CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2948 |
1.2966 |
0.0018 |
0.1% |
1.3140 |
| High |
1.3005 |
1.2970 |
-0.0035 |
-0.3% |
1.3170 |
| Low |
1.2934 |
1.2893 |
-0.0041 |
-0.3% |
1.2932 |
| Close |
1.2969 |
1.2918 |
-0.0051 |
-0.4% |
1.2969 |
| Range |
0.0071 |
0.0077 |
0.0006 |
8.5% |
0.0238 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.4% |
0.0000 |
| Volume |
27,592 |
68,398 |
40,806 |
147.9% |
86,065 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3158 |
1.3115 |
1.2960 |
|
| R3 |
1.3081 |
1.3038 |
1.2939 |
|
| R2 |
1.3004 |
1.3004 |
1.2932 |
|
| R1 |
1.2961 |
1.2961 |
1.2925 |
1.2944 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2919 |
| S1 |
1.2884 |
1.2884 |
1.2911 |
1.2867 |
| S2 |
1.2850 |
1.2850 |
1.2904 |
|
| S3 |
1.2773 |
1.2807 |
1.2897 |
|
| S4 |
1.2696 |
1.2730 |
1.2876 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3591 |
1.3100 |
|
| R3 |
1.3500 |
1.3353 |
1.3034 |
|
| R2 |
1.3262 |
1.3262 |
1.3013 |
|
| R1 |
1.3115 |
1.3115 |
1.2991 |
1.3070 |
| PP |
1.3024 |
1.3024 |
1.3024 |
1.3001 |
| S1 |
1.2877 |
1.2877 |
1.2947 |
1.2832 |
| S2 |
1.2786 |
1.2786 |
1.2925 |
|
| S3 |
1.2548 |
1.2639 |
1.2904 |
|
| S4 |
1.2310 |
1.2401 |
1.2838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3170 |
1.2893 |
0.0277 |
2.1% |
0.0091 |
0.7% |
9% |
False |
True |
30,892 |
| 10 |
1.3229 |
1.2893 |
0.0336 |
2.6% |
0.0071 |
0.5% |
7% |
False |
True |
17,586 |
| 20 |
1.3420 |
1.2893 |
0.0527 |
4.1% |
0.0062 |
0.5% |
5% |
False |
True |
9,674 |
| 40 |
1.3648 |
1.2893 |
0.0755 |
5.8% |
0.0053 |
0.4% |
3% |
False |
True |
5,481 |
| 60 |
1.3709 |
1.2893 |
0.0816 |
6.3% |
0.0051 |
0.4% |
3% |
False |
True |
3,831 |
| 80 |
1.3735 |
1.2893 |
0.0842 |
6.5% |
0.0050 |
0.4% |
3% |
False |
True |
2,976 |
| 100 |
1.3980 |
1.2893 |
0.1087 |
8.4% |
0.0048 |
0.4% |
2% |
False |
True |
2,387 |
| 120 |
1.3980 |
1.2893 |
0.1087 |
8.4% |
0.0045 |
0.4% |
2% |
False |
True |
1,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3297 |
|
2.618 |
1.3172 |
|
1.618 |
1.3095 |
|
1.000 |
1.3047 |
|
0.618 |
1.3018 |
|
HIGH |
1.2970 |
|
0.618 |
1.2941 |
|
0.500 |
1.2932 |
|
0.382 |
1.2922 |
|
LOW |
1.2893 |
|
0.618 |
1.2845 |
|
1.000 |
1.2816 |
|
1.618 |
1.2768 |
|
2.618 |
1.2691 |
|
4.250 |
1.2566 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2932 |
1.3028 |
| PP |
1.2927 |
1.2991 |
| S1 |
1.2923 |
1.2955 |
|