CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3193 |
1.3135 |
-0.0058 |
-0.4% |
1.3220 |
| High |
1.3194 |
1.3152 |
-0.0042 |
-0.3% |
1.3225 |
| Low |
1.3153 |
1.3135 |
-0.0018 |
-0.1% |
1.3153 |
| Close |
1.3153 |
1.3146 |
-0.0007 |
-0.1% |
1.3153 |
| Range |
0.0041 |
0.0017 |
-0.0024 |
-58.5% |
0.0072 |
| ATR |
0.0040 |
0.0038 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
40 |
42 |
2 |
5.0% |
209 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3188 |
1.3155 |
|
| R3 |
1.3178 |
1.3171 |
1.3151 |
|
| R2 |
1.3161 |
1.3161 |
1.3149 |
|
| R1 |
1.3154 |
1.3154 |
1.3148 |
1.3158 |
| PP |
1.3144 |
1.3144 |
1.3144 |
1.3146 |
| S1 |
1.3137 |
1.3137 |
1.3144 |
1.3141 |
| S2 |
1.3127 |
1.3127 |
1.3143 |
|
| S3 |
1.3110 |
1.3120 |
1.3141 |
|
| S4 |
1.3093 |
1.3103 |
1.3137 |
|
|
| 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 |
1.3135 |
0.0090 |
0.7% |
0.0033 |
0.3% |
12% |
False |
True |
37 |
| 10 |
1.3365 |
1.3135 |
0.0230 |
1.7% |
0.0033 |
0.2% |
5% |
False |
True |
38 |
| 20 |
1.3436 |
1.3135 |
0.0301 |
2.3% |
0.0033 |
0.3% |
4% |
False |
True |
111 |
| 40 |
1.3664 |
1.3135 |
0.0529 |
4.0% |
0.0025 |
0.2% |
2% |
False |
True |
77 |
| 60 |
1.3710 |
1.3135 |
0.0575 |
4.4% |
0.0023 |
0.2% |
2% |
False |
True |
56 |
| 80 |
1.3820 |
1.3135 |
0.0685 |
5.2% |
0.0024 |
0.2% |
2% |
False |
True |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3224 |
|
2.618 |
1.3197 |
|
1.618 |
1.3180 |
|
1.000 |
1.3169 |
|
0.618 |
1.3163 |
|
HIGH |
1.3152 |
|
0.618 |
1.3146 |
|
0.500 |
1.3144 |
|
0.382 |
1.3141 |
|
LOW |
1.3135 |
|
0.618 |
1.3124 |
|
1.000 |
1.3118 |
|
1.618 |
1.3107 |
|
2.618 |
1.3090 |
|
4.250 |
1.3063 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3145 |
1.3168 |
| PP |
1.3144 |
1.3161 |
| S1 |
1.3144 |
1.3153 |
|