CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3415 |
1.3394 |
-0.0021 |
-0.2% |
1.3427 |
| High |
1.3415 |
1.3394 |
-0.0021 |
-0.2% |
1.3440 |
| Low |
1.3388 |
1.3345 |
-0.0043 |
-0.3% |
1.3343 |
| Close |
1.3390 |
1.3375 |
-0.0015 |
-0.1% |
1.3418 |
| Range |
0.0027 |
0.0049 |
0.0022 |
81.5% |
0.0097 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,193 |
397 |
-796 |
-66.7% |
5,221 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3496 |
1.3402 |
|
| R3 |
1.3469 |
1.3447 |
1.3388 |
|
| R2 |
1.3420 |
1.3420 |
1.3384 |
|
| R1 |
1.3398 |
1.3398 |
1.3379 |
1.3385 |
| PP |
1.3371 |
1.3371 |
1.3371 |
1.3365 |
| S1 |
1.3349 |
1.3349 |
1.3371 |
1.3336 |
| S2 |
1.3322 |
1.3322 |
1.3366 |
|
| S3 |
1.3273 |
1.3300 |
1.3362 |
|
| S4 |
1.3224 |
1.3251 |
1.3348 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3652 |
1.3471 |
|
| R3 |
1.3594 |
1.3555 |
1.3445 |
|
| R2 |
1.3497 |
1.3497 |
1.3436 |
|
| R1 |
1.3458 |
1.3458 |
1.3427 |
1.3429 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3386 |
| S1 |
1.3361 |
1.3361 |
1.3409 |
1.3332 |
| S2 |
1.3303 |
1.3303 |
1.3400 |
|
| S3 |
1.3206 |
1.3264 |
1.3391 |
|
| S4 |
1.3109 |
1.3167 |
1.3365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3440 |
1.3343 |
0.0097 |
0.7% |
0.0053 |
0.4% |
33% |
False |
False |
1,035 |
| 10 |
1.3451 |
1.3343 |
0.0108 |
0.8% |
0.0049 |
0.4% |
30% |
False |
False |
1,717 |
| 20 |
1.3576 |
1.3343 |
0.0233 |
1.7% |
0.0043 |
0.3% |
14% |
False |
False |
1,342 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0044 |
0.3% |
9% |
False |
False |
915 |
| 60 |
1.3735 |
1.3343 |
0.0392 |
2.9% |
0.0046 |
0.3% |
8% |
False |
False |
767 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0045 |
0.3% |
5% |
False |
False |
585 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0042 |
0.3% |
5% |
False |
False |
474 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0039 |
0.3% |
5% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3602 |
|
2.618 |
1.3522 |
|
1.618 |
1.3473 |
|
1.000 |
1.3443 |
|
0.618 |
1.3424 |
|
HIGH |
1.3394 |
|
0.618 |
1.3375 |
|
0.500 |
1.3370 |
|
0.382 |
1.3364 |
|
LOW |
1.3345 |
|
0.618 |
1.3315 |
|
1.000 |
1.3296 |
|
1.618 |
1.3266 |
|
2.618 |
1.3217 |
|
4.250 |
1.3137 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3373 |
1.3393 |
| PP |
1.3371 |
1.3387 |
| S1 |
1.3370 |
1.3381 |
|