CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.2976 |
0.0026 |
0.2% |
1.3135 |
| High |
1.3009 |
1.2976 |
-0.0033 |
-0.3% |
1.3175 |
| Low |
1.2946 |
1.2910 |
-0.0036 |
-0.3% |
1.2946 |
| Close |
1.2981 |
1.2930 |
-0.0051 |
-0.4% |
1.2981 |
| Range |
0.0063 |
0.0066 |
0.0003 |
4.8% |
0.0229 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.6% |
0.0000 |
| Volume |
490 |
361 |
-129 |
-26.3% |
691 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3099 |
1.2966 |
|
| R3 |
1.3071 |
1.3033 |
1.2948 |
|
| R2 |
1.3005 |
1.3005 |
1.2942 |
|
| R1 |
1.2967 |
1.2967 |
1.2936 |
1.2953 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2932 |
| S1 |
1.2901 |
1.2901 |
1.2924 |
1.2887 |
| S2 |
1.2873 |
1.2873 |
1.2918 |
|
| S3 |
1.2807 |
1.2835 |
1.2912 |
|
| S4 |
1.2741 |
1.2769 |
1.2894 |
|
|
| 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 |
1.3175 |
1.2910 |
0.0265 |
2.0% |
0.0079 |
0.6% |
8% |
False |
True |
210 |
| 10 |
1.3225 |
1.2910 |
0.0315 |
2.4% |
0.0056 |
0.4% |
6% |
False |
True |
126 |
| 20 |
1.3420 |
1.2910 |
0.0510 |
3.9% |
0.0044 |
0.3% |
4% |
False |
True |
150 |
| 40 |
1.3637 |
1.2910 |
0.0727 |
5.6% |
0.0032 |
0.2% |
3% |
False |
True |
98 |
| 60 |
1.3710 |
1.2910 |
0.0800 |
6.2% |
0.0027 |
0.2% |
3% |
False |
True |
73 |
| 80 |
1.3735 |
1.2910 |
0.0825 |
6.4% |
0.0027 |
0.2% |
2% |
False |
True |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3257 |
|
2.618 |
1.3149 |
|
1.618 |
1.3083 |
|
1.000 |
1.3042 |
|
0.618 |
1.3017 |
|
HIGH |
1.2976 |
|
0.618 |
1.2951 |
|
0.500 |
1.2943 |
|
0.382 |
1.2935 |
|
LOW |
1.2910 |
|
0.618 |
1.2869 |
|
1.000 |
1.2844 |
|
1.618 |
1.2803 |
|
2.618 |
1.2737 |
|
4.250 |
1.2630 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2943 |
1.3040 |
| PP |
1.2939 |
1.3003 |
| S1 |
1.2934 |
1.2967 |
|