CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2967 |
1.2859 |
-0.0108 |
-0.8% |
1.2966 |
| High |
1.2993 |
1.2939 |
-0.0054 |
-0.4% |
1.2989 |
| Low |
1.2862 |
1.2843 |
-0.0019 |
-0.1% |
1.2871 |
| Close |
1.2925 |
1.2924 |
-0.0001 |
0.0% |
1.2958 |
| Range |
0.0131 |
0.0096 |
-0.0035 |
-26.7% |
0.0118 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
298,537 |
228,765 |
-69,772 |
-23.4% |
850,913 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3153 |
1.2977 |
|
| R3 |
1.3094 |
1.3057 |
1.2950 |
|
| R2 |
1.2998 |
1.2998 |
1.2942 |
|
| R1 |
1.2961 |
1.2961 |
1.2933 |
1.2980 |
| PP |
1.2902 |
1.2902 |
1.2902 |
1.2911 |
| S1 |
1.2865 |
1.2865 |
1.2915 |
1.2884 |
| S2 |
1.2806 |
1.2806 |
1.2906 |
|
| S3 |
1.2710 |
1.2769 |
1.2898 |
|
| S4 |
1.2614 |
1.2673 |
1.2871 |
|
|
| 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 |
1.3006 |
1.2843 |
0.0163 |
1.3% |
0.0087 |
0.7% |
50% |
False |
True |
234,320 |
| 10 |
1.3006 |
1.2843 |
0.0163 |
1.3% |
0.0082 |
0.6% |
50% |
False |
True |
177,609 |
| 20 |
1.3304 |
1.2843 |
0.0461 |
3.6% |
0.0075 |
0.6% |
18% |
False |
True |
93,021 |
| 40 |
1.3490 |
1.2843 |
0.0647 |
5.0% |
0.0062 |
0.5% |
13% |
False |
True |
47,385 |
| 60 |
1.3709 |
1.2843 |
0.0866 |
6.7% |
0.0055 |
0.4% |
9% |
False |
True |
31,783 |
| 80 |
1.3709 |
1.2843 |
0.0866 |
6.7% |
0.0054 |
0.4% |
9% |
False |
True |
23,909 |
| 100 |
1.3980 |
1.2843 |
0.1137 |
8.8% |
0.0053 |
0.4% |
7% |
False |
True |
19,187 |
| 120 |
1.3980 |
1.2843 |
0.1137 |
8.8% |
0.0049 |
0.4% |
7% |
False |
True |
15,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3347 |
|
2.618 |
1.3190 |
|
1.618 |
1.3094 |
|
1.000 |
1.3035 |
|
0.618 |
1.2998 |
|
HIGH |
1.2939 |
|
0.618 |
1.2902 |
|
0.500 |
1.2891 |
|
0.382 |
1.2880 |
|
LOW |
1.2843 |
|
0.618 |
1.2784 |
|
1.000 |
1.2747 |
|
1.618 |
1.2688 |
|
2.618 |
1.2592 |
|
4.250 |
1.2435 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2913 |
1.2925 |
| PP |
1.2902 |
1.2924 |
| S1 |
1.2891 |
1.2924 |
|