CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3149 |
1.2941 |
-0.0208 |
-1.6% |
1.3130 |
| High |
1.3154 |
1.2992 |
-0.0162 |
-1.2% |
1.3161 |
| Low |
1.2921 |
1.2922 |
0.0001 |
0.0% |
1.2921 |
| Close |
1.2938 |
1.2959 |
0.0021 |
0.2% |
1.2959 |
| Range |
0.0233 |
0.0070 |
-0.0163 |
-70.0% |
0.0240 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
443,017 |
263,751 |
-179,266 |
-40.5% |
1,118,587 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.3133 |
1.2998 |
|
| R3 |
1.3098 |
1.3063 |
1.2978 |
|
| R2 |
1.3028 |
1.3028 |
1.2972 |
|
| R1 |
1.2993 |
1.2993 |
1.2965 |
1.3011 |
| PP |
1.2958 |
1.2958 |
1.2958 |
1.2966 |
| S1 |
1.2923 |
1.2923 |
1.2953 |
1.2941 |
| S2 |
1.2888 |
1.2888 |
1.2946 |
|
| S3 |
1.2818 |
1.2853 |
1.2940 |
|
| S4 |
1.2748 |
1.2783 |
1.2921 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3586 |
1.3091 |
|
| R3 |
1.3494 |
1.3346 |
1.3025 |
|
| R2 |
1.3254 |
1.3254 |
1.3003 |
|
| R1 |
1.3106 |
1.3106 |
1.2981 |
1.3060 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.2991 |
| S1 |
1.2866 |
1.2866 |
1.2937 |
1.2820 |
| S2 |
1.2774 |
1.2774 |
1.2915 |
|
| S3 |
1.2534 |
1.2626 |
1.2893 |
|
| S4 |
1.2294 |
1.2386 |
1.2827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3198 |
1.2921 |
0.0277 |
2.1% |
0.0088 |
0.7% |
14% |
False |
False |
263,745 |
| 10 |
1.3298 |
1.2921 |
0.0377 |
2.9% |
0.0075 |
0.6% |
10% |
False |
False |
216,660 |
| 20 |
1.3435 |
1.2921 |
0.0514 |
4.0% |
0.0065 |
0.5% |
7% |
False |
False |
183,506 |
| 40 |
1.3644 |
1.2921 |
0.0723 |
5.6% |
0.0055 |
0.4% |
5% |
False |
False |
167,079 |
| 60 |
1.3705 |
1.2921 |
0.0784 |
6.0% |
0.0055 |
0.4% |
5% |
False |
False |
157,308 |
| 80 |
1.3734 |
1.2921 |
0.0813 |
6.3% |
0.0055 |
0.4% |
5% |
False |
False |
122,801 |
| 100 |
1.3986 |
1.2921 |
0.1065 |
8.2% |
0.0056 |
0.4% |
4% |
False |
False |
98,443 |
| 120 |
1.3986 |
1.2921 |
0.1065 |
8.2% |
0.0057 |
0.4% |
4% |
False |
False |
82,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3290 |
|
2.618 |
1.3175 |
|
1.618 |
1.3105 |
|
1.000 |
1.3062 |
|
0.618 |
1.3035 |
|
HIGH |
1.2992 |
|
0.618 |
1.2965 |
|
0.500 |
1.2957 |
|
0.382 |
1.2949 |
|
LOW |
1.2922 |
|
0.618 |
1.2879 |
|
1.000 |
1.2852 |
|
1.618 |
1.2809 |
|
2.618 |
1.2739 |
|
4.250 |
1.2625 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2958 |
1.3041 |
| PP |
1.2958 |
1.3014 |
| S1 |
1.2957 |
1.2986 |
|