CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3319 |
1.3258 |
-0.0061 |
-0.5% |
1.3409 |
| High |
1.3326 |
1.3290 |
-0.0036 |
-0.3% |
1.3417 |
| Low |
1.3257 |
1.3243 |
-0.0014 |
-0.1% |
1.3338 |
| Close |
1.3265 |
1.3282 |
0.0017 |
0.1% |
1.3400 |
| Range |
0.0069 |
0.0047 |
-0.0022 |
-31.9% |
0.0079 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
176,085 |
131,932 |
-44,153 |
-25.1% |
724,271 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3394 |
1.3308 |
|
| R3 |
1.3366 |
1.3347 |
1.3295 |
|
| R2 |
1.3319 |
1.3319 |
1.3291 |
|
| R1 |
1.3300 |
1.3300 |
1.3286 |
1.3310 |
| PP |
1.3272 |
1.3272 |
1.3272 |
1.3276 |
| S1 |
1.3253 |
1.3253 |
1.3278 |
1.3263 |
| S2 |
1.3225 |
1.3225 |
1.3273 |
|
| S3 |
1.3178 |
1.3206 |
1.3269 |
|
| S4 |
1.3131 |
1.3159 |
1.3256 |
|
|
| 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 |
1.3407 |
1.3243 |
0.0164 |
1.2% |
0.0052 |
0.4% |
24% |
False |
True |
146,946 |
| 10 |
1.3435 |
1.3243 |
0.0192 |
1.4% |
0.0056 |
0.4% |
20% |
False |
True |
150,352 |
| 20 |
1.3477 |
1.3243 |
0.0234 |
1.8% |
0.0051 |
0.4% |
17% |
False |
True |
156,515 |
| 40 |
1.3705 |
1.3243 |
0.0462 |
3.5% |
0.0048 |
0.4% |
8% |
False |
True |
146,797 |
| 60 |
1.3705 |
1.3243 |
0.0462 |
3.5% |
0.0053 |
0.4% |
8% |
False |
True |
127,319 |
| 80 |
1.3986 |
1.3243 |
0.0743 |
5.6% |
0.0054 |
0.4% |
5% |
False |
True |
95,924 |
| 100 |
1.3986 |
1.3243 |
0.0743 |
5.6% |
0.0054 |
0.4% |
5% |
False |
True |
76,817 |
| 120 |
1.3986 |
1.3243 |
0.0743 |
5.6% |
0.0056 |
0.4% |
5% |
False |
True |
64,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3490 |
|
2.618 |
1.3413 |
|
1.618 |
1.3366 |
|
1.000 |
1.3337 |
|
0.618 |
1.3319 |
|
HIGH |
1.3290 |
|
0.618 |
1.3272 |
|
0.500 |
1.3267 |
|
0.382 |
1.3261 |
|
LOW |
1.3243 |
|
0.618 |
1.3214 |
|
1.000 |
1.3196 |
|
1.618 |
1.3167 |
|
2.618 |
1.3120 |
|
4.250 |
1.3043 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3277 |
1.3304 |
| PP |
1.3272 |
1.3297 |
| S1 |
1.3267 |
1.3289 |
|