CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2934 |
1.2977 |
0.0043 |
0.3% |
1.2966 |
| High |
1.2989 |
1.2980 |
-0.0009 |
-0.1% |
1.2989 |
| Low |
1.2918 |
1.2918 |
0.0000 |
0.0% |
1.2871 |
| Close |
1.2958 |
1.2945 |
-0.0013 |
-0.1% |
1.2958 |
| Range |
0.0071 |
0.0062 |
-0.0009 |
-12.7% |
0.0118 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
274,011 |
157,102 |
-116,909 |
-42.7% |
850,913 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3134 |
1.3101 |
1.2979 |
|
| R3 |
1.3072 |
1.3039 |
1.2962 |
|
| R2 |
1.3010 |
1.3010 |
1.2956 |
|
| R1 |
1.2977 |
1.2977 |
1.2951 |
1.2963 |
| PP |
1.2948 |
1.2948 |
1.2948 |
1.2940 |
| S1 |
1.2915 |
1.2915 |
1.2939 |
1.2901 |
| S2 |
1.2886 |
1.2886 |
1.2934 |
|
| S3 |
1.2824 |
1.2853 |
1.2928 |
|
| S4 |
1.2762 |
1.2791 |
1.2911 |
|
|
| 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% |
0.0073 |
0.6% |
63% |
False |
False |
187,923 |
| 10 |
1.3170 |
1.2871 |
0.0299 |
2.3% |
0.0082 |
0.6% |
25% |
False |
False |
109,408 |
| 20 |
1.3406 |
1.2871 |
0.0535 |
4.1% |
0.0067 |
0.5% |
14% |
False |
False |
56,357 |
| 40 |
1.3555 |
1.2871 |
0.0684 |
5.3% |
0.0057 |
0.4% |
11% |
False |
False |
28,921 |
| 60 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0052 |
0.4% |
9% |
False |
False |
19,457 |
| 80 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0052 |
0.4% |
9% |
False |
False |
14,693 |
| 100 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0050 |
0.4% |
7% |
False |
False |
11,782 |
| 120 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0047 |
0.4% |
7% |
False |
False |
9,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3244 |
|
2.618 |
1.3142 |
|
1.618 |
1.3080 |
|
1.000 |
1.3042 |
|
0.618 |
1.3018 |
|
HIGH |
1.2980 |
|
0.618 |
1.2956 |
|
0.500 |
1.2949 |
|
0.382 |
1.2942 |
|
LOW |
1.2918 |
|
0.618 |
1.2880 |
|
1.000 |
1.2856 |
|
1.618 |
1.2818 |
|
2.618 |
1.2756 |
|
4.250 |
1.2655 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2949 |
1.2948 |
| PP |
1.2948 |
1.2947 |
| S1 |
1.2946 |
1.2946 |
|