
1.000 |
1.3262 |
|
0.618 |
1.3238 |
|
HIGH |
1.3198 |
|
0.618 |
1.3174 |
|
0.500 |
1.3166 |
|
0.382 |
1.3158 |
|
LOW |
1.3134 |
|
0.618 |
1.3094 |
|
1.000 |
1.3070 |
|
1.618 |
1.3030 |
|
2.618 |
1.2966 |
|
4.250 |
1.2862 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3178 |
| PP |
1.3156 |
1.3164 |
| S1 |
1.3145 |
1.3149 |
|