CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2916 |
1.2925 |
0.0009 |
0.1% |
1.2953 |
| High |
1.2953 |
1.2980 |
0.0027 |
0.2% |
1.2980 |
| Low |
1.2897 |
1.2909 |
0.0012 |
0.1% |
1.2860 |
| Close |
1.2924 |
1.2949 |
0.0025 |
0.2% |
1.2949 |
| Range |
0.0056 |
0.0071 |
0.0015 |
26.8% |
0.0120 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
281,865 |
94,918 |
-186,947 |
-66.3% |
1,330,421 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3159 |
1.3125 |
1.2988 |
|
| R3 |
1.3088 |
1.3054 |
1.2969 |
|
| R2 |
1.3017 |
1.3017 |
1.2962 |
|
| R1 |
1.2983 |
1.2983 |
1.2956 |
1.3000 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2955 |
| S1 |
1.2912 |
1.2912 |
1.2942 |
1.2929 |
| S2 |
1.2875 |
1.2875 |
1.2936 |
|
| S3 |
1.2804 |
1.2841 |
1.2929 |
|
| S4 |
1.2733 |
1.2770 |
1.2910 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3239 |
1.3015 |
|
| R3 |
1.3170 |
1.3119 |
1.2982 |
|
| R2 |
1.3050 |
1.3050 |
1.2971 |
|
| R1 |
1.2999 |
1.2999 |
1.2960 |
1.2965 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2912 |
| S1 |
1.2879 |
1.2879 |
1.2938 |
1.2845 |
| S2 |
1.2810 |
1.2810 |
1.2927 |
|
| S3 |
1.2690 |
1.2759 |
1.2916 |
|
| S4 |
1.2570 |
1.2639 |
1.2883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2980 |
1.2860 |
0.0120 |
0.9% |
0.0077 |
0.6% |
74% |
True |
False |
266,084 |
| 10 |
1.3198 |
1.2860 |
0.0338 |
2.6% |
0.0083 |
0.6% |
26% |
False |
False |
264,915 |
| 20 |
1.3407 |
1.2860 |
0.0547 |
4.2% |
0.0069 |
0.5% |
16% |
False |
False |
211,587 |
| 40 |
1.3552 |
1.2860 |
0.0692 |
5.3% |
0.0059 |
0.5% |
13% |
False |
False |
183,715 |
| 60 |
1.3705 |
1.2860 |
0.0845 |
6.5% |
0.0056 |
0.4% |
11% |
False |
False |
167,734 |
| 80 |
1.3721 |
1.2860 |
0.0861 |
6.6% |
0.0057 |
0.4% |
10% |
False |
False |
139,344 |
| 100 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
8% |
False |
False |
111,726 |
| 120 |
1.3986 |
1.2860 |
0.1126 |
8.7% |
0.0057 |
0.4% |
8% |
False |
False |
93,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3282 |
|
2.618 |
1.3166 |
|
1.618 |
1.3095 |
|
1.000 |
1.3051 |
|
0.618 |
1.3024 |
|
HIGH |
1.2980 |
|
0.618 |
1.2953 |
|
0.500 |
1.2945 |
|
0.382 |
1.2936 |
|
LOW |
1.2909 |
|
0.618 |
1.2865 |
|
1.000 |
1.2838 |
|
1.618 |
1.2794 |
|
2.618 |
1.2723 |
|
4.250 |
1.2607 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2948 |
1.2943 |
| PP |
1.2946 |
1.2938 |
| S1 |
1.2945 |
1.2932 |
|