CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3367 |
1.3394 |
0.0027 |
0.2% |
1.3409 |
| High |
1.3407 |
1.3400 |
-0.0007 |
-0.1% |
1.3417 |
| Low |
1.3360 |
1.3354 |
-0.0006 |
0.0% |
1.3338 |
| Close |
1.3400 |
1.3363 |
-0.0037 |
-0.3% |
1.3400 |
| Range |
0.0047 |
0.0046 |
-0.0001 |
-2.1% |
0.0079 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
162,190 |
104,859 |
-57,331 |
-35.3% |
724,271 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3510 |
1.3483 |
1.3388 |
|
| R3 |
1.3464 |
1.3437 |
1.3376 |
|
| R2 |
1.3418 |
1.3418 |
1.3371 |
|
| R1 |
1.3391 |
1.3391 |
1.3367 |
1.3382 |
| PP |
1.3372 |
1.3372 |
1.3372 |
1.3368 |
| S1 |
1.3345 |
1.3345 |
1.3359 |
1.3336 |
| S2 |
1.3326 |
1.3326 |
1.3355 |
|
| S3 |
1.3280 |
1.3299 |
1.3350 |
|
| S4 |
1.3234 |
1.3253 |
1.3338 |
|
|
| 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% |
0.0055 |
0.4% |
32% |
False |
False |
147,676 |
| 10 |
1.3435 |
1.3335 |
0.0100 |
0.7% |
0.0057 |
0.4% |
28% |
False |
False |
162,209 |
| 20 |
1.3532 |
1.3335 |
0.0197 |
1.5% |
0.0050 |
0.4% |
14% |
False |
False |
156,298 |
| 40 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0048 |
0.4% |
8% |
False |
False |
145,352 |
| 60 |
1.3705 |
1.3335 |
0.0370 |
2.8% |
0.0053 |
0.4% |
8% |
False |
False |
119,649 |
| 80 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
4% |
False |
False |
90,088 |
| 100 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0054 |
0.4% |
4% |
False |
False |
72,155 |
| 120 |
1.3986 |
1.3335 |
0.0651 |
4.9% |
0.0057 |
0.4% |
4% |
False |
False |
60,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3596 |
|
2.618 |
1.3520 |
|
1.618 |
1.3474 |
|
1.000 |
1.3446 |
|
0.618 |
1.3428 |
|
HIGH |
1.3400 |
|
0.618 |
1.3382 |
|
0.500 |
1.3377 |
|
0.382 |
1.3372 |
|
LOW |
1.3354 |
|
0.618 |
1.3326 |
|
1.000 |
1.3308 |
|
1.618 |
1.3280 |
|
2.618 |
1.3234 |
|
4.250 |
1.3159 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3377 |
1.3380 |
| PP |
1.3372 |
1.3374 |
| S1 |
1.3368 |
1.3369 |
|