CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3365 |
1.3367 |
0.0002 |
0.0% |
1.3409 |
| High |
1.3410 |
1.3407 |
-0.0003 |
0.0% |
1.3417 |
| Low |
1.3350 |
1.3360 |
0.0010 |
0.1% |
1.3338 |
| Close |
1.3368 |
1.3400 |
0.0032 |
0.2% |
1.3400 |
| Range |
0.0060 |
0.0047 |
-0.0013 |
-21.7% |
0.0079 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
149,068 |
162,190 |
13,122 |
8.8% |
724,271 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3530 |
1.3512 |
1.3426 |
|
| R3 |
1.3483 |
1.3465 |
1.3413 |
|
| R2 |
1.3436 |
1.3436 |
1.3409 |
|
| R1 |
1.3418 |
1.3418 |
1.3404 |
1.3427 |
| PP |
1.3389 |
1.3389 |
1.3389 |
1.3394 |
| S1 |
1.3371 |
1.3371 |
1.3396 |
1.3380 |
| S2 |
1.3342 |
1.3342 |
1.3391 |
|
| S3 |
1.3295 |
1.3324 |
1.3387 |
|
| S4 |
1.3248 |
1.3277 |
1.3374 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3622 |
1.3590 |
1.3443 |
|
| R3 |
1.3543 |
1.3511 |
1.3422 |
|
| R2 |
1.3464 |
1.3464 |
1.3414 |
|
| R1 |
1.3432 |
1.3432 |
1.3407 |
1.3409 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3373 |
| S1 |
1.3353 |
1.3353 |
1.3393 |
1.3330 |
| S2 |
1.3306 |
1.3306 |
1.3386 |
|
| S3 |
1.3227 |
1.3274 |
1.3378 |
|
| S4 |
1.3148 |
1.3195 |
1.3357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3417 |
1.3338 |
0.0079 |
0.6% |
0.0052 |
0.4% |
78% |
False |
False |
144,854 |
| 10 |
1.3435 |
1.3335 |
0.0100 |
0.7% |
0.0055 |
0.4% |
65% |
False |
False |
161,977 |
| 20 |
1.3552 |
1.3335 |
0.0217 |
1.6% |
0.0049 |
0.4% |
30% |
False |
False |
155,876 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0048 |
0.4% |
18% |
False |
False |
146,033 |
| 60 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0053 |
0.4% |
18% |
False |
False |
117,950 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
10% |
False |
False |
88,787 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
10% |
False |
False |
71,114 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0057 |
0.4% |
10% |
False |
False |
59,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3607 |
|
2.618 |
1.3530 |
|
1.618 |
1.3483 |
|
1.000 |
1.3454 |
|
0.618 |
1.3436 |
|
HIGH |
1.3407 |
|
0.618 |
1.3389 |
|
0.500 |
1.3384 |
|
0.382 |
1.3378 |
|
LOW |
1.3360 |
|
0.618 |
1.3331 |
|
1.000 |
1.3313 |
|
1.618 |
1.3284 |
|
2.618 |
1.3237 |
|
4.250 |
1.3160 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3395 |
1.3394 |
| PP |
1.3389 |
1.3387 |
| S1 |
1.3384 |
1.3381 |
|