CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.3195 |
0.0024 |
0.2% |
1.3394 |
| High |
1.3212 |
1.3222 |
0.0010 |
0.1% |
1.3400 |
| Low |
1.3153 |
1.3160 |
0.0007 |
0.1% |
1.3222 |
| Close |
1.3197 |
1.3185 |
-0.0012 |
-0.1% |
1.3243 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0178 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.1% |
0.0000 |
| Volume |
190,234 |
172,845 |
-17,389 |
-9.1% |
779,768 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3342 |
1.3219 |
|
| R3 |
1.3313 |
1.3280 |
1.3202 |
|
| R2 |
1.3251 |
1.3251 |
1.3196 |
|
| R1 |
1.3218 |
1.3218 |
1.3191 |
1.3204 |
| PP |
1.3189 |
1.3189 |
1.3189 |
1.3182 |
| S1 |
1.3156 |
1.3156 |
1.3179 |
1.3142 |
| S2 |
1.3127 |
1.3127 |
1.3174 |
|
| S3 |
1.3065 |
1.3094 |
1.3168 |
|
| S4 |
1.3003 |
1.3032 |
1.3151 |
|
|
| 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 |
1.3298 |
1.3153 |
0.0145 |
1.1% |
0.0061 |
0.5% |
22% |
False |
False |
169,574 |
| 10 |
1.3407 |
1.3153 |
0.0254 |
1.9% |
0.0056 |
0.4% |
13% |
False |
False |
158,260 |
| 20 |
1.3447 |
1.3153 |
0.0294 |
2.2% |
0.0057 |
0.4% |
11% |
False |
False |
162,906 |
| 40 |
1.3668 |
1.3153 |
0.0515 |
3.9% |
0.0050 |
0.4% |
6% |
False |
False |
151,317 |
| 60 |
1.3705 |
1.3153 |
0.0552 |
4.2% |
0.0054 |
0.4% |
6% |
False |
False |
140,828 |
| 80 |
1.3986 |
1.3153 |
0.0833 |
6.3% |
0.0055 |
0.4% |
4% |
False |
False |
106,460 |
| 100 |
1.3986 |
1.3153 |
0.0833 |
6.3% |
0.0054 |
0.4% |
4% |
False |
False |
85,278 |
| 120 |
1.3986 |
1.3153 |
0.0833 |
6.3% |
0.0056 |
0.4% |
4% |
False |
False |
71,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3486 |
|
2.618 |
1.3384 |
|
1.618 |
1.3322 |
|
1.000 |
1.3284 |
|
0.618 |
1.3260 |
|
HIGH |
1.3222 |
|
0.618 |
1.3198 |
|
0.500 |
1.3191 |
|
0.382 |
1.3184 |
|
LOW |
1.3160 |
|
0.618 |
1.3122 |
|
1.000 |
1.3098 |
|
1.618 |
1.3060 |
|
2.618 |
1.2998 |
|
4.250 |
1.2897 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3188 |
| PP |
1.3189 |
1.3187 |
| S1 |
1.3187 |
1.3186 |
|