CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3405 |
1.3433 |
0.0028 |
0.2% |
1.3449 |
| High |
1.3446 |
1.3433 |
-0.0013 |
-0.1% |
1.3453 |
| Low |
1.3402 |
1.3424 |
0.0022 |
0.2% |
1.3385 |
| Close |
1.3440 |
1.3431 |
-0.0009 |
-0.1% |
1.3440 |
| Range |
0.0044 |
0.0009 |
-0.0035 |
-79.5% |
0.0068 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
307 |
9 |
-298 |
-97.1% |
387 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3453 |
1.3436 |
|
| R3 |
1.3447 |
1.3444 |
1.3433 |
|
| R2 |
1.3438 |
1.3438 |
1.3433 |
|
| R1 |
1.3435 |
1.3435 |
1.3432 |
1.3432 |
| PP |
1.3429 |
1.3429 |
1.3429 |
1.3428 |
| S1 |
1.3426 |
1.3426 |
1.3430 |
1.3423 |
| S2 |
1.3420 |
1.3420 |
1.3429 |
|
| S3 |
1.3411 |
1.3417 |
1.3429 |
|
| S4 |
1.3402 |
1.3408 |
1.3426 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3630 |
1.3603 |
1.3477 |
|
| R3 |
1.3562 |
1.3535 |
1.3459 |
|
| R2 |
1.3494 |
1.3494 |
1.3452 |
|
| R1 |
1.3467 |
1.3467 |
1.3446 |
1.3447 |
| PP |
1.3426 |
1.3426 |
1.3426 |
1.3416 |
| S1 |
1.3399 |
1.3399 |
1.3434 |
1.3379 |
| S2 |
1.3358 |
1.3358 |
1.3428 |
|
| S3 |
1.3290 |
1.3331 |
1.3421 |
|
| S4 |
1.3222 |
1.3263 |
1.3403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3446 |
1.3385 |
0.0061 |
0.5% |
0.0019 |
0.1% |
75% |
False |
False |
72 |
| 10 |
1.3479 |
1.3385 |
0.0094 |
0.7% |
0.0014 |
0.1% |
49% |
False |
False |
52 |
| 20 |
1.3664 |
1.3385 |
0.0279 |
2.1% |
0.0017 |
0.1% |
16% |
False |
False |
43 |
| 40 |
1.3710 |
1.3385 |
0.0325 |
2.4% |
0.0018 |
0.1% |
14% |
False |
False |
28 |
| 60 |
1.3820 |
1.3385 |
0.0435 |
3.2% |
0.0021 |
0.2% |
11% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3471 |
|
2.618 |
1.3457 |
|
1.618 |
1.3448 |
|
1.000 |
1.3442 |
|
0.618 |
1.3439 |
|
HIGH |
1.3433 |
|
0.618 |
1.3430 |
|
0.500 |
1.3429 |
|
0.382 |
1.3427 |
|
LOW |
1.3424 |
|
0.618 |
1.3418 |
|
1.000 |
1.3415 |
|
1.618 |
1.3409 |
|
2.618 |
1.3400 |
|
4.250 |
1.3386 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3427 |
| PP |
1.3429 |
1.3422 |
| S1 |
1.3429 |
1.3418 |
|