CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3215 |
-0.0005 |
0.0% |
1.3386 |
| High |
1.3220 |
1.3226 |
0.0006 |
0.0% |
1.3386 |
| Low |
1.3200 |
1.3198 |
-0.0002 |
0.0% |
1.3260 |
| Close |
1.3202 |
1.3225 |
0.0023 |
0.2% |
1.3267 |
| Range |
0.0020 |
0.0028 |
0.0008 |
40.0% |
0.0126 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
26 |
2 |
-24 |
-92.3% |
43 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3300 |
1.3291 |
1.3240 |
|
| R3 |
1.3272 |
1.3263 |
1.3233 |
|
| R2 |
1.3244 |
1.3244 |
1.3230 |
|
| R1 |
1.3235 |
1.3235 |
1.3228 |
1.3240 |
| PP |
1.3216 |
1.3216 |
1.3216 |
1.3219 |
| S1 |
1.3207 |
1.3207 |
1.3222 |
1.3212 |
| S2 |
1.3188 |
1.3188 |
1.3220 |
|
| S3 |
1.3160 |
1.3179 |
1.3217 |
|
| S4 |
1.3132 |
1.3151 |
1.3210 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3682 |
1.3601 |
1.3336 |
|
| R3 |
1.3556 |
1.3475 |
1.3302 |
|
| R2 |
1.3430 |
1.3430 |
1.3290 |
|
| R1 |
1.3349 |
1.3349 |
1.3279 |
1.3327 |
| PP |
1.3304 |
1.3304 |
1.3304 |
1.3293 |
| S1 |
1.3223 |
1.3223 |
1.3255 |
1.3201 |
| S2 |
1.3178 |
1.3178 |
1.3244 |
|
| S3 |
1.3052 |
1.3097 |
1.3232 |
|
| S4 |
1.2926 |
1.2971 |
1.3198 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3345 |
|
2.618 |
1.3299 |
|
1.618 |
1.3271 |
|
1.000 |
1.3254 |
|
0.618 |
1.3243 |
|
HIGH |
1.3226 |
|
0.618 |
1.3215 |
|
0.500 |
1.3212 |
|
0.382 |
1.3209 |
|
LOW |
1.3198 |
|
0.618 |
1.3181 |
|
1.000 |
1.3170 |
|
1.618 |
1.3153 |
|
2.618 |
1.3125 |
|
4.250 |
1.3079 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3221 |
1.3222 |
| PP |
1.3216 |
1.3218 |
| S1 |
1.3212 |
1.3215 |
|