CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3258 |
1.3282 |
0.0024 |
0.2% |
1.3394 |
| High |
1.3290 |
1.3298 |
0.0008 |
0.1% |
1.3400 |
| Low |
1.3243 |
1.3222 |
-0.0021 |
-0.2% |
1.3222 |
| Close |
1.3282 |
1.3243 |
-0.0039 |
-0.3% |
1.3243 |
| Range |
0.0047 |
0.0076 |
0.0029 |
61.7% |
0.0178 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.3% |
0.0000 |
| Volume |
131,932 |
207,225 |
75,293 |
57.1% |
779,768 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3482 |
1.3439 |
1.3285 |
|
| R3 |
1.3406 |
1.3363 |
1.3264 |
|
| R2 |
1.3330 |
1.3330 |
1.3257 |
|
| R1 |
1.3287 |
1.3287 |
1.3250 |
1.3271 |
| PP |
1.3254 |
1.3254 |
1.3254 |
1.3246 |
| S1 |
1.3211 |
1.3211 |
1.3236 |
1.3195 |
| S2 |
1.3178 |
1.3178 |
1.3229 |
|
| S3 |
1.3102 |
1.3135 |
1.3222 |
|
| S4 |
1.3026 |
1.3059 |
1.3201 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3822 |
1.3711 |
1.3341 |
|
| R3 |
1.3644 |
1.3533 |
1.3292 |
|
| R2 |
1.3466 |
1.3466 |
1.3276 |
|
| R1 |
1.3355 |
1.3355 |
1.3259 |
1.3322 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3272 |
| S1 |
1.3177 |
1.3177 |
1.3227 |
1.3144 |
| S2 |
1.3110 |
1.3110 |
1.3210 |
|
| S3 |
1.2932 |
1.2999 |
1.3194 |
|
| S4 |
1.2754 |
1.2821 |
1.3145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3400 |
1.3222 |
0.0178 |
1.3% |
0.0058 |
0.4% |
12% |
False |
True |
155,953 |
| 10 |
1.3417 |
1.3222 |
0.0195 |
1.5% |
0.0055 |
0.4% |
11% |
False |
True |
150,403 |
| 20 |
1.3447 |
1.3222 |
0.0225 |
1.7% |
0.0052 |
0.4% |
9% |
False |
True |
159,730 |
| 40 |
1.3705 |
1.3222 |
0.0483 |
3.6% |
0.0049 |
0.4% |
4% |
False |
True |
147,556 |
| 60 |
1.3705 |
1.3222 |
0.0483 |
3.6% |
0.0054 |
0.4% |
4% |
False |
True |
130,682 |
| 80 |
1.3986 |
1.3222 |
0.0764 |
5.8% |
0.0054 |
0.4% |
3% |
False |
True |
98,470 |
| 100 |
1.3986 |
1.3222 |
0.0764 |
5.8% |
0.0054 |
0.4% |
3% |
False |
True |
78,886 |
| 120 |
1.3986 |
1.3222 |
0.0764 |
5.8% |
0.0056 |
0.4% |
3% |
False |
True |
65,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3621 |
|
2.618 |
1.3497 |
|
1.618 |
1.3421 |
|
1.000 |
1.3374 |
|
0.618 |
1.3345 |
|
HIGH |
1.3298 |
|
0.618 |
1.3269 |
|
0.500 |
1.3260 |
|
0.382 |
1.3251 |
|
LOW |
1.3222 |
|
0.618 |
1.3175 |
|
1.000 |
1.3146 |
|
1.618 |
1.3099 |
|
2.618 |
1.3023 |
|
4.250 |
1.2899 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3260 |
1.3274 |
| PP |
1.3254 |
1.3264 |
| S1 |
1.3249 |
1.3253 |
|