CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3428 |
1.3377 |
-0.0051 |
-0.4% |
1.3438 |
| High |
1.3431 |
1.3392 |
-0.0039 |
-0.3% |
1.3451 |
| Low |
1.3366 |
1.3343 |
-0.0023 |
-0.2% |
1.3375 |
| Close |
1.3379 |
1.3384 |
0.0005 |
0.0% |
1.3435 |
| Range |
0.0065 |
0.0049 |
-0.0016 |
-24.6% |
0.0076 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
1.0% |
0.0000 |
| Volume |
213 |
1,764 |
1,551 |
728.2% |
11,901 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3520 |
1.3501 |
1.3411 |
|
| R3 |
1.3471 |
1.3452 |
1.3397 |
|
| R2 |
1.3422 |
1.3422 |
1.3393 |
|
| R1 |
1.3403 |
1.3403 |
1.3388 |
1.3413 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3378 |
| S1 |
1.3354 |
1.3354 |
1.3380 |
1.3364 |
| S2 |
1.3324 |
1.3324 |
1.3375 |
|
| S3 |
1.3275 |
1.3305 |
1.3371 |
|
| S4 |
1.3226 |
1.3256 |
1.3357 |
|
|
| 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 |
1.3343 |
0.0108 |
0.8% |
0.0045 |
0.3% |
38% |
False |
True |
2,593 |
| 10 |
1.3490 |
1.3343 |
0.0147 |
1.1% |
0.0042 |
0.3% |
28% |
False |
True |
1,999 |
| 20 |
1.3656 |
1.3343 |
0.0313 |
2.3% |
0.0042 |
0.3% |
13% |
False |
True |
1,226 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0044 |
0.3% |
11% |
False |
True |
877 |
| 60 |
1.3752 |
1.3343 |
0.0409 |
3.1% |
0.0046 |
0.3% |
10% |
False |
True |
715 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0043 |
0.3% |
6% |
False |
True |
543 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0041 |
0.3% |
6% |
False |
True |
440 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0038 |
0.3% |
6% |
False |
True |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3600 |
|
2.618 |
1.3520 |
|
1.618 |
1.3471 |
|
1.000 |
1.3441 |
|
0.618 |
1.3422 |
|
HIGH |
1.3392 |
|
0.618 |
1.3373 |
|
0.500 |
1.3368 |
|
0.382 |
1.3362 |
|
LOW |
1.3343 |
|
0.618 |
1.3313 |
|
1.000 |
1.3294 |
|
1.618 |
1.3264 |
|
2.618 |
1.3215 |
|
4.250 |
1.3135 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3379 |
1.3390 |
| PP |
1.3373 |
1.3388 |
| S1 |
1.3368 |
1.3386 |
|