CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3428 |
0.0001 |
0.0% |
1.3438 |
| High |
1.3436 |
1.3431 |
-0.0005 |
0.0% |
1.3451 |
| Low |
1.3418 |
1.3366 |
-0.0052 |
-0.4% |
1.3375 |
| Close |
1.3426 |
1.3379 |
-0.0047 |
-0.4% |
1.3435 |
| Range |
0.0018 |
0.0065 |
0.0047 |
261.1% |
0.0076 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
4.1% |
0.0000 |
| Volume |
1,422 |
213 |
-1,209 |
-85.0% |
11,901 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3548 |
1.3415 |
|
| R3 |
1.3522 |
1.3483 |
1.3397 |
|
| R2 |
1.3457 |
1.3457 |
1.3391 |
|
| R1 |
1.3418 |
1.3418 |
1.3385 |
1.3405 |
| PP |
1.3392 |
1.3392 |
1.3392 |
1.3386 |
| S1 |
1.3353 |
1.3353 |
1.3373 |
1.3340 |
| S2 |
1.3327 |
1.3327 |
1.3367 |
|
| S3 |
1.3262 |
1.3288 |
1.3361 |
|
| S4 |
1.3197 |
1.3223 |
1.3343 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3618 |
1.3477 |
|
| R3 |
1.3572 |
1.3542 |
1.3456 |
|
| R2 |
1.3496 |
1.3496 |
1.3449 |
|
| R1 |
1.3466 |
1.3466 |
1.3442 |
1.3443 |
| PP |
1.3420 |
1.3420 |
1.3420 |
1.3409 |
| S1 |
1.3390 |
1.3390 |
1.3428 |
1.3367 |
| S2 |
1.3344 |
1.3344 |
1.3421 |
|
| S3 |
1.3268 |
1.3314 |
1.3414 |
|
| S4 |
1.3192 |
1.3238 |
1.3393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3451 |
1.3366 |
0.0085 |
0.6% |
0.0044 |
0.3% |
15% |
False |
True |
2,399 |
| 10 |
1.3490 |
1.3366 |
0.0124 |
0.9% |
0.0039 |
0.3% |
10% |
False |
True |
1,948 |
| 20 |
1.3657 |
1.3366 |
0.0291 |
2.2% |
0.0041 |
0.3% |
4% |
False |
True |
1,162 |
| 40 |
1.3709 |
1.3366 |
0.0343 |
2.6% |
0.0044 |
0.3% |
4% |
False |
True |
840 |
| 60 |
1.3753 |
1.3366 |
0.0387 |
2.9% |
0.0045 |
0.3% |
3% |
False |
True |
686 |
| 80 |
1.3980 |
1.3366 |
0.0614 |
4.6% |
0.0043 |
0.3% |
2% |
False |
True |
521 |
| 100 |
1.3980 |
1.3366 |
0.0614 |
4.6% |
0.0041 |
0.3% |
2% |
False |
True |
422 |
| 120 |
1.3980 |
1.3366 |
0.0614 |
4.6% |
0.0038 |
0.3% |
2% |
False |
True |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3707 |
|
2.618 |
1.3601 |
|
1.618 |
1.3536 |
|
1.000 |
1.3496 |
|
0.618 |
1.3471 |
|
HIGH |
1.3431 |
|
0.618 |
1.3406 |
|
0.500 |
1.3399 |
|
0.382 |
1.3391 |
|
LOW |
1.3366 |
|
0.618 |
1.3326 |
|
1.000 |
1.3301 |
|
1.618 |
1.3261 |
|
2.618 |
1.3196 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3399 |
1.3409 |
| PP |
1.3392 |
1.3399 |
| S1 |
1.3386 |
1.3389 |
|