CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3374 |
1.3369 |
-0.0005 |
0.0% |
1.3427 |
| High |
1.3420 |
1.3414 |
-0.0006 |
0.0% |
1.3440 |
| Low |
1.3350 |
1.3356 |
0.0006 |
0.0% |
1.3343 |
| Close |
1.3375 |
1.3373 |
-0.0002 |
0.0% |
1.3418 |
| Range |
0.0070 |
0.0058 |
-0.0012 |
-17.1% |
0.0097 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.5% |
0.0000 |
| Volume |
887 |
1,154 |
267 |
30.1% |
5,221 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3555 |
1.3522 |
1.3405 |
|
| R3 |
1.3497 |
1.3464 |
1.3389 |
|
| R2 |
1.3439 |
1.3439 |
1.3384 |
|
| R1 |
1.3406 |
1.3406 |
1.3378 |
1.3423 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3389 |
| S1 |
1.3348 |
1.3348 |
1.3368 |
1.3365 |
| S2 |
1.3323 |
1.3323 |
1.3362 |
|
| S3 |
1.3265 |
1.3290 |
1.3357 |
|
| S4 |
1.3207 |
1.3232 |
1.3341 |
|
|
| 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 |
1.3345 |
0.0095 |
0.7% |
0.0058 |
0.4% |
29% |
False |
False |
874 |
| 10 |
1.3451 |
1.3343 |
0.0108 |
0.8% |
0.0054 |
0.4% |
28% |
False |
False |
1,241 |
| 20 |
1.3555 |
1.3343 |
0.0212 |
1.6% |
0.0046 |
0.3% |
14% |
False |
False |
1,383 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0045 |
0.3% |
8% |
False |
False |
960 |
| 60 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0047 |
0.4% |
8% |
False |
False |
800 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0046 |
0.3% |
5% |
False |
False |
610 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0043 |
0.3% |
5% |
False |
False |
494 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0040 |
0.3% |
5% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3661 |
|
2.618 |
1.3566 |
|
1.618 |
1.3508 |
|
1.000 |
1.3472 |
|
0.618 |
1.3450 |
|
HIGH |
1.3414 |
|
0.618 |
1.3392 |
|
0.500 |
1.3385 |
|
0.382 |
1.3378 |
|
LOW |
1.3356 |
|
0.618 |
1.3320 |
|
1.000 |
1.3298 |
|
1.618 |
1.3262 |
|
2.618 |
1.3204 |
|
4.250 |
1.3110 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3385 |
1.3383 |
| PP |
1.3381 |
1.3379 |
| S1 |
1.3377 |
1.3376 |
|