CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3201 |
1.3189 |
-0.0012 |
-0.1% |
1.3210 |
| High |
1.3229 |
1.3205 |
-0.0024 |
-0.2% |
1.3229 |
| Low |
1.3170 |
1.3143 |
-0.0027 |
-0.2% |
1.3143 |
| Close |
1.3193 |
1.3143 |
-0.0050 |
-0.4% |
1.3143 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0086 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.3% |
0.0000 |
| Volume |
4,506 |
7,064 |
2,558 |
56.8% |
21,401 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3350 |
1.3308 |
1.3177 |
|
| R3 |
1.3288 |
1.3246 |
1.3160 |
|
| R2 |
1.3226 |
1.3226 |
1.3154 |
|
| R1 |
1.3184 |
1.3184 |
1.3149 |
1.3174 |
| PP |
1.3164 |
1.3164 |
1.3164 |
1.3159 |
| S1 |
1.3122 |
1.3122 |
1.3137 |
1.3112 |
| S2 |
1.3102 |
1.3102 |
1.3132 |
|
| S3 |
1.3040 |
1.3060 |
1.3126 |
|
| S4 |
1.2978 |
1.2998 |
1.3109 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3430 |
1.3372 |
1.3190 |
|
| R3 |
1.3344 |
1.3286 |
1.3167 |
|
| R2 |
1.3258 |
1.3258 |
1.3159 |
|
| R1 |
1.3200 |
1.3200 |
1.3151 |
1.3186 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3165 |
| S1 |
1.3114 |
1.3114 |
1.3135 |
1.3100 |
| S2 |
1.3086 |
1.3086 |
1.3127 |
|
| S3 |
1.3000 |
1.3028 |
1.3119 |
|
| S4 |
1.2914 |
1.2942 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3229 |
1.3143 |
0.0086 |
0.7% |
0.0050 |
0.4% |
0% |
False |
True |
4,280 |
| 10 |
1.3406 |
1.3143 |
0.0263 |
2.0% |
0.0053 |
0.4% |
0% |
False |
True |
3,307 |
| 20 |
1.3440 |
1.3143 |
0.0297 |
2.3% |
0.0053 |
0.4% |
0% |
False |
True |
2,212 |
| 40 |
1.3657 |
1.3143 |
0.0514 |
3.9% |
0.0046 |
0.4% |
0% |
False |
True |
1,741 |
| 60 |
1.3709 |
1.3143 |
0.0566 |
4.3% |
0.0048 |
0.4% |
0% |
False |
True |
1,287 |
| 80 |
1.3980 |
1.3143 |
0.0837 |
6.4% |
0.0049 |
0.4% |
0% |
False |
True |
1,049 |
| 100 |
1.3980 |
1.3143 |
0.0837 |
6.4% |
0.0045 |
0.3% |
0% |
False |
True |
843 |
| 120 |
1.3980 |
1.3143 |
0.0837 |
6.4% |
0.0043 |
0.3% |
0% |
False |
True |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3367 |
|
1.618 |
1.3305 |
|
1.000 |
1.3267 |
|
0.618 |
1.3243 |
|
HIGH |
1.3205 |
|
0.618 |
1.3181 |
|
0.500 |
1.3174 |
|
0.382 |
1.3167 |
|
LOW |
1.3143 |
|
0.618 |
1.3105 |
|
1.000 |
1.3081 |
|
1.618 |
1.3043 |
|
2.618 |
1.2981 |
|
4.250 |
1.2880 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3186 |
| PP |
1.3164 |
1.3172 |
| S1 |
1.3153 |
1.3157 |
|