CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.3141 |
0.0001 |
0.0% |
1.3210 |
| High |
1.3156 |
1.3170 |
0.0014 |
0.1% |
1.3229 |
| Low |
1.3119 |
1.3132 |
0.0013 |
0.1% |
1.3143 |
| Close |
1.3135 |
1.3154 |
0.0019 |
0.1% |
1.3143 |
| Range |
0.0037 |
0.0038 |
0.0001 |
2.7% |
0.0086 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
9,768 |
9,191 |
-577 |
-5.9% |
21,401 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3266 |
1.3248 |
1.3175 |
|
| R3 |
1.3228 |
1.3210 |
1.3164 |
|
| R2 |
1.3190 |
1.3190 |
1.3161 |
|
| R1 |
1.3172 |
1.3172 |
1.3157 |
1.3181 |
| PP |
1.3152 |
1.3152 |
1.3152 |
1.3157 |
| S1 |
1.3134 |
1.3134 |
1.3151 |
1.3143 |
| S2 |
1.3114 |
1.3114 |
1.3147 |
|
| S3 |
1.3076 |
1.3096 |
1.3144 |
|
| S4 |
1.3038 |
1.3058 |
1.3133 |
|
|
| 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 |
1.3119 |
0.0110 |
0.8% |
0.0051 |
0.4% |
32% |
False |
False |
6,687 |
| 10 |
1.3330 |
1.3119 |
0.0211 |
1.6% |
0.0051 |
0.4% |
17% |
False |
False |
4,689 |
| 20 |
1.3440 |
1.3119 |
0.0321 |
2.4% |
0.0052 |
0.4% |
11% |
False |
False |
3,078 |
| 40 |
1.3657 |
1.3119 |
0.0538 |
4.1% |
0.0047 |
0.4% |
7% |
False |
False |
2,120 |
| 60 |
1.3709 |
1.3119 |
0.0590 |
4.5% |
0.0047 |
0.4% |
6% |
False |
False |
1,586 |
| 80 |
1.3753 |
1.3119 |
0.0634 |
4.8% |
0.0047 |
0.4% |
6% |
False |
False |
1,284 |
| 100 |
1.3980 |
1.3119 |
0.0861 |
6.5% |
0.0045 |
0.3% |
4% |
False |
False |
1,032 |
| 120 |
1.3980 |
1.3119 |
0.0861 |
6.5% |
0.0043 |
0.3% |
4% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3332 |
|
2.618 |
1.3269 |
|
1.618 |
1.3231 |
|
1.000 |
1.3208 |
|
0.618 |
1.3193 |
|
HIGH |
1.3170 |
|
0.618 |
1.3155 |
|
0.500 |
1.3151 |
|
0.382 |
1.3147 |
|
LOW |
1.3132 |
|
0.618 |
1.3109 |
|
1.000 |
1.3094 |
|
1.618 |
1.3071 |
|
2.618 |
1.3033 |
|
4.250 |
1.2971 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3153 |
1.3162 |
| PP |
1.3152 |
1.3159 |
| S1 |
1.3151 |
1.3157 |
|