CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3369 |
1.3370 |
0.0001 |
0.0% |
1.3415 |
| High |
1.3414 |
1.3419 |
0.0005 |
0.0% |
1.3420 |
| Low |
1.3356 |
1.3367 |
0.0011 |
0.1% |
1.3345 |
| Close |
1.3373 |
1.3406 |
0.0033 |
0.2% |
1.3406 |
| Range |
0.0058 |
0.0052 |
-0.0006 |
-10.3% |
0.0075 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,154 |
2,321 |
1,167 |
101.1% |
5,952 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3553 |
1.3532 |
1.3435 |
|
| R3 |
1.3501 |
1.3480 |
1.3420 |
|
| R2 |
1.3449 |
1.3449 |
1.3416 |
|
| R1 |
1.3428 |
1.3428 |
1.3411 |
1.3439 |
| PP |
1.3397 |
1.3397 |
1.3397 |
1.3403 |
| S1 |
1.3376 |
1.3376 |
1.3401 |
1.3387 |
| S2 |
1.3345 |
1.3345 |
1.3396 |
|
| S3 |
1.3293 |
1.3324 |
1.3392 |
|
| S4 |
1.3241 |
1.3272 |
1.3377 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3615 |
1.3586 |
1.3447 |
|
| R3 |
1.3540 |
1.3511 |
1.3427 |
|
| R2 |
1.3465 |
1.3465 |
1.3420 |
|
| R1 |
1.3436 |
1.3436 |
1.3413 |
1.3413 |
| PP |
1.3390 |
1.3390 |
1.3390 |
1.3379 |
| S1 |
1.3361 |
1.3361 |
1.3399 |
1.3338 |
| S2 |
1.3315 |
1.3315 |
1.3392 |
|
| S3 |
1.3240 |
1.3286 |
1.3385 |
|
| S4 |
1.3165 |
1.3211 |
1.3365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3420 |
1.3345 |
0.0075 |
0.6% |
0.0051 |
0.4% |
81% |
False |
False |
1,190 |
| 10 |
1.3440 |
1.3343 |
0.0097 |
0.7% |
0.0053 |
0.4% |
65% |
False |
False |
1,117 |
| 20 |
1.3555 |
1.3343 |
0.0212 |
1.6% |
0.0047 |
0.3% |
30% |
False |
False |
1,484 |
| 40 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0045 |
0.3% |
17% |
False |
False |
1,006 |
| 60 |
1.3709 |
1.3343 |
0.0366 |
2.7% |
0.0047 |
0.4% |
17% |
False |
False |
804 |
| 80 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0046 |
0.3% |
10% |
False |
False |
639 |
| 100 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0043 |
0.3% |
10% |
False |
False |
517 |
| 120 |
1.3980 |
1.3343 |
0.0637 |
4.8% |
0.0040 |
0.3% |
10% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3640 |
|
2.618 |
1.3555 |
|
1.618 |
1.3503 |
|
1.000 |
1.3471 |
|
0.618 |
1.3451 |
|
HIGH |
1.3419 |
|
0.618 |
1.3399 |
|
0.500 |
1.3393 |
|
0.382 |
1.3387 |
|
LOW |
1.3367 |
|
0.618 |
1.3335 |
|
1.000 |
1.3315 |
|
1.618 |
1.3283 |
|
2.618 |
1.3231 |
|
4.250 |
1.3146 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3402 |
1.3399 |
| PP |
1.3397 |
1.3392 |
| S1 |
1.3393 |
1.3385 |
|