CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3134 |
1.3149 |
0.0015 |
0.1% |
1.3208 |
| High |
1.3161 |
1.3154 |
-0.0007 |
-0.1% |
1.3243 |
| Low |
1.3123 |
1.2921 |
-0.0202 |
-1.5% |
1.3134 |
| Close |
1.3146 |
1.2938 |
-0.0208 |
-1.6% |
1.3135 |
| Range |
0.0038 |
0.0233 |
0.0195 |
513.2% |
0.0109 |
| ATR |
0.0053 |
0.0066 |
0.0013 |
24.4% |
0.0000 |
| Volume |
191,738 |
443,017 |
251,279 |
131.1% |
840,789 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3554 |
1.3066 |
|
| R3 |
1.3470 |
1.3321 |
1.3002 |
|
| R2 |
1.3237 |
1.3237 |
1.2981 |
|
| R1 |
1.3088 |
1.3088 |
1.2959 |
1.3046 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2984 |
| S1 |
1.2855 |
1.2855 |
1.2917 |
1.2813 |
| S2 |
1.2771 |
1.2771 |
1.2895 |
|
| S3 |
1.2538 |
1.2622 |
1.2874 |
|
| S4 |
1.2305 |
1.2389 |
1.2810 |
|
|
| 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 |
1.2921 |
0.0301 |
2.3% |
0.0087 |
0.7% |
6% |
False |
True |
245,564 |
| 10 |
1.3298 |
1.2921 |
0.0377 |
2.9% |
0.0072 |
0.6% |
5% |
False |
True |
203,478 |
| 20 |
1.3435 |
1.2921 |
0.0514 |
4.0% |
0.0065 |
0.5% |
3% |
False |
True |
180,406 |
| 40 |
1.3654 |
1.2921 |
0.0733 |
5.7% |
0.0055 |
0.4% |
2% |
False |
True |
164,116 |
| 60 |
1.3705 |
1.2921 |
0.0784 |
6.1% |
0.0054 |
0.4% |
2% |
False |
True |
155,232 |
| 80 |
1.3767 |
1.2921 |
0.0846 |
6.5% |
0.0056 |
0.4% |
2% |
False |
True |
119,510 |
| 100 |
1.3986 |
1.2921 |
0.1065 |
8.2% |
0.0055 |
0.4% |
2% |
False |
True |
95,808 |
| 120 |
1.3986 |
1.2921 |
0.1065 |
8.2% |
0.0057 |
0.4% |
2% |
False |
True |
79,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4144 |
|
2.618 |
1.3764 |
|
1.618 |
1.3531 |
|
1.000 |
1.3387 |
|
0.618 |
1.3298 |
|
HIGH |
1.3154 |
|
0.618 |
1.3065 |
|
0.500 |
1.3038 |
|
0.382 |
1.3010 |
|
LOW |
1.2921 |
|
0.618 |
1.2777 |
|
1.000 |
1.2688 |
|
1.618 |
1.2544 |
|
2.618 |
1.2311 |
|
4.250 |
1.1931 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3038 |
1.3041 |
| PP |
1.3004 |
1.3007 |
| S1 |
1.2971 |
1.2972 |
|