CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2900 |
1.2940 |
0.0040 |
0.3% |
1.3130 |
| High |
1.2959 |
1.2964 |
0.0005 |
0.0% |
1.3161 |
| Low |
1.2860 |
1.2884 |
0.0024 |
0.2% |
1.2921 |
| Close |
1.2919 |
1.2906 |
-0.0013 |
-0.1% |
1.2959 |
| Range |
0.0099 |
0.0080 |
-0.0019 |
-19.2% |
0.0240 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.1% |
0.0000 |
| Volume |
334,354 |
370,262 |
35,908 |
10.7% |
1,118,587 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3158 |
1.3112 |
1.2950 |
|
| R3 |
1.3078 |
1.3032 |
1.2928 |
|
| R2 |
1.2998 |
1.2998 |
1.2921 |
|
| R1 |
1.2952 |
1.2952 |
1.2913 |
1.2935 |
| PP |
1.2918 |
1.2918 |
1.2918 |
1.2910 |
| S1 |
1.2872 |
1.2872 |
1.2899 |
1.2855 |
| S2 |
1.2838 |
1.2838 |
1.2891 |
|
| S3 |
1.2758 |
1.2792 |
1.2884 |
|
| S4 |
1.2678 |
1.2712 |
1.2862 |
|
|
| 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 |
1.3154 |
1.2860 |
0.0294 |
2.3% |
0.0112 |
0.9% |
16% |
False |
False |
332,081 |
| 10 |
1.3222 |
1.2860 |
0.0362 |
2.8% |
0.0082 |
0.6% |
13% |
False |
False |
263,544 |
| 20 |
1.3417 |
1.2860 |
0.0557 |
4.3% |
0.0070 |
0.5% |
8% |
False |
False |
210,029 |
| 40 |
1.3574 |
1.2860 |
0.0714 |
5.5% |
0.0058 |
0.4% |
6% |
False |
False |
180,579 |
| 60 |
1.3705 |
1.2860 |
0.0845 |
6.5% |
0.0056 |
0.4% |
5% |
False |
False |
166,135 |
| 80 |
1.3734 |
1.2860 |
0.0874 |
6.8% |
0.0057 |
0.4% |
5% |
False |
False |
134,658 |
| 100 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
4% |
False |
False |
107,965 |
| 120 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
4% |
False |
False |
90,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3304 |
|
2.618 |
1.3173 |
|
1.618 |
1.3093 |
|
1.000 |
1.3044 |
|
0.618 |
1.3013 |
|
HIGH |
1.2964 |
|
0.618 |
1.2933 |
|
0.500 |
1.2924 |
|
0.382 |
1.2915 |
|
LOW |
1.2884 |
|
0.618 |
1.2835 |
|
1.000 |
1.2804 |
|
1.618 |
1.2755 |
|
2.618 |
1.2675 |
|
4.250 |
1.2544 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2924 |
1.2912 |
| PP |
1.2918 |
1.2910 |
| S1 |
1.2912 |
1.2908 |
|