CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.2916 |
-0.0024 |
-0.2% |
1.3130 |
| High |
1.2964 |
1.2953 |
-0.0011 |
-0.1% |
1.3161 |
| Low |
1.2884 |
1.2897 |
0.0013 |
0.1% |
1.2921 |
| Close |
1.2906 |
1.2924 |
0.0018 |
0.1% |
1.2959 |
| Range |
0.0080 |
0.0056 |
-0.0024 |
-30.0% |
0.0240 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
370,262 |
281,865 |
-88,397 |
-23.9% |
1,118,587 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3093 |
1.3064 |
1.2955 |
|
| R3 |
1.3037 |
1.3008 |
1.2939 |
|
| R2 |
1.2981 |
1.2981 |
1.2934 |
|
| R1 |
1.2952 |
1.2952 |
1.2929 |
1.2967 |
| PP |
1.2925 |
1.2925 |
1.2925 |
1.2932 |
| S1 |
1.2896 |
1.2896 |
1.2919 |
1.2911 |
| S2 |
1.2869 |
1.2869 |
1.2914 |
|
| S3 |
1.2813 |
1.2840 |
1.2909 |
|
| S4 |
1.2757 |
1.2784 |
1.2893 |
|
|
| 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 |
1.2992 |
1.2860 |
0.0132 |
1.0% |
0.0077 |
0.6% |
48% |
False |
False |
299,850 |
| 10 |
1.3222 |
1.2860 |
0.0362 |
2.8% |
0.0082 |
0.6% |
18% |
False |
False |
272,707 |
| 20 |
1.3410 |
1.2860 |
0.0550 |
4.3% |
0.0069 |
0.5% |
12% |
False |
False |
214,295 |
| 40 |
1.3552 |
1.2860 |
0.0692 |
5.4% |
0.0058 |
0.4% |
9% |
False |
False |
184,302 |
| 60 |
1.3705 |
1.2860 |
0.0845 |
6.5% |
0.0056 |
0.4% |
8% |
False |
False |
168,955 |
| 80 |
1.3721 |
1.2860 |
0.0861 |
6.7% |
0.0057 |
0.4% |
7% |
False |
False |
138,166 |
| 100 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
6% |
False |
False |
110,779 |
| 120 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0058 |
0.4% |
6% |
False |
False |
92,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3191 |
|
2.618 |
1.3100 |
|
1.618 |
1.3044 |
|
1.000 |
1.3009 |
|
0.618 |
1.2988 |
|
HIGH |
1.2953 |
|
0.618 |
1.2932 |
|
0.500 |
1.2925 |
|
0.382 |
1.2918 |
|
LOW |
1.2897 |
|
0.618 |
1.2862 |
|
1.000 |
1.2841 |
|
1.618 |
1.2806 |
|
2.618 |
1.2750 |
|
4.250 |
1.2659 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2925 |
1.2920 |
| PP |
1.2925 |
1.2916 |
| S1 |
1.2924 |
1.2912 |
|