CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3372 |
1.3396 |
0.0024 |
0.2% |
1.3414 |
| High |
1.3409 |
1.3412 |
0.0003 |
0.0% |
1.3420 |
| Low |
1.3372 |
1.3396 |
0.0024 |
0.2% |
1.3363 |
| Close |
1.3379 |
1.3412 |
0.0033 |
0.2% |
1.3412 |
| Range |
0.0037 |
0.0016 |
-0.0021 |
-56.8% |
0.0057 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
28 |
1,237 |
1,209 |
4,317.9% |
1,598 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3455 |
1.3449 |
1.3421 |
|
| R3 |
1.3439 |
1.3433 |
1.3416 |
|
| R2 |
1.3423 |
1.3423 |
1.3415 |
|
| R1 |
1.3417 |
1.3417 |
1.3413 |
1.3420 |
| PP |
1.3407 |
1.3407 |
1.3407 |
1.3408 |
| S1 |
1.3401 |
1.3401 |
1.3411 |
1.3404 |
| S2 |
1.3391 |
1.3391 |
1.3409 |
|
| S3 |
1.3375 |
1.3385 |
1.3408 |
|
| S4 |
1.3359 |
1.3369 |
1.3403 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3569 |
1.3548 |
1.3443 |
|
| R3 |
1.3512 |
1.3491 |
1.3428 |
|
| R2 |
1.3455 |
1.3455 |
1.3422 |
|
| R1 |
1.3434 |
1.3434 |
1.3417 |
1.3416 |
| PP |
1.3398 |
1.3398 |
1.3398 |
1.3390 |
| S1 |
1.3377 |
1.3377 |
1.3407 |
1.3359 |
| S2 |
1.3341 |
1.3341 |
1.3402 |
|
| S3 |
1.3284 |
1.3320 |
1.3396 |
|
| S4 |
1.3227 |
1.3263 |
1.3381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3420 |
1.3363 |
0.0057 |
0.4% |
0.0026 |
0.2% |
86% |
False |
False |
319 |
| 10 |
1.3436 |
1.3356 |
0.0080 |
0.6% |
0.0031 |
0.2% |
70% |
False |
False |
183 |
| 20 |
1.3547 |
1.3356 |
0.0191 |
1.4% |
0.0022 |
0.2% |
29% |
False |
False |
117 |
| 40 |
1.3710 |
1.3356 |
0.0354 |
2.6% |
0.0020 |
0.1% |
16% |
False |
False |
74 |
| 60 |
1.3710 |
1.3356 |
0.0354 |
2.6% |
0.0022 |
0.2% |
16% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3480 |
|
2.618 |
1.3454 |
|
1.618 |
1.3438 |
|
1.000 |
1.3428 |
|
0.618 |
1.3422 |
|
HIGH |
1.3412 |
|
0.618 |
1.3406 |
|
0.500 |
1.3404 |
|
0.382 |
1.3402 |
|
LOW |
1.3396 |
|
0.618 |
1.3386 |
|
1.000 |
1.3380 |
|
1.618 |
1.3370 |
|
2.618 |
1.3354 |
|
4.250 |
1.3328 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3409 |
1.3407 |
| PP |
1.3407 |
1.3401 |
| S1 |
1.3404 |
1.3396 |
|