CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2968 |
0.0043 |
0.3% |
1.2953 |
| High |
1.2980 |
1.2970 |
-0.0010 |
-0.1% |
1.2980 |
| Low |
1.2909 |
1.2911 |
0.0002 |
0.0% |
1.2860 |
| Close |
1.2949 |
1.2938 |
-0.0011 |
-0.1% |
1.2949 |
| Range |
0.0071 |
0.0059 |
-0.0012 |
-16.9% |
0.0120 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
94,918 |
8,848 |
-86,070 |
-90.7% |
1,330,421 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3117 |
1.3086 |
1.2970 |
|
| R3 |
1.3058 |
1.3027 |
1.2954 |
|
| R2 |
1.2999 |
1.2999 |
1.2949 |
|
| R1 |
1.2968 |
1.2968 |
1.2943 |
1.2954 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2933 |
| S1 |
1.2909 |
1.2909 |
1.2933 |
1.2895 |
| S2 |
1.2881 |
1.2881 |
1.2927 |
|
| S3 |
1.2822 |
1.2850 |
1.2922 |
|
| S4 |
1.2763 |
1.2791 |
1.2906 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3239 |
1.3015 |
|
| R3 |
1.3170 |
1.3119 |
1.2982 |
|
| R2 |
1.3050 |
1.3050 |
1.2971 |
|
| R1 |
1.2999 |
1.2999 |
1.2960 |
1.2965 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2912 |
| S1 |
1.2879 |
1.2879 |
1.2938 |
1.2845 |
| S2 |
1.2810 |
1.2810 |
1.2927 |
|
| S3 |
1.2690 |
1.2759 |
1.2916 |
|
| S4 |
1.2570 |
1.2639 |
1.2883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2980 |
1.2860 |
0.0120 |
0.9% |
0.0073 |
0.6% |
65% |
False |
False |
218,049 |
| 10 |
1.3161 |
1.2860 |
0.0301 |
2.3% |
0.0082 |
0.6% |
26% |
False |
False |
245,785 |
| 20 |
1.3400 |
1.2860 |
0.0540 |
4.2% |
0.0070 |
0.5% |
14% |
False |
False |
203,920 |
| 40 |
1.3552 |
1.2860 |
0.0692 |
5.3% |
0.0060 |
0.5% |
11% |
False |
False |
179,898 |
| 60 |
1.3705 |
1.2860 |
0.0845 |
6.5% |
0.0056 |
0.4% |
9% |
False |
False |
165,328 |
| 80 |
1.3705 |
1.2860 |
0.0845 |
6.5% |
0.0057 |
0.4% |
9% |
False |
False |
139,442 |
| 100 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
7% |
False |
False |
111,814 |
| 120 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
7% |
False |
False |
93,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3221 |
|
2.618 |
1.3124 |
|
1.618 |
1.3065 |
|
1.000 |
1.3029 |
|
0.618 |
1.3006 |
|
HIGH |
1.2970 |
|
0.618 |
1.2947 |
|
0.500 |
1.2941 |
|
0.382 |
1.2934 |
|
LOW |
1.2911 |
|
0.618 |
1.2875 |
|
1.000 |
1.2852 |
|
1.618 |
1.2816 |
|
2.618 |
1.2757 |
|
4.250 |
1.2660 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2941 |
1.2939 |
| PP |
1.2940 |
1.2938 |
| S1 |
1.2939 |
1.2938 |
|