CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3380 |
0.0017 |
0.1% |
1.3433 |
| High |
1.3380 |
1.3420 |
0.0040 |
0.3% |
1.3436 |
| Low |
1.3363 |
1.3380 |
0.0017 |
0.1% |
1.3356 |
| Close |
1.3380 |
1.3381 |
0.0001 |
0.0% |
1.3425 |
| Range |
0.0017 |
0.0040 |
0.0023 |
135.3% |
0.0080 |
| ATR |
0.0033 |
0.0034 |
0.0000 |
1.5% |
0.0000 |
| Volume |
10 |
24 |
14 |
140.0% |
233 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3487 |
1.3403 |
|
| R3 |
1.3474 |
1.3447 |
1.3392 |
|
| R2 |
1.3434 |
1.3434 |
1.3388 |
|
| R1 |
1.3407 |
1.3407 |
1.3385 |
1.3421 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3400 |
| S1 |
1.3367 |
1.3367 |
1.3377 |
1.3381 |
| S2 |
1.3354 |
1.3354 |
1.3374 |
|
| S3 |
1.3314 |
1.3327 |
1.3370 |
|
| S4 |
1.3274 |
1.3287 |
1.3359 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3646 |
1.3615 |
1.3469 |
|
| R3 |
1.3566 |
1.3535 |
1.3447 |
|
| R2 |
1.3486 |
1.3486 |
1.3440 |
|
| R1 |
1.3455 |
1.3455 |
1.3432 |
1.3431 |
| PP |
1.3406 |
1.3406 |
1.3406 |
1.3393 |
| S1 |
1.3375 |
1.3375 |
1.3418 |
1.3351 |
| S2 |
1.3326 |
1.3326 |
1.3410 |
|
| S3 |
1.3246 |
1.3295 |
1.3403 |
|
| S4 |
1.3166 |
1.3215 |
1.3381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3436 |
1.3356 |
0.0080 |
0.6% |
0.0034 |
0.3% |
31% |
False |
False |
68 |
| 10 |
1.3446 |
1.3356 |
0.0090 |
0.7% |
0.0031 |
0.2% |
28% |
False |
False |
88 |
| 20 |
1.3549 |
1.3356 |
0.0193 |
1.4% |
0.0021 |
0.2% |
13% |
False |
False |
59 |
| 40 |
1.3710 |
1.3356 |
0.0354 |
2.6% |
0.0020 |
0.1% |
7% |
False |
False |
42 |
| 60 |
1.3710 |
1.3356 |
0.0354 |
2.6% |
0.0021 |
0.2% |
7% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3590 |
|
2.618 |
1.3525 |
|
1.618 |
1.3485 |
|
1.000 |
1.3460 |
|
0.618 |
1.3445 |
|
HIGH |
1.3420 |
|
0.618 |
1.3405 |
|
0.500 |
1.3400 |
|
0.382 |
1.3395 |
|
LOW |
1.3380 |
|
0.618 |
1.3355 |
|
1.000 |
1.3340 |
|
1.618 |
1.3315 |
|
2.618 |
1.3275 |
|
4.250 |
1.3210 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3400 |
1.3392 |
| PP |
1.3394 |
1.3388 |
| S1 |
1.3387 |
1.3385 |
|