CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2941 |
1.2953 |
0.0012 |
0.1% |
1.3130 |
| High |
1.2992 |
1.2960 |
-0.0032 |
-0.2% |
1.3161 |
| Low |
1.2922 |
1.2882 |
-0.0040 |
-0.3% |
1.2921 |
| Close |
1.2959 |
1.2908 |
-0.0051 |
-0.4% |
1.2959 |
| Range |
0.0070 |
0.0078 |
0.0008 |
11.4% |
0.0240 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
263,751 |
249,022 |
-14,729 |
-5.6% |
1,118,587 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3107 |
1.2951 |
|
| R3 |
1.3073 |
1.3029 |
1.2929 |
|
| R2 |
1.2995 |
1.2995 |
1.2922 |
|
| R1 |
1.2951 |
1.2951 |
1.2915 |
1.2934 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2908 |
| S1 |
1.2873 |
1.2873 |
1.2901 |
1.2856 |
| S2 |
1.2839 |
1.2839 |
1.2894 |
|
| S3 |
1.2761 |
1.2795 |
1.2887 |
|
| S4 |
1.2683 |
1.2717 |
1.2865 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3586 |
1.3091 |
|
| R3 |
1.3494 |
1.3346 |
1.3025 |
|
| R2 |
1.3254 |
1.3254 |
1.3003 |
|
| R1 |
1.3106 |
1.3106 |
1.2981 |
1.3060 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.2991 |
| S1 |
1.2866 |
1.2866 |
1.2937 |
1.2820 |
| S2 |
1.2774 |
1.2774 |
1.2915 |
|
| S3 |
1.2534 |
1.2626 |
1.2893 |
|
| S4 |
1.2294 |
1.2386 |
1.2827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3161 |
1.2882 |
0.0279 |
2.2% |
0.0091 |
0.7% |
9% |
False |
True |
273,521 |
| 10 |
1.3243 |
1.2882 |
0.0361 |
2.8% |
0.0075 |
0.6% |
7% |
False |
True |
220,839 |
| 20 |
1.3417 |
1.2882 |
0.0535 |
4.1% |
0.0065 |
0.5% |
5% |
False |
True |
185,621 |
| 40 |
1.3644 |
1.2882 |
0.0762 |
5.9% |
0.0056 |
0.4% |
3% |
False |
True |
170,891 |
| 60 |
1.3705 |
1.2882 |
0.0823 |
6.4% |
0.0055 |
0.4% |
3% |
False |
True |
159,176 |
| 80 |
1.3734 |
1.2882 |
0.0852 |
6.6% |
0.0056 |
0.4% |
3% |
False |
True |
125,892 |
| 100 |
1.3986 |
1.2882 |
0.1104 |
8.6% |
0.0056 |
0.4% |
2% |
False |
True |
100,925 |
| 120 |
1.3986 |
1.2882 |
0.1104 |
8.6% |
0.0058 |
0.4% |
2% |
False |
True |
84,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3292 |
|
2.618 |
1.3164 |
|
1.618 |
1.3086 |
|
1.000 |
1.3038 |
|
0.618 |
1.3008 |
|
HIGH |
1.2960 |
|
0.618 |
1.2930 |
|
0.500 |
1.2921 |
|
0.382 |
1.2912 |
|
LOW |
1.2882 |
|
0.618 |
1.2834 |
|
1.000 |
1.2804 |
|
1.618 |
1.2756 |
|
2.618 |
1.2678 |
|
4.250 |
1.2551 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2921 |
1.3018 |
| PP |
1.2917 |
1.2981 |
| S1 |
1.2912 |
1.2945 |
|