CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3386 |
1.3350 |
-0.0036 |
-0.3% |
1.3421 |
| High |
1.3386 |
1.3350 |
-0.0036 |
-0.3% |
1.3430 |
| Low |
1.3386 |
1.3345 |
-0.0041 |
-0.3% |
1.3382 |
| Close |
1.3386 |
1.3345 |
-0.0041 |
-0.3% |
1.3421 |
| Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0048 |
| ATR |
|
|
|
|
|
| Volume |
20 |
20 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3362 |
1.3358 |
1.3348 |
|
| R3 |
1.3357 |
1.3353 |
1.3346 |
|
| R2 |
1.3352 |
1.3352 |
1.3346 |
|
| R1 |
1.3348 |
1.3348 |
1.3345 |
1.3348 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3346 |
| S1 |
1.3343 |
1.3343 |
1.3345 |
1.3343 |
| S2 |
1.3342 |
1.3342 |
1.3344 |
|
| S3 |
1.3337 |
1.3338 |
1.3344 |
|
| S4 |
1.3332 |
1.3333 |
1.3342 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3555 |
1.3536 |
1.3447 |
|
| R3 |
1.3507 |
1.3488 |
1.3434 |
|
| R2 |
1.3459 |
1.3459 |
1.3430 |
|
| R1 |
1.3440 |
1.3440 |
1.3425 |
1.3445 |
| PP |
1.3411 |
1.3411 |
1.3411 |
1.3414 |
| S1 |
1.3392 |
1.3392 |
1.3417 |
1.3397 |
| S2 |
1.3363 |
1.3363 |
1.3412 |
|
| S3 |
1.3315 |
1.3344 |
1.3408 |
|
| S4 |
1.3267 |
1.3296 |
1.3395 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3371 |
|
2.618 |
1.3363 |
|
1.618 |
1.3358 |
|
1.000 |
1.3355 |
|
0.618 |
1.3353 |
|
HIGH |
1.3350 |
|
0.618 |
1.3348 |
|
0.500 |
1.3348 |
|
0.382 |
1.3347 |
|
LOW |
1.3345 |
|
0.618 |
1.3342 |
|
1.000 |
1.3340 |
|
1.618 |
1.3337 |
|
2.618 |
1.3332 |
|
4.250 |
1.3324 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3348 |
1.3383 |
| PP |
1.3347 |
1.3370 |
| S1 |
1.3346 |
1.3358 |
|