CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.2942 |
0.0002 |
0.0% |
1.2976 |
| High |
1.2971 |
1.2996 |
0.0025 |
0.2% |
1.2996 |
| Low |
1.2920 |
1.2934 |
0.0014 |
0.1% |
1.2885 |
| Close |
1.2945 |
1.2969 |
0.0024 |
0.2% |
1.2969 |
| Range |
0.0051 |
0.0062 |
0.0011 |
21.6% |
0.0111 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
214 |
92 |
-122 |
-57.0% |
1,052 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3152 |
1.3123 |
1.3003 |
|
| R3 |
1.3090 |
1.3061 |
1.2986 |
|
| R2 |
1.3028 |
1.3028 |
1.2980 |
|
| R1 |
1.2999 |
1.2999 |
1.2975 |
1.3014 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2974 |
| S1 |
1.2937 |
1.2937 |
1.2963 |
1.2952 |
| S2 |
1.2904 |
1.2904 |
1.2958 |
|
| S3 |
1.2842 |
1.2875 |
1.2952 |
|
| S4 |
1.2780 |
1.2813 |
1.2935 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3237 |
1.3030 |
|
| R3 |
1.3172 |
1.3126 |
1.3000 |
|
| R2 |
1.3061 |
1.3061 |
1.2989 |
|
| R1 |
1.3015 |
1.3015 |
1.2979 |
1.2983 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2934 |
| S1 |
1.2904 |
1.2904 |
1.2959 |
1.2872 |
| S2 |
1.2839 |
1.2839 |
1.2949 |
|
| S3 |
1.2728 |
1.2793 |
1.2938 |
|
| S4 |
1.2617 |
1.2682 |
1.2908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2996 |
1.2885 |
0.0111 |
0.9% |
0.0066 |
0.5% |
76% |
True |
False |
210 |
| 10 |
1.3194 |
1.2885 |
0.0309 |
2.4% |
0.0070 |
0.5% |
27% |
False |
False |
178 |
| 20 |
1.3412 |
1.2885 |
0.0527 |
4.1% |
0.0051 |
0.4% |
16% |
False |
False |
167 |
| 40 |
1.3549 |
1.2885 |
0.0664 |
5.1% |
0.0037 |
0.3% |
13% |
False |
False |
113 |
| 60 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0031 |
0.2% |
10% |
False |
False |
84 |
| 80 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0029 |
0.2% |
10% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3260 |
|
2.618 |
1.3158 |
|
1.618 |
1.3096 |
|
1.000 |
1.3058 |
|
0.618 |
1.3034 |
|
HIGH |
1.2996 |
|
0.618 |
1.2972 |
|
0.500 |
1.2965 |
|
0.382 |
1.2958 |
|
LOW |
1.2934 |
|
0.618 |
1.2896 |
|
1.000 |
1.2872 |
|
1.618 |
1.2834 |
|
2.618 |
1.2772 |
|
4.250 |
1.2671 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2968 |
1.2964 |
| PP |
1.2966 |
1.2958 |
| S1 |
1.2965 |
1.2953 |
|