CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3402 |
1.3369 |
-0.0033 |
-0.2% |
1.3415 |
| High |
1.3406 |
1.3370 |
-0.0036 |
-0.3% |
1.3420 |
| Low |
1.3362 |
1.3322 |
-0.0040 |
-0.3% |
1.3345 |
| Close |
1.3369 |
1.3327 |
-0.0042 |
-0.3% |
1.3406 |
| Range |
0.0044 |
0.0048 |
0.0004 |
9.1% |
0.0075 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
791 |
4,343 |
3,552 |
449.1% |
5,952 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3484 |
1.3453 |
1.3353 |
|
| R3 |
1.3436 |
1.3405 |
1.3340 |
|
| R2 |
1.3388 |
1.3388 |
1.3336 |
|
| R1 |
1.3357 |
1.3357 |
1.3331 |
1.3349 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3335 |
| S1 |
1.3309 |
1.3309 |
1.3323 |
1.3301 |
| S2 |
1.3292 |
1.3292 |
1.3318 |
|
| S3 |
1.3244 |
1.3261 |
1.3314 |
|
| S4 |
1.3196 |
1.3213 |
1.3301 |
|
|
| 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 |
1.3322 |
0.0098 |
0.7% |
0.0054 |
0.4% |
5% |
False |
True |
1,899 |
| 10 |
1.3440 |
1.3322 |
0.0118 |
0.9% |
0.0054 |
0.4% |
4% |
False |
True |
1,467 |
| 20 |
1.3490 |
1.3322 |
0.0168 |
1.3% |
0.0046 |
0.3% |
3% |
False |
True |
1,707 |
| 40 |
1.3709 |
1.3322 |
0.0387 |
2.9% |
0.0045 |
0.3% |
1% |
False |
True |
1,118 |
| 60 |
1.3709 |
1.3322 |
0.0387 |
2.9% |
0.0048 |
0.4% |
1% |
False |
True |
855 |
| 80 |
1.3980 |
1.3322 |
0.0658 |
4.9% |
0.0047 |
0.3% |
1% |
False |
True |
703 |
| 100 |
1.3980 |
1.3322 |
0.0658 |
4.9% |
0.0043 |
0.3% |
1% |
False |
True |
568 |
| 120 |
1.3980 |
1.3322 |
0.0658 |
4.9% |
0.0040 |
0.3% |
1% |
False |
True |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3574 |
|
2.618 |
1.3496 |
|
1.618 |
1.3448 |
|
1.000 |
1.3418 |
|
0.618 |
1.3400 |
|
HIGH |
1.3370 |
|
0.618 |
1.3352 |
|
0.500 |
1.3346 |
|
0.382 |
1.3340 |
|
LOW |
1.3322 |
|
0.618 |
1.3292 |
|
1.000 |
1.3274 |
|
1.618 |
1.3244 |
|
2.618 |
1.3196 |
|
4.250 |
1.3118 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3346 |
1.3371 |
| PP |
1.3340 |
1.3356 |
| S1 |
1.3333 |
1.3342 |
|