CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3276 |
0.0004 |
0.0% |
1.3410 |
| High |
1.3298 |
1.3276 |
-0.0022 |
-0.2% |
1.3410 |
| Low |
1.3258 |
1.3239 |
-0.0019 |
-0.1% |
1.3239 |
| Close |
1.3295 |
1.3256 |
-0.0039 |
-0.3% |
1.3256 |
| Range |
0.0040 |
0.0037 |
-0.0003 |
-7.5% |
0.0171 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
3.6% |
0.0000 |
| Volume |
46 |
20 |
-26 |
-56.5% |
151 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3368 |
1.3349 |
1.3276 |
|
| R3 |
1.3331 |
1.3312 |
1.3266 |
|
| R2 |
1.3294 |
1.3294 |
1.3263 |
|
| R1 |
1.3275 |
1.3275 |
1.3259 |
1.3266 |
| PP |
1.3257 |
1.3257 |
1.3257 |
1.3253 |
| S1 |
1.3238 |
1.3238 |
1.3253 |
1.3229 |
| S2 |
1.3220 |
1.3220 |
1.3249 |
|
| S3 |
1.3183 |
1.3201 |
1.3246 |
|
| S4 |
1.3146 |
1.3164 |
1.3236 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3706 |
1.3350 |
|
| R3 |
1.3644 |
1.3535 |
1.3303 |
|
| R2 |
1.3473 |
1.3473 |
1.3287 |
|
| R1 |
1.3364 |
1.3364 |
1.3272 |
1.3333 |
| PP |
1.3302 |
1.3302 |
1.3302 |
1.3286 |
| S1 |
1.3193 |
1.3193 |
1.3240 |
1.3162 |
| S2 |
1.3131 |
1.3131 |
1.3225 |
|
| S3 |
1.2960 |
1.3022 |
1.3209 |
|
| S4 |
1.2789 |
1.2851 |
1.3162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3410 |
1.3239 |
0.0171 |
1.3% |
0.0037 |
0.3% |
10% |
False |
True |
30 |
| 10 |
1.3420 |
1.3239 |
0.0181 |
1.4% |
0.0031 |
0.2% |
9% |
False |
True |
174 |
| 20 |
1.3453 |
1.3239 |
0.0214 |
1.6% |
0.0029 |
0.2% |
8% |
False |
True |
118 |
| 40 |
1.3710 |
1.3239 |
0.0471 |
3.6% |
0.0024 |
0.2% |
4% |
False |
True |
73 |
| 60 |
1.3710 |
1.3239 |
0.0471 |
3.6% |
0.0024 |
0.2% |
4% |
False |
True |
52 |
| 80 |
1.3989 |
1.3239 |
0.0750 |
5.7% |
0.0025 |
0.2% |
2% |
False |
True |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3433 |
|
2.618 |
1.3373 |
|
1.618 |
1.3336 |
|
1.000 |
1.3313 |
|
0.618 |
1.3299 |
|
HIGH |
1.3276 |
|
0.618 |
1.3262 |
|
0.500 |
1.3258 |
|
0.382 |
1.3253 |
|
LOW |
1.3239 |
|
0.618 |
1.3216 |
|
1.000 |
1.3202 |
|
1.618 |
1.3179 |
|
2.618 |
1.3142 |
|
4.250 |
1.3082 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3258 |
1.3275 |
| PP |
1.3257 |
1.3268 |
| S1 |
1.3257 |
1.3262 |
|