CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3190 |
1.3193 |
0.0003 |
0.0% |
1.3220 |
| High |
1.3201 |
1.3194 |
-0.0007 |
-0.1% |
1.3225 |
| Low |
1.3178 |
1.3153 |
-0.0025 |
-0.2% |
1.3153 |
| Close |
1.3201 |
1.3153 |
-0.0048 |
-0.4% |
1.3153 |
| Range |
0.0023 |
0.0041 |
0.0018 |
78.3% |
0.0072 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
1.5% |
0.0000 |
| Volume |
48 |
40 |
-8 |
-16.7% |
209 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3262 |
1.3176 |
|
| R3 |
1.3249 |
1.3221 |
1.3164 |
|
| R2 |
1.3208 |
1.3208 |
1.3161 |
|
| R1 |
1.3180 |
1.3180 |
1.3157 |
1.3174 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3163 |
| S1 |
1.3139 |
1.3139 |
1.3149 |
1.3133 |
| S2 |
1.3126 |
1.3126 |
1.3145 |
|
| S3 |
1.3085 |
1.3098 |
1.3142 |
|
| S4 |
1.3044 |
1.3057 |
1.3130 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3393 |
1.3345 |
1.3193 |
|
| R3 |
1.3321 |
1.3273 |
1.3173 |
|
| R2 |
1.3249 |
1.3249 |
1.3166 |
|
| R1 |
1.3201 |
1.3201 |
1.3160 |
1.3189 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3171 |
| S1 |
1.3129 |
1.3129 |
1.3146 |
1.3117 |
| S2 |
1.3105 |
1.3105 |
1.3140 |
|
| S3 |
1.3033 |
1.3057 |
1.3133 |
|
| S4 |
1.2961 |
1.2985 |
1.3113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.3153 |
0.0072 |
0.5% |
0.0033 |
0.2% |
0% |
False |
True |
41 |
| 10 |
1.3410 |
1.3153 |
0.0257 |
2.0% |
0.0035 |
0.3% |
0% |
False |
True |
36 |
| 20 |
1.3436 |
1.3153 |
0.0283 |
2.2% |
0.0033 |
0.2% |
0% |
False |
True |
109 |
| 40 |
1.3664 |
1.3153 |
0.0511 |
3.9% |
0.0025 |
0.2% |
0% |
False |
True |
77 |
| 60 |
1.3710 |
1.3153 |
0.0557 |
4.2% |
0.0023 |
0.2% |
0% |
False |
True |
55 |
| 80 |
1.3989 |
1.3153 |
0.0836 |
6.4% |
0.0025 |
0.2% |
0% |
False |
True |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3368 |
|
2.618 |
1.3301 |
|
1.618 |
1.3260 |
|
1.000 |
1.3235 |
|
0.618 |
1.3219 |
|
HIGH |
1.3194 |
|
0.618 |
1.3178 |
|
0.500 |
1.3174 |
|
0.382 |
1.3169 |
|
LOW |
1.3153 |
|
0.618 |
1.3128 |
|
1.000 |
1.3112 |
|
1.618 |
1.3087 |
|
2.618 |
1.3046 |
|
4.250 |
1.2979 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3189 |
| PP |
1.3167 |
1.3177 |
| S1 |
1.3160 |
1.3165 |
|