CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3207 |
-0.0013 |
-0.1% |
1.3410 |
| High |
1.3221 |
1.3223 |
0.0002 |
0.0% |
1.3410 |
| Low |
1.3207 |
1.3190 |
-0.0017 |
-0.1% |
1.3239 |
| Close |
1.3209 |
1.3190 |
-0.0019 |
-0.1% |
1.3256 |
| Range |
0.0014 |
0.0033 |
0.0019 |
135.7% |
0.0171 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
62 |
28 |
-34 |
-54.8% |
151 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3300 |
1.3278 |
1.3208 |
|
| R3 |
1.3267 |
1.3245 |
1.3199 |
|
| R2 |
1.3234 |
1.3234 |
1.3196 |
|
| R1 |
1.3212 |
1.3212 |
1.3193 |
1.3207 |
| PP |
1.3201 |
1.3201 |
1.3201 |
1.3198 |
| S1 |
1.3179 |
1.3179 |
1.3187 |
1.3174 |
| S2 |
1.3168 |
1.3168 |
1.3184 |
|
| S3 |
1.3135 |
1.3146 |
1.3181 |
|
| S4 |
1.3102 |
1.3113 |
1.3172 |
|
|
| 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 |
1.3310 |
1.3190 |
0.0120 |
0.9% |
0.0032 |
0.2% |
0% |
False |
True |
38 |
| 10 |
1.3420 |
1.3190 |
0.0230 |
1.7% |
0.0033 |
0.2% |
0% |
False |
True |
153 |
| 20 |
1.3446 |
1.3190 |
0.0256 |
1.9% |
0.0031 |
0.2% |
0% |
False |
True |
120 |
| 40 |
1.3701 |
1.3190 |
0.0511 |
3.9% |
0.0024 |
0.2% |
0% |
False |
True |
75 |
| 60 |
1.3710 |
1.3190 |
0.0520 |
3.9% |
0.0024 |
0.2% |
0% |
False |
True |
54 |
| 80 |
1.3989 |
1.3190 |
0.0799 |
6.1% |
0.0025 |
0.2% |
0% |
False |
True |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3363 |
|
2.618 |
1.3309 |
|
1.618 |
1.3276 |
|
1.000 |
1.3256 |
|
0.618 |
1.3243 |
|
HIGH |
1.3223 |
|
0.618 |
1.3210 |
|
0.500 |
1.3207 |
|
0.382 |
1.3203 |
|
LOW |
1.3190 |
|
0.618 |
1.3170 |
|
1.000 |
1.3157 |
|
1.618 |
1.3137 |
|
2.618 |
1.3104 |
|
4.250 |
1.3050 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3207 |
1.3233 |
| PP |
1.3201 |
1.3219 |
| S1 |
1.3196 |
1.3204 |
|