CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3289 |
1.3210 |
-0.0079 |
-0.6% |
1.3402 |
| High |
1.3304 |
1.3218 |
-0.0086 |
-0.6% |
1.3406 |
| Low |
1.3230 |
1.3193 |
-0.0037 |
-0.3% |
1.3230 |
| Close |
1.3249 |
1.3201 |
-0.0048 |
-0.4% |
1.3249 |
| Range |
0.0074 |
0.0025 |
-0.0049 |
-66.2% |
0.0176 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
| Volume |
2,421 |
1,860 |
-561 |
-23.2% |
11,672 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3279 |
1.3265 |
1.3215 |
|
| R3 |
1.3254 |
1.3240 |
1.3208 |
|
| R2 |
1.3229 |
1.3229 |
1.3206 |
|
| R1 |
1.3215 |
1.3215 |
1.3203 |
1.3210 |
| PP |
1.3204 |
1.3204 |
1.3204 |
1.3201 |
| S1 |
1.3190 |
1.3190 |
1.3199 |
1.3185 |
| S2 |
1.3179 |
1.3179 |
1.3196 |
|
| S3 |
1.3154 |
1.3165 |
1.3194 |
|
| S4 |
1.3129 |
1.3140 |
1.3187 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3823 |
1.3712 |
1.3346 |
|
| R3 |
1.3647 |
1.3536 |
1.3297 |
|
| R2 |
1.3471 |
1.3471 |
1.3281 |
|
| R1 |
1.3360 |
1.3360 |
1.3265 |
1.3328 |
| PP |
1.3295 |
1.3295 |
1.3295 |
1.3279 |
| S1 |
1.3184 |
1.3184 |
1.3233 |
1.3152 |
| S2 |
1.3119 |
1.3119 |
1.3217 |
|
| S3 |
1.2943 |
1.3008 |
1.3201 |
|
| S4 |
1.2767 |
1.2832 |
1.3152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3370 |
1.3193 |
0.0177 |
1.3% |
0.0052 |
0.4% |
5% |
False |
True |
2,548 |
| 10 |
1.3420 |
1.3193 |
0.0227 |
1.7% |
0.0053 |
0.4% |
4% |
False |
True |
1,829 |
| 20 |
1.3451 |
1.3193 |
0.0258 |
2.0% |
0.0050 |
0.4% |
3% |
False |
True |
1,784 |
| 40 |
1.3709 |
1.3193 |
0.0516 |
3.9% |
0.0045 |
0.3% |
2% |
False |
True |
1,298 |
| 60 |
1.3709 |
1.3193 |
0.0516 |
3.9% |
0.0048 |
0.4% |
2% |
False |
True |
966 |
| 80 |
1.3980 |
1.3193 |
0.0787 |
6.0% |
0.0047 |
0.4% |
1% |
False |
True |
807 |
| 100 |
1.3980 |
1.3193 |
0.0787 |
6.0% |
0.0044 |
0.3% |
1% |
False |
True |
648 |
| 120 |
1.3980 |
1.3193 |
0.0787 |
6.0% |
0.0042 |
0.3% |
1% |
False |
True |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3324 |
|
2.618 |
1.3283 |
|
1.618 |
1.3258 |
|
1.000 |
1.3243 |
|
0.618 |
1.3233 |
|
HIGH |
1.3218 |
|
0.618 |
1.3208 |
|
0.500 |
1.3206 |
|
0.382 |
1.3203 |
|
LOW |
1.3193 |
|
0.618 |
1.3178 |
|
1.000 |
1.3168 |
|
1.618 |
1.3153 |
|
2.618 |
1.3128 |
|
4.250 |
1.3087 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3206 |
1.3249 |
| PP |
1.3204 |
1.3233 |
| S1 |
1.3203 |
1.3217 |
|