CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3328 |
1.3266 |
-0.0062 |
-0.5% |
1.3415 |
| High |
1.3330 |
1.3296 |
-0.0034 |
-0.3% |
1.3420 |
| Low |
1.3264 |
1.3250 |
-0.0014 |
-0.1% |
1.3345 |
| Close |
1.3271 |
1.3288 |
0.0017 |
0.1% |
1.3406 |
| Range |
0.0066 |
0.0046 |
-0.0020 |
-30.3% |
0.0075 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,067 |
2,050 |
-17 |
-0.8% |
5,952 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3416 |
1.3398 |
1.3313 |
|
| R3 |
1.3370 |
1.3352 |
1.3301 |
|
| R2 |
1.3324 |
1.3324 |
1.3296 |
|
| R1 |
1.3306 |
1.3306 |
1.3292 |
1.3315 |
| PP |
1.3278 |
1.3278 |
1.3278 |
1.3283 |
| S1 |
1.3260 |
1.3260 |
1.3284 |
1.3269 |
| S2 |
1.3232 |
1.3232 |
1.3280 |
|
| S3 |
1.3186 |
1.3214 |
1.3275 |
|
| S4 |
1.3140 |
1.3168 |
1.3263 |
|
|
| 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 |
1.3250 |
0.0169 |
1.3% |
0.0051 |
0.4% |
22% |
False |
True |
2,314 |
| 10 |
1.3440 |
1.3250 |
0.0190 |
1.4% |
0.0055 |
0.4% |
20% |
False |
True |
1,594 |
| 20 |
1.3477 |
1.3250 |
0.0227 |
1.7% |
0.0049 |
0.4% |
17% |
False |
True |
1,824 |
| 40 |
1.3709 |
1.3250 |
0.0459 |
3.5% |
0.0045 |
0.3% |
8% |
False |
True |
1,209 |
| 60 |
1.3709 |
1.3250 |
0.0459 |
3.5% |
0.0048 |
0.4% |
8% |
False |
True |
902 |
| 80 |
1.3980 |
1.3250 |
0.0730 |
5.5% |
0.0047 |
0.4% |
5% |
False |
True |
754 |
| 100 |
1.3980 |
1.3250 |
0.0730 |
5.5% |
0.0044 |
0.3% |
5% |
False |
True |
607 |
| 120 |
1.3980 |
1.3250 |
0.0730 |
5.5% |
0.0041 |
0.3% |
5% |
False |
True |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3416 |
|
1.618 |
1.3370 |
|
1.000 |
1.3342 |
|
0.618 |
1.3324 |
|
HIGH |
1.3296 |
|
0.618 |
1.3278 |
|
0.500 |
1.3273 |
|
0.382 |
1.3268 |
|
LOW |
1.3250 |
|
0.618 |
1.3222 |
|
1.000 |
1.3204 |
|
1.618 |
1.3176 |
|
2.618 |
1.3130 |
|
4.250 |
1.3055 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3310 |
| PP |
1.3278 |
1.3303 |
| S1 |
1.3273 |
1.3295 |
|