CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2966 |
1.2910 |
-0.0056 |
-0.4% |
1.3140 |
| High |
1.2970 |
1.2969 |
-0.0001 |
0.0% |
1.3170 |
| Low |
1.2893 |
1.2871 |
-0.0022 |
-0.2% |
1.2932 |
| Close |
1.2918 |
1.2929 |
0.0011 |
0.1% |
1.2969 |
| Range |
0.0077 |
0.0098 |
0.0021 |
27.3% |
0.0238 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.6% |
0.0000 |
| Volume |
68,398 |
139,246 |
70,848 |
103.6% |
86,065 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3217 |
1.3171 |
1.2983 |
|
| R3 |
1.3119 |
1.3073 |
1.2956 |
|
| R2 |
1.3021 |
1.3021 |
1.2947 |
|
| R1 |
1.2975 |
1.2975 |
1.2938 |
1.2998 |
| PP |
1.2923 |
1.2923 |
1.2923 |
1.2935 |
| S1 |
1.2877 |
1.2877 |
1.2920 |
1.2900 |
| S2 |
1.2825 |
1.2825 |
1.2911 |
|
| S3 |
1.2727 |
1.2779 |
1.2902 |
|
| S4 |
1.2629 |
1.2681 |
1.2875 |
|
|
| 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 |
1.2871 |
0.0299 |
2.3% |
0.0103 |
0.8% |
19% |
False |
True |
56,788 |
| 10 |
1.3229 |
1.2871 |
0.0358 |
2.8% |
0.0078 |
0.6% |
16% |
False |
True |
31,325 |
| 20 |
1.3420 |
1.2871 |
0.0549 |
4.2% |
0.0066 |
0.5% |
11% |
False |
True |
16,577 |
| 40 |
1.3634 |
1.2871 |
0.0763 |
5.9% |
0.0055 |
0.4% |
8% |
False |
True |
8,957 |
| 60 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0051 |
0.4% |
7% |
False |
True |
6,135 |
| 80 |
1.3735 |
1.2871 |
0.0864 |
6.7% |
0.0051 |
0.4% |
7% |
False |
True |
4,716 |
| 100 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0049 |
0.4% |
5% |
False |
True |
3,779 |
| 120 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0046 |
0.4% |
5% |
False |
True |
3,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3386 |
|
2.618 |
1.3226 |
|
1.618 |
1.3128 |
|
1.000 |
1.3067 |
|
0.618 |
1.3030 |
|
HIGH |
1.2969 |
|
0.618 |
1.2932 |
|
0.500 |
1.2920 |
|
0.382 |
1.2908 |
|
LOW |
1.2871 |
|
0.618 |
1.2810 |
|
1.000 |
1.2773 |
|
1.618 |
1.2712 |
|
2.618 |
1.2614 |
|
4.250 |
1.2455 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2926 |
1.2938 |
| PP |
1.2923 |
1.2935 |
| S1 |
1.2920 |
1.2932 |
|