CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3409 |
0.0046 |
0.3% |
1.3430 |
| High |
1.3435 |
1.3410 |
-0.0025 |
-0.2% |
1.3435 |
| Low |
1.3345 |
1.3382 |
0.0037 |
0.3% |
1.3335 |
| Close |
1.3413 |
1.3384 |
-0.0029 |
-0.2% |
1.3413 |
| Range |
0.0090 |
0.0028 |
-0.0062 |
-68.9% |
0.0100 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
206,708 |
90,749 |
-115,959 |
-56.1% |
895,504 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3476 |
1.3458 |
1.3399 |
|
| R3 |
1.3448 |
1.3430 |
1.3392 |
|
| R2 |
1.3420 |
1.3420 |
1.3389 |
|
| R1 |
1.3402 |
1.3402 |
1.3387 |
1.3397 |
| PP |
1.3392 |
1.3392 |
1.3392 |
1.3390 |
| S1 |
1.3374 |
1.3374 |
1.3381 |
1.3369 |
| S2 |
1.3364 |
1.3364 |
1.3379 |
|
| S3 |
1.3336 |
1.3346 |
1.3376 |
|
| S4 |
1.3308 |
1.3318 |
1.3369 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3654 |
1.3468 |
|
| R3 |
1.3594 |
1.3554 |
1.3441 |
|
| R2 |
1.3494 |
1.3494 |
1.3431 |
|
| R1 |
1.3454 |
1.3454 |
1.3422 |
1.3424 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3380 |
| S1 |
1.3354 |
1.3354 |
1.3404 |
1.3324 |
| S2 |
1.3294 |
1.3294 |
1.3395 |
|
| S3 |
1.3194 |
1.3254 |
1.3386 |
|
| S4 |
1.3094 |
1.3154 |
1.3358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3435 |
1.3335 |
0.0100 |
0.7% |
0.0059 |
0.4% |
49% |
False |
False |
176,743 |
| 10 |
1.3447 |
1.3335 |
0.0112 |
0.8% |
0.0051 |
0.4% |
44% |
False |
False |
170,161 |
| 20 |
1.3631 |
1.3335 |
0.0296 |
2.2% |
0.0047 |
0.4% |
17% |
False |
False |
155,365 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0049 |
0.4% |
13% |
False |
False |
144,331 |
| 60 |
1.3734 |
1.3335 |
0.0399 |
3.0% |
0.0052 |
0.4% |
12% |
False |
False |
107,477 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
8% |
False |
False |
80,880 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0055 |
0.4% |
8% |
False |
False |
64,788 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0056 |
0.4% |
8% |
False |
False |
54,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3529 |
|
2.618 |
1.3483 |
|
1.618 |
1.3455 |
|
1.000 |
1.3438 |
|
0.618 |
1.3427 |
|
HIGH |
1.3410 |
|
0.618 |
1.3399 |
|
0.500 |
1.3396 |
|
0.382 |
1.3393 |
|
LOW |
1.3382 |
|
0.618 |
1.3365 |
|
1.000 |
1.3354 |
|
1.618 |
1.3337 |
|
2.618 |
1.3309 |
|
4.250 |
1.3263 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3396 |
1.3387 |
| PP |
1.3392 |
1.3386 |
| S1 |
1.3388 |
1.3385 |
|