CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2953 |
1.2900 |
-0.0053 |
-0.4% |
1.3130 |
| High |
1.2960 |
1.2959 |
-0.0001 |
0.0% |
1.3161 |
| Low |
1.2882 |
1.2860 |
-0.0022 |
-0.2% |
1.2921 |
| Close |
1.2908 |
1.2919 |
0.0011 |
0.1% |
1.2959 |
| Range |
0.0078 |
0.0099 |
0.0021 |
26.9% |
0.0240 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.4% |
0.0000 |
| Volume |
249,022 |
334,354 |
85,332 |
34.3% |
1,118,587 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3210 |
1.3163 |
1.2973 |
|
| R3 |
1.3111 |
1.3064 |
1.2946 |
|
| R2 |
1.3012 |
1.3012 |
1.2937 |
|
| R1 |
1.2965 |
1.2965 |
1.2928 |
1.2989 |
| PP |
1.2913 |
1.2913 |
1.2913 |
1.2924 |
| S1 |
1.2866 |
1.2866 |
1.2910 |
1.2890 |
| S2 |
1.2814 |
1.2814 |
1.2901 |
|
| S3 |
1.2715 |
1.2767 |
1.2892 |
|
| S4 |
1.2616 |
1.2668 |
1.2865 |
|
|
| 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 |
1.3161 |
1.2860 |
0.0301 |
2.3% |
0.0104 |
0.8% |
20% |
False |
True |
296,376 |
| 10 |
1.3222 |
1.2860 |
0.0362 |
2.8% |
0.0079 |
0.6% |
16% |
False |
True |
242,770 |
| 20 |
1.3417 |
1.2860 |
0.0557 |
4.3% |
0.0068 |
0.5% |
11% |
False |
True |
197,802 |
| 40 |
1.3631 |
1.2860 |
0.0771 |
6.0% |
0.0058 |
0.4% |
8% |
False |
True |
176,583 |
| 60 |
1.3705 |
1.2860 |
0.0845 |
6.5% |
0.0056 |
0.4% |
7% |
False |
True |
162,155 |
| 80 |
1.3734 |
1.2860 |
0.0874 |
6.8% |
0.0056 |
0.4% |
7% |
False |
True |
130,058 |
| 100 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0056 |
0.4% |
5% |
False |
True |
104,264 |
| 120 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
5% |
False |
True |
86,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3380 |
|
2.618 |
1.3218 |
|
1.618 |
1.3119 |
|
1.000 |
1.3058 |
|
0.618 |
1.3020 |
|
HIGH |
1.2959 |
|
0.618 |
1.2921 |
|
0.500 |
1.2910 |
|
0.382 |
1.2898 |
|
LOW |
1.2860 |
|
0.618 |
1.2799 |
|
1.000 |
1.2761 |
|
1.618 |
1.2700 |
|
2.618 |
1.2601 |
|
4.250 |
1.2439 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2916 |
1.2926 |
| PP |
1.2913 |
1.2924 |
| S1 |
1.2910 |
1.2921 |
|