CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2934 |
0.0009 |
0.1% |
1.2966 |
| High |
1.2962 |
1.2989 |
0.0027 |
0.2% |
1.2989 |
| Low |
1.2907 |
1.2918 |
0.0011 |
0.1% |
1.2871 |
| Close |
1.2933 |
1.2958 |
0.0025 |
0.2% |
1.2958 |
| Range |
0.0055 |
0.0071 |
0.0016 |
29.1% |
0.0118 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
180,975 |
274,011 |
93,036 |
51.4% |
850,913 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.3134 |
1.2997 |
|
| R3 |
1.3097 |
1.3063 |
1.2978 |
|
| R2 |
1.3026 |
1.3026 |
1.2971 |
|
| R1 |
1.2992 |
1.2992 |
1.2965 |
1.3009 |
| PP |
1.2955 |
1.2955 |
1.2955 |
1.2964 |
| S1 |
1.2921 |
1.2921 |
1.2951 |
1.2938 |
| S2 |
1.2884 |
1.2884 |
1.2945 |
|
| S3 |
1.2813 |
1.2850 |
1.2938 |
|
| S4 |
1.2742 |
1.2779 |
1.2919 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3244 |
1.3023 |
|
| R3 |
1.3175 |
1.3126 |
1.2990 |
|
| R2 |
1.3057 |
1.3057 |
1.2980 |
|
| R1 |
1.3008 |
1.3008 |
1.2969 |
1.2974 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2922 |
| S1 |
1.2890 |
1.2890 |
1.2947 |
1.2856 |
| S2 |
1.2821 |
1.2821 |
1.2936 |
|
| S3 |
1.2703 |
1.2772 |
1.2926 |
|
| S4 |
1.2585 |
1.2654 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2989 |
1.2871 |
0.0118 |
0.9% |
0.0076 |
0.6% |
74% |
True |
False |
170,182 |
| 10 |
1.3205 |
1.2871 |
0.0334 |
2.6% |
0.0082 |
0.6% |
26% |
False |
False |
94,404 |
| 20 |
1.3419 |
1.2871 |
0.0548 |
4.2% |
0.0067 |
0.5% |
16% |
False |
False |
48,618 |
| 40 |
1.3555 |
1.2871 |
0.0684 |
5.3% |
0.0056 |
0.4% |
13% |
False |
False |
25,001 |
| 60 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0052 |
0.4% |
10% |
False |
False |
16,846 |
| 80 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0052 |
0.4% |
10% |
False |
False |
12,754 |
| 100 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0050 |
0.4% |
8% |
False |
False |
10,211 |
| 120 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0047 |
0.4% |
8% |
False |
False |
8,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3291 |
|
2.618 |
1.3175 |
|
1.618 |
1.3104 |
|
1.000 |
1.3060 |
|
0.618 |
1.3033 |
|
HIGH |
1.2989 |
|
0.618 |
1.2962 |
|
0.500 |
1.2954 |
|
0.382 |
1.2945 |
|
LOW |
1.2918 |
|
0.618 |
1.2874 |
|
1.000 |
1.2847 |
|
1.618 |
1.2803 |
|
2.618 |
1.2732 |
|
4.250 |
1.2616 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2957 |
1.2953 |
| PP |
1.2955 |
1.2947 |
| S1 |
1.2954 |
1.2942 |
|