CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3369 |
1.3328 |
-0.0041 |
-0.3% |
1.3415 |
| High |
1.3370 |
1.3330 |
-0.0040 |
-0.3% |
1.3420 |
| Low |
1.3322 |
1.3264 |
-0.0058 |
-0.4% |
1.3345 |
| Close |
1.3327 |
1.3271 |
-0.0056 |
-0.4% |
1.3406 |
| Range |
0.0048 |
0.0066 |
0.0018 |
37.5% |
0.0075 |
| ATR |
0.0048 |
0.0050 |
0.0001 |
2.6% |
0.0000 |
| Volume |
4,343 |
2,067 |
-2,276 |
-52.4% |
5,952 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3486 |
1.3445 |
1.3307 |
|
| R3 |
1.3420 |
1.3379 |
1.3289 |
|
| R2 |
1.3354 |
1.3354 |
1.3283 |
|
| R1 |
1.3313 |
1.3313 |
1.3277 |
1.3301 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3282 |
| S1 |
1.3247 |
1.3247 |
1.3265 |
1.3235 |
| S2 |
1.3222 |
1.3222 |
1.3259 |
|
| S3 |
1.3156 |
1.3181 |
1.3253 |
|
| S4 |
1.3090 |
1.3115 |
1.3235 |
|
|
| 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 |
1.3419 |
1.3264 |
0.0155 |
1.2% |
0.0054 |
0.4% |
5% |
False |
True |
2,135 |
| 10 |
1.3440 |
1.3264 |
0.0176 |
1.3% |
0.0055 |
0.4% |
4% |
False |
True |
1,497 |
| 20 |
1.3490 |
1.3264 |
0.0226 |
1.7% |
0.0049 |
0.4% |
3% |
False |
True |
1,748 |
| 40 |
1.3709 |
1.3264 |
0.0445 |
3.4% |
0.0045 |
0.3% |
2% |
False |
True |
1,163 |
| 60 |
1.3709 |
1.3264 |
0.0445 |
3.4% |
0.0048 |
0.4% |
2% |
False |
True |
871 |
| 80 |
1.3980 |
1.3264 |
0.0716 |
5.4% |
0.0047 |
0.4% |
1% |
False |
True |
728 |
| 100 |
1.3980 |
1.3264 |
0.0716 |
5.4% |
0.0044 |
0.3% |
1% |
False |
True |
588 |
| 120 |
1.3980 |
1.3264 |
0.0716 |
5.4% |
0.0041 |
0.3% |
1% |
False |
True |
492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3503 |
|
1.618 |
1.3437 |
|
1.000 |
1.3396 |
|
0.618 |
1.3371 |
|
HIGH |
1.3330 |
|
0.618 |
1.3305 |
|
0.500 |
1.3297 |
|
0.382 |
1.3289 |
|
LOW |
1.3264 |
|
0.618 |
1.3223 |
|
1.000 |
1.3198 |
|
1.618 |
1.3157 |
|
2.618 |
1.3091 |
|
4.250 |
1.2984 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3297 |
1.3335 |
| PP |
1.3288 |
1.3314 |
| S1 |
1.3280 |
1.3292 |
|