CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3392 |
1.3365 |
-0.0027 |
-0.2% |
1.3427 |
| High |
1.3397 |
1.3440 |
0.0043 |
0.3% |
1.3440 |
| Low |
1.3345 |
1.3353 |
0.0008 |
0.1% |
1.3343 |
| Close |
1.3365 |
1.3418 |
0.0053 |
0.4% |
1.3418 |
| Range |
0.0052 |
0.0087 |
0.0035 |
67.3% |
0.0097 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
7.0% |
0.0000 |
| Volume |
1,079 |
743 |
-336 |
-31.1% |
5,221 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3665 |
1.3628 |
1.3466 |
|
| R3 |
1.3578 |
1.3541 |
1.3442 |
|
| R2 |
1.3491 |
1.3491 |
1.3434 |
|
| R1 |
1.3454 |
1.3454 |
1.3426 |
1.3473 |
| PP |
1.3404 |
1.3404 |
1.3404 |
1.3413 |
| S1 |
1.3367 |
1.3367 |
1.3410 |
1.3386 |
| S2 |
1.3317 |
1.3317 |
1.3402 |
|
| S3 |
1.3230 |
1.3280 |
1.3394 |
|
| S4 |
1.3143 |
1.3193 |
1.3370 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3652 |
1.3471 |
|
| R3 |
1.3594 |
1.3555 |
1.3445 |
|
| R2 |
1.3497 |
1.3497 |
1.3436 |
|
| R1 |
1.3458 |
1.3458 |
1.3427 |
1.3429 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3386 |
| S1 |
1.3361 |
1.3361 |
1.3409 |
1.3332 |
| S2 |
1.3303 |
1.3303 |
1.3400 |
|
| S3 |
1.3206 |
1.3264 |
1.3391 |
|
| S4 |
1.3109 |
1.3167 |
1.3365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3440 |
1.3343 |
0.0097 |
0.7% |
0.0054 |
0.4% |
77% |
True |
False |
1,044 |
| 10 |
1.3451 |
1.3343 |
0.0108 |
0.8% |
0.0046 |
0.3% |
69% |
False |
False |
1,712 |
| 20 |
1.3648 |
1.3343 |
0.0305 |
2.3% |
0.0044 |
0.3% |
25% |
False |
False |
1,288 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0045 |
0.3% |
20% |
False |
False |
909 |
| 60 |
1.3735 |
1.3343 |
0.0392 |
2.9% |
0.0047 |
0.3% |
19% |
False |
False |
743 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.7% |
0.0045 |
0.3% |
12% |
False |
False |
566 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.7% |
0.0042 |
0.3% |
12% |
False |
False |
458 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.7% |
0.0039 |
0.3% |
12% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3810 |
|
2.618 |
1.3668 |
|
1.618 |
1.3581 |
|
1.000 |
1.3527 |
|
0.618 |
1.3494 |
|
HIGH |
1.3440 |
|
0.618 |
1.3407 |
|
0.500 |
1.3397 |
|
0.382 |
1.3386 |
|
LOW |
1.3353 |
|
0.618 |
1.3299 |
|
1.000 |
1.3266 |
|
1.618 |
1.3212 |
|
2.618 |
1.3125 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3411 |
1.3409 |
| PP |
1.3404 |
1.3400 |
| S1 |
1.3397 |
1.3392 |
|