CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3394 |
1.3374 |
-0.0020 |
-0.1% |
1.3427 |
| High |
1.3394 |
1.3420 |
0.0026 |
0.2% |
1.3440 |
| Low |
1.3345 |
1.3350 |
0.0005 |
0.0% |
1.3343 |
| Close |
1.3375 |
1.3375 |
0.0000 |
0.0% |
1.3418 |
| Range |
0.0049 |
0.0070 |
0.0021 |
42.9% |
0.0097 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
3.7% |
0.0000 |
| Volume |
397 |
887 |
490 |
123.4% |
5,221 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3592 |
1.3553 |
1.3414 |
|
| R3 |
1.3522 |
1.3483 |
1.3394 |
|
| R2 |
1.3452 |
1.3452 |
1.3388 |
|
| R1 |
1.3413 |
1.3413 |
1.3381 |
1.3433 |
| PP |
1.3382 |
1.3382 |
1.3382 |
1.3391 |
| S1 |
1.3343 |
1.3343 |
1.3369 |
1.3363 |
| S2 |
1.3312 |
1.3312 |
1.3362 |
|
| S3 |
1.3242 |
1.3273 |
1.3356 |
|
| S4 |
1.3172 |
1.3203 |
1.3337 |
|
|
| 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 |
1.3345 |
0.0095 |
0.7% |
0.0057 |
0.4% |
32% |
False |
False |
859 |
| 10 |
1.3451 |
1.3343 |
0.0108 |
0.8% |
0.0051 |
0.4% |
30% |
False |
False |
1,726 |
| 20 |
1.3555 |
1.3343 |
0.0212 |
1.6% |
0.0044 |
0.3% |
15% |
False |
False |
1,357 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0045 |
0.3% |
9% |
False |
False |
934 |
| 60 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0047 |
0.4% |
9% |
False |
False |
781 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0045 |
0.3% |
5% |
False |
False |
595 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0043 |
0.3% |
5% |
False |
False |
482 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0040 |
0.3% |
5% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3718 |
|
2.618 |
1.3603 |
|
1.618 |
1.3533 |
|
1.000 |
1.3490 |
|
0.618 |
1.3463 |
|
HIGH |
1.3420 |
|
0.618 |
1.3393 |
|
0.500 |
1.3385 |
|
0.382 |
1.3377 |
|
LOW |
1.3350 |
|
0.618 |
1.3307 |
|
1.000 |
1.3280 |
|
1.618 |
1.3237 |
|
2.618 |
1.3167 |
|
4.250 |
1.3053 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3385 |
1.3383 |
| PP |
1.3382 |
1.3380 |
| S1 |
1.3378 |
1.3378 |
|