CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3370 |
1.3402 |
0.0032 |
0.2% |
1.3415 |
| High |
1.3419 |
1.3406 |
-0.0013 |
-0.1% |
1.3420 |
| Low |
1.3367 |
1.3362 |
-0.0005 |
0.0% |
1.3345 |
| Close |
1.3406 |
1.3369 |
-0.0037 |
-0.3% |
1.3406 |
| Range |
0.0052 |
0.0044 |
-0.0008 |
-15.4% |
0.0075 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2,321 |
791 |
-1,530 |
-65.9% |
5,952 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3484 |
1.3393 |
|
| R3 |
1.3467 |
1.3440 |
1.3381 |
|
| R2 |
1.3423 |
1.3423 |
1.3377 |
|
| R1 |
1.3396 |
1.3396 |
1.3373 |
1.3388 |
| PP |
1.3379 |
1.3379 |
1.3379 |
1.3375 |
| S1 |
1.3352 |
1.3352 |
1.3365 |
1.3344 |
| S2 |
1.3335 |
1.3335 |
1.3361 |
|
| S3 |
1.3291 |
1.3308 |
1.3357 |
|
| S4 |
1.3247 |
1.3264 |
1.3345 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3615 |
1.3586 |
1.3447 |
|
| R3 |
1.3540 |
1.3511 |
1.3427 |
|
| R2 |
1.3465 |
1.3465 |
1.3420 |
|
| R1 |
1.3436 |
1.3436 |
1.3413 |
1.3413 |
| PP |
1.3390 |
1.3390 |
1.3390 |
1.3379 |
| S1 |
1.3361 |
1.3361 |
1.3399 |
1.3338 |
| S2 |
1.3315 |
1.3315 |
1.3392 |
|
| S3 |
1.3240 |
1.3286 |
1.3385 |
|
| S4 |
1.3165 |
1.3211 |
1.3365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3420 |
1.3345 |
0.0075 |
0.6% |
0.0055 |
0.4% |
32% |
False |
False |
1,110 |
| 10 |
1.3440 |
1.3343 |
0.0097 |
0.7% |
0.0055 |
0.4% |
27% |
False |
False |
1,054 |
| 20 |
1.3534 |
1.3343 |
0.0191 |
1.4% |
0.0047 |
0.4% |
14% |
False |
False |
1,495 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0044 |
0.3% |
7% |
False |
False |
1,017 |
| 60 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0047 |
0.4% |
7% |
False |
False |
817 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0046 |
0.3% |
4% |
False |
False |
648 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0043 |
0.3% |
4% |
False |
False |
524 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0040 |
0.3% |
4% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3593 |
|
2.618 |
1.3521 |
|
1.618 |
1.3477 |
|
1.000 |
1.3450 |
|
0.618 |
1.3433 |
|
HIGH |
1.3406 |
|
0.618 |
1.3389 |
|
0.500 |
1.3384 |
|
0.382 |
1.3379 |
|
LOW |
1.3362 |
|
0.618 |
1.3335 |
|
1.000 |
1.3318 |
|
1.618 |
1.3291 |
|
2.618 |
1.3247 |
|
4.250 |
1.3175 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3384 |
1.3388 |
| PP |
1.3379 |
1.3381 |
| S1 |
1.3374 |
1.3375 |
|