CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3377 |
1.3392 |
0.0015 |
0.1% |
1.3438 |
| High |
1.3392 |
1.3397 |
0.0005 |
0.0% |
1.3451 |
| Low |
1.3343 |
1.3345 |
0.0002 |
0.0% |
1.3375 |
| Close |
1.3384 |
1.3365 |
-0.0019 |
-0.1% |
1.3435 |
| Range |
0.0049 |
0.0052 |
0.0003 |
6.1% |
0.0076 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,764 |
1,079 |
-685 |
-38.8% |
11,901 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3525 |
1.3497 |
1.3394 |
|
| R3 |
1.3473 |
1.3445 |
1.3379 |
|
| R2 |
1.3421 |
1.3421 |
1.3375 |
|
| R1 |
1.3393 |
1.3393 |
1.3370 |
1.3381 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3363 |
| S1 |
1.3341 |
1.3341 |
1.3360 |
1.3329 |
| S2 |
1.3317 |
1.3317 |
1.3355 |
|
| S3 |
1.3265 |
1.3289 |
1.3351 |
|
| S4 |
1.3213 |
1.3237 |
1.3336 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3618 |
1.3477 |
|
| R3 |
1.3572 |
1.3542 |
1.3456 |
|
| R2 |
1.3496 |
1.3496 |
1.3449 |
|
| R1 |
1.3466 |
1.3466 |
1.3442 |
1.3443 |
| PP |
1.3420 |
1.3420 |
1.3420 |
1.3409 |
| S1 |
1.3390 |
1.3390 |
1.3428 |
1.3367 |
| S2 |
1.3344 |
1.3344 |
1.3421 |
|
| S3 |
1.3268 |
1.3314 |
1.3414 |
|
| S4 |
1.3192 |
1.3238 |
1.3393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3451 |
1.3343 |
0.0108 |
0.8% |
0.0050 |
0.4% |
20% |
False |
False |
1,608 |
| 10 |
1.3477 |
1.3343 |
0.0134 |
1.0% |
0.0043 |
0.3% |
16% |
False |
False |
2,055 |
| 20 |
1.3648 |
1.3343 |
0.0305 |
2.3% |
0.0041 |
0.3% |
7% |
False |
False |
1,268 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0044 |
0.3% |
6% |
False |
False |
900 |
| 60 |
1.3735 |
1.3343 |
0.0392 |
2.9% |
0.0046 |
0.3% |
6% |
False |
False |
732 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0044 |
0.3% |
3% |
False |
False |
556 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0041 |
0.3% |
3% |
False |
False |
451 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0039 |
0.3% |
3% |
False |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3618 |
|
2.618 |
1.3533 |
|
1.618 |
1.3481 |
|
1.000 |
1.3449 |
|
0.618 |
1.3429 |
|
HIGH |
1.3397 |
|
0.618 |
1.3377 |
|
0.500 |
1.3371 |
|
0.382 |
1.3365 |
|
LOW |
1.3345 |
|
0.618 |
1.3313 |
|
1.000 |
1.3293 |
|
1.618 |
1.3261 |
|
2.618 |
1.3209 |
|
4.250 |
1.3124 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3371 |
1.3387 |
| PP |
1.3369 |
1.3380 |
| S1 |
1.3367 |
1.3372 |
|