CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3162 |
1.2950 |
-0.0212 |
-1.6% |
1.3135 |
| High |
1.3170 |
1.3009 |
-0.0161 |
-1.2% |
1.3175 |
| Low |
1.2947 |
1.2946 |
-0.0001 |
0.0% |
1.2946 |
| Close |
1.2960 |
1.2981 |
0.0021 |
0.2% |
1.2981 |
| Range |
0.0223 |
0.0063 |
-0.0160 |
-71.7% |
0.0229 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.7% |
0.0000 |
| Volume |
91 |
490 |
399 |
438.5% |
691 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.3137 |
1.3016 |
|
| R3 |
1.3105 |
1.3074 |
1.2998 |
|
| R2 |
1.3042 |
1.3042 |
1.2993 |
|
| R1 |
1.3011 |
1.3011 |
1.2987 |
1.3027 |
| PP |
1.2979 |
1.2979 |
1.2979 |
1.2986 |
| S1 |
1.2948 |
1.2948 |
1.2975 |
1.2964 |
| S2 |
1.2916 |
1.2916 |
1.2969 |
|
| S3 |
1.2853 |
1.2885 |
1.2964 |
|
| S4 |
1.2790 |
1.2822 |
1.2946 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3721 |
1.3580 |
1.3107 |
|
| R3 |
1.3492 |
1.3351 |
1.3044 |
|
| R2 |
1.3263 |
1.3263 |
1.3023 |
|
| R1 |
1.3122 |
1.3122 |
1.3002 |
1.3078 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3012 |
| S1 |
1.2893 |
1.2893 |
1.2960 |
1.2849 |
| S2 |
1.2805 |
1.2805 |
1.2939 |
|
| S3 |
1.2576 |
1.2664 |
1.2918 |
|
| S4 |
1.2347 |
1.2435 |
1.2855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3194 |
1.2946 |
0.0248 |
1.9% |
0.0074 |
0.6% |
14% |
False |
True |
146 |
| 10 |
1.3276 |
1.2946 |
0.0330 |
2.5% |
0.0053 |
0.4% |
11% |
False |
True |
92 |
| 20 |
1.3436 |
1.2946 |
0.0490 |
3.8% |
0.0044 |
0.3% |
7% |
False |
True |
132 |
| 40 |
1.3637 |
1.2946 |
0.0691 |
5.3% |
0.0030 |
0.2% |
5% |
False |
True |
90 |
| 60 |
1.3710 |
1.2946 |
0.0764 |
5.9% |
0.0027 |
0.2% |
5% |
False |
True |
67 |
| 80 |
1.3735 |
1.2946 |
0.0789 |
6.1% |
0.0026 |
0.2% |
4% |
False |
True |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3277 |
|
2.618 |
1.3174 |
|
1.618 |
1.3111 |
|
1.000 |
1.3072 |
|
0.618 |
1.3048 |
|
HIGH |
1.3009 |
|
0.618 |
1.2985 |
|
0.500 |
1.2978 |
|
0.382 |
1.2970 |
|
LOW |
1.2946 |
|
0.618 |
1.2907 |
|
1.000 |
1.2883 |
|
1.618 |
1.2844 |
|
2.618 |
1.2781 |
|
4.250 |
1.2678 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2980 |
1.3061 |
| PP |
1.2979 |
1.3034 |
| S1 |
1.2978 |
1.3008 |
|