CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.2970 |
0.0055 |
0.4% |
1.3135 |
| High |
1.2970 |
1.2978 |
0.0008 |
0.1% |
1.3175 |
| Low |
1.2885 |
1.2910 |
0.0025 |
0.2% |
1.2946 |
| Close |
1.2941 |
1.2926 |
-0.0015 |
-0.1% |
1.2981 |
| Range |
0.0085 |
0.0068 |
-0.0017 |
-20.0% |
0.0229 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.6% |
0.0000 |
| Volume |
225 |
160 |
-65 |
-28.9% |
691 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.3102 |
1.2963 |
|
| R3 |
1.3074 |
1.3034 |
1.2945 |
|
| R2 |
1.3006 |
1.3006 |
1.2938 |
|
| R1 |
1.2966 |
1.2966 |
1.2932 |
1.2952 |
| PP |
1.2938 |
1.2938 |
1.2938 |
1.2931 |
| S1 |
1.2898 |
1.2898 |
1.2920 |
1.2884 |
| S2 |
1.2870 |
1.2870 |
1.2914 |
|
| S3 |
1.2802 |
1.2830 |
1.2907 |
|
| S4 |
1.2734 |
1.2762 |
1.2889 |
|
|
| 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 |
1.3170 |
1.2885 |
0.0285 |
2.2% |
0.0101 |
0.8% |
14% |
False |
False |
265 |
| 10 |
1.3225 |
1.2885 |
0.0340 |
2.6% |
0.0066 |
0.5% |
12% |
False |
False |
155 |
| 20 |
1.3420 |
1.2885 |
0.0535 |
4.1% |
0.0049 |
0.4% |
8% |
False |
False |
154 |
| 40 |
1.3549 |
1.2885 |
0.0664 |
5.1% |
0.0035 |
0.3% |
6% |
False |
False |
107 |
| 60 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0030 |
0.2% |
5% |
False |
False |
79 |
| 80 |
1.3735 |
1.2885 |
0.0850 |
6.6% |
0.0028 |
0.2% |
5% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3267 |
|
2.618 |
1.3156 |
|
1.618 |
1.3088 |
|
1.000 |
1.3046 |
|
0.618 |
1.3020 |
|
HIGH |
1.2978 |
|
0.618 |
1.2952 |
|
0.500 |
1.2944 |
|
0.382 |
1.2936 |
|
LOW |
1.2910 |
|
0.618 |
1.2868 |
|
1.000 |
1.2842 |
|
1.618 |
1.2800 |
|
2.618 |
1.2732 |
|
4.250 |
1.2621 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2944 |
1.2932 |
| PP |
1.2938 |
1.2930 |
| S1 |
1.2932 |
1.2928 |
|