CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3130 |
1.3134 |
0.0004 |
0.0% |
1.3208 |
| High |
1.3147 |
1.3161 |
0.0014 |
0.1% |
1.3243 |
| Low |
1.3111 |
1.3123 |
0.0012 |
0.1% |
1.3134 |
| Close |
1.3127 |
1.3146 |
0.0019 |
0.1% |
1.3135 |
| Range |
0.0036 |
0.0038 |
0.0002 |
5.6% |
0.0109 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
220,081 |
191,738 |
-28,343 |
-12.9% |
840,789 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3257 |
1.3240 |
1.3167 |
|
| R3 |
1.3219 |
1.3202 |
1.3156 |
|
| R2 |
1.3181 |
1.3181 |
1.3153 |
|
| R1 |
1.3164 |
1.3164 |
1.3149 |
1.3173 |
| PP |
1.3143 |
1.3143 |
1.3143 |
1.3148 |
| S1 |
1.3126 |
1.3126 |
1.3143 |
1.3135 |
| S2 |
1.3105 |
1.3105 |
1.3139 |
|
| S3 |
1.3067 |
1.3088 |
1.3136 |
|
| S4 |
1.3029 |
1.3050 |
1.3125 |
|
|
| 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% |
0.0052 |
0.4% |
32% |
False |
False |
195,008 |
| 10 |
1.3326 |
1.3111 |
0.0215 |
1.6% |
0.0056 |
0.4% |
16% |
False |
False |
176,785 |
| 20 |
1.3435 |
1.3111 |
0.0324 |
2.5% |
0.0056 |
0.4% |
11% |
False |
False |
168,227 |
| 40 |
1.3654 |
1.3111 |
0.0543 |
4.1% |
0.0050 |
0.4% |
6% |
False |
False |
156,911 |
| 60 |
1.3705 |
1.3111 |
0.0594 |
4.5% |
0.0051 |
0.4% |
6% |
False |
False |
149,503 |
| 80 |
1.3771 |
1.3111 |
0.0660 |
5.0% |
0.0053 |
0.4% |
5% |
False |
False |
114,045 |
| 100 |
1.3986 |
1.3111 |
0.0875 |
6.7% |
0.0053 |
0.4% |
4% |
False |
False |
91,380 |
| 120 |
1.3986 |
1.3111 |
0.0875 |
6.7% |
0.0056 |
0.4% |
4% |
False |
False |
76,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3323 |
|
2.618 |
1.3260 |
|
1.618 |
1.3222 |
|
1.000 |
1.3199 |
|
0.618 |
1.3184 |
|
HIGH |
1.3161 |
|
0.618 |
1.3146 |
|
0.500 |
1.3142 |
|
0.382 |
1.3138 |
|
LOW |
1.3123 |
|
0.618 |
1.3100 |
|
1.000 |
1.3085 |
|
1.618 |
1.3062 |
|
2.618 |
1.3024 |
|
4.250 |
1.2962 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3145 |
1.3155 |
| PP |
1.3143 |
1.3152 |
| S1 |
1.3142 |
1.3149 |
|