CME Euro FX (E) Future September 2014
| 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 |
1.3394 |
1.3364 |
-0.0030 |
-0.2% |
1.3409 |
| High |
1.3400 |
1.3365 |
-0.0035 |
-0.3% |
1.3417 |
| Low |
1.3354 |
1.3314 |
-0.0040 |
-0.3% |
1.3338 |
| Close |
1.3363 |
1.3321 |
-0.0042 |
-0.3% |
1.3400 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0079 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
104,859 |
159,667 |
54,808 |
52.3% |
724,271 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3486 |
1.3455 |
1.3349 |
|
| R3 |
1.3435 |
1.3404 |
1.3335 |
|
| R2 |
1.3384 |
1.3384 |
1.3330 |
|
| R1 |
1.3353 |
1.3353 |
1.3326 |
1.3343 |
| PP |
1.3333 |
1.3333 |
1.3333 |
1.3329 |
| S1 |
1.3302 |
1.3302 |
1.3316 |
1.3292 |
| S2 |
1.3282 |
1.3282 |
1.3312 |
|
| S3 |
1.3231 |
1.3251 |
1.3307 |
|
| S4 |
1.3180 |
1.3200 |
1.3293 |
|
|
| 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 |
1.3314 |
0.0103 |
0.8% |
0.0055 |
0.4% |
7% |
False |
True |
154,465 |
| 10 |
1.3435 |
1.3314 |
0.0121 |
0.9% |
0.0056 |
0.4% |
6% |
False |
True |
159,670 |
| 20 |
1.3486 |
1.3314 |
0.0172 |
1.3% |
0.0049 |
0.4% |
4% |
False |
True |
154,704 |
| 40 |
1.3705 |
1.3314 |
0.0391 |
2.9% |
0.0048 |
0.4% |
2% |
False |
True |
146,784 |
| 60 |
1.3705 |
1.3314 |
0.0391 |
2.9% |
0.0053 |
0.4% |
2% |
False |
True |
122,279 |
| 80 |
1.3986 |
1.3314 |
0.0672 |
5.0% |
0.0055 |
0.4% |
1% |
False |
True |
92,080 |
| 100 |
1.3986 |
1.3314 |
0.0672 |
5.0% |
0.0054 |
0.4% |
1% |
False |
True |
73,746 |
| 120 |
1.3986 |
1.3314 |
0.0672 |
5.0% |
0.0056 |
0.4% |
1% |
False |
True |
61,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3582 |
|
2.618 |
1.3499 |
|
1.618 |
1.3448 |
|
1.000 |
1.3416 |
|
0.618 |
1.3397 |
|
HIGH |
1.3365 |
|
0.618 |
1.3346 |
|
0.500 |
1.3340 |
|
0.382 |
1.3333 |
|
LOW |
1.3314 |
|
0.618 |
1.3282 |
|
1.000 |
1.3263 |
|
1.618 |
1.3231 |
|
2.618 |
1.3180 |
|
4.250 |
1.3097 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3340 |
1.3361 |
| PP |
1.3333 |
1.3347 |
| S1 |
1.3327 |
1.3334 |
|