CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3184 |
1.3130 |
-0.0054 |
-0.4% |
1.3208 |
| High |
1.3198 |
1.3147 |
-0.0051 |
-0.4% |
1.3243 |
| Low |
1.3134 |
1.3111 |
-0.0023 |
-0.2% |
1.3134 |
| Close |
1.3135 |
1.3127 |
-0.0008 |
-0.1% |
1.3135 |
| Range |
0.0064 |
0.0036 |
-0.0028 |
-43.8% |
0.0109 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
200,142 |
220,081 |
19,939 |
10.0% |
840,789 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3236 |
1.3218 |
1.3147 |
|
| R3 |
1.3200 |
1.3182 |
1.3137 |
|
| R2 |
1.3164 |
1.3164 |
1.3134 |
|
| R1 |
1.3146 |
1.3146 |
1.3130 |
1.3137 |
| PP |
1.3128 |
1.3128 |
1.3128 |
1.3124 |
| S1 |
1.3110 |
1.3110 |
1.3124 |
1.3101 |
| S2 |
1.3092 |
1.3092 |
1.3120 |
|
| S3 |
1.3056 |
1.3074 |
1.3117 |
|
| S4 |
1.3020 |
1.3038 |
1.3107 |
|
|
| 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 |
1.3222 |
1.3111 |
0.0111 |
0.8% |
0.0054 |
0.4% |
14% |
False |
True |
189,164 |
| 10 |
1.3365 |
1.3111 |
0.0254 |
1.9% |
0.0057 |
0.4% |
6% |
False |
True |
173,577 |
| 20 |
1.3435 |
1.3111 |
0.0324 |
2.5% |
0.0057 |
0.4% |
5% |
False |
True |
167,893 |
| 40 |
1.3654 |
1.3111 |
0.0543 |
4.1% |
0.0050 |
0.4% |
3% |
False |
True |
154,626 |
| 60 |
1.3705 |
1.3111 |
0.0594 |
4.5% |
0.0052 |
0.4% |
3% |
False |
True |
147,192 |
| 80 |
1.3840 |
1.3111 |
0.0729 |
5.6% |
0.0054 |
0.4% |
2% |
False |
True |
111,668 |
| 100 |
1.3986 |
1.3111 |
0.0875 |
6.7% |
0.0054 |
0.4% |
2% |
False |
True |
89,470 |
| 120 |
1.3986 |
1.3111 |
0.0875 |
6.7% |
0.0057 |
0.4% |
2% |
False |
True |
74,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3300 |
|
2.618 |
1.3241 |
|
1.618 |
1.3205 |
|
1.000 |
1.3183 |
|
0.618 |
1.3169 |
|
HIGH |
1.3147 |
|
0.618 |
1.3133 |
|
0.500 |
1.3129 |
|
0.382 |
1.3125 |
|
LOW |
1.3111 |
|
0.618 |
1.3089 |
|
1.000 |
1.3075 |
|
1.618 |
1.3053 |
|
2.618 |
1.3017 |
|
4.250 |
1.2958 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3129 |
1.3167 |
| PP |
1.3128 |
1.3153 |
| S1 |
1.3128 |
1.3140 |
|