CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3208 |
1.3192 |
-0.0016 |
-0.1% |
1.3394 |
| High |
1.3243 |
1.3215 |
-0.0028 |
-0.2% |
1.3400 |
| Low |
1.3185 |
1.3166 |
-0.0019 |
-0.1% |
1.3222 |
| Close |
1.3194 |
1.3174 |
-0.0020 |
-0.2% |
1.3243 |
| Range |
0.0058 |
0.0049 |
-0.0009 |
-15.5% |
0.0178 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
115,049 |
162,519 |
47,470 |
41.3% |
779,768 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3332 |
1.3302 |
1.3201 |
|
| R3 |
1.3283 |
1.3253 |
1.3187 |
|
| R2 |
1.3234 |
1.3234 |
1.3183 |
|
| R1 |
1.3204 |
1.3204 |
1.3178 |
1.3195 |
| PP |
1.3185 |
1.3185 |
1.3185 |
1.3180 |
| S1 |
1.3155 |
1.3155 |
1.3170 |
1.3146 |
| S2 |
1.3136 |
1.3136 |
1.3165 |
|
| S3 |
1.3087 |
1.3106 |
1.3161 |
|
| S4 |
1.3038 |
1.3057 |
1.3147 |
|
|
| 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 |
1.3326 |
1.3166 |
0.0160 |
1.2% |
0.0060 |
0.5% |
5% |
False |
True |
158,562 |
| 10 |
1.3417 |
1.3166 |
0.0251 |
1.9% |
0.0058 |
0.4% |
3% |
False |
True |
156,513 |
| 20 |
1.3447 |
1.3166 |
0.0281 |
2.1% |
0.0055 |
0.4% |
3% |
False |
True |
162,961 |
| 40 |
1.3705 |
1.3166 |
0.0539 |
4.1% |
0.0049 |
0.4% |
1% |
False |
True |
147,911 |
| 60 |
1.3705 |
1.3166 |
0.0539 |
4.1% |
0.0054 |
0.4% |
1% |
False |
True |
134,970 |
| 80 |
1.3986 |
1.3166 |
0.0820 |
6.2% |
0.0054 |
0.4% |
1% |
False |
True |
101,929 |
| 100 |
1.3986 |
1.3166 |
0.0820 |
6.2% |
0.0054 |
0.4% |
1% |
False |
True |
81,659 |
| 120 |
1.3986 |
1.3166 |
0.0820 |
6.2% |
0.0056 |
0.4% |
1% |
False |
True |
68,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3423 |
|
2.618 |
1.3343 |
|
1.618 |
1.3294 |
|
1.000 |
1.3264 |
|
0.618 |
1.3245 |
|
HIGH |
1.3215 |
|
0.618 |
1.3196 |
|
0.500 |
1.3191 |
|
0.382 |
1.3185 |
|
LOW |
1.3166 |
|
0.618 |
1.3136 |
|
1.000 |
1.3117 |
|
1.618 |
1.3087 |
|
2.618 |
1.3038 |
|
4.250 |
1.2958 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3232 |
| PP |
1.3185 |
1.3213 |
| S1 |
1.3180 |
1.3193 |
|