CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3141 |
1.3157 |
0.0016 |
0.1% |
1.3210 |
| High |
1.3170 |
1.3163 |
-0.0007 |
-0.1% |
1.3229 |
| Low |
1.3132 |
1.2932 |
-0.0200 |
-1.5% |
1.3143 |
| Close |
1.3154 |
1.2948 |
-0.0206 |
-1.6% |
1.3143 |
| Range |
0.0038 |
0.0231 |
0.0193 |
507.9% |
0.0086 |
| ATR |
0.0051 |
0.0064 |
0.0013 |
25.3% |
0.0000 |
| Volume |
9,191 |
39,514 |
30,323 |
329.9% |
21,401 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3707 |
1.3559 |
1.3075 |
|
| R3 |
1.3476 |
1.3328 |
1.3012 |
|
| R2 |
1.3245 |
1.3245 |
1.2990 |
|
| R1 |
1.3097 |
1.3097 |
1.2969 |
1.3056 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.2994 |
| S1 |
1.2866 |
1.2866 |
1.2927 |
1.2825 |
| S2 |
1.2783 |
1.2783 |
1.2906 |
|
| S3 |
1.2552 |
1.2635 |
1.2884 |
|
| S4 |
1.2321 |
1.2404 |
1.2821 |
|
|
| 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 |
1.2932 |
0.0297 |
2.3% |
0.0085 |
0.7% |
5% |
False |
True |
14,008 |
| 10 |
1.3304 |
1.2932 |
0.0372 |
2.9% |
0.0068 |
0.5% |
4% |
False |
True |
8,434 |
| 20 |
1.3440 |
1.2932 |
0.0508 |
3.9% |
0.0062 |
0.5% |
3% |
False |
True |
4,966 |
| 40 |
1.3656 |
1.2932 |
0.0724 |
5.6% |
0.0052 |
0.4% |
2% |
False |
True |
3,096 |
| 60 |
1.3709 |
1.2932 |
0.0777 |
6.0% |
0.0050 |
0.4% |
2% |
False |
True |
2,240 |
| 80 |
1.3752 |
1.2932 |
0.0820 |
6.3% |
0.0050 |
0.4% |
2% |
False |
True |
1,777 |
| 100 |
1.3980 |
1.2932 |
0.1048 |
8.1% |
0.0047 |
0.4% |
2% |
False |
True |
1,427 |
| 120 |
1.3980 |
1.2932 |
0.1048 |
8.1% |
0.0045 |
0.3% |
2% |
False |
True |
1,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4145 |
|
2.618 |
1.3768 |
|
1.618 |
1.3537 |
|
1.000 |
1.3394 |
|
0.618 |
1.3306 |
|
HIGH |
1.3163 |
|
0.618 |
1.3075 |
|
0.500 |
1.3048 |
|
0.382 |
1.3020 |
|
LOW |
1.2932 |
|
0.618 |
1.2789 |
|
1.000 |
1.2701 |
|
1.618 |
1.2558 |
|
2.618 |
1.2327 |
|
4.250 |
1.1950 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3048 |
1.3051 |
| PP |
1.3014 |
1.3017 |
| S1 |
1.2981 |
1.2982 |
|