CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3179 |
1.3201 |
0.0022 |
0.2% |
1.3402 |
| High |
1.3218 |
1.3229 |
0.0011 |
0.1% |
1.3406 |
| Low |
1.3161 |
1.3170 |
0.0009 |
0.1% |
1.3230 |
| Close |
1.3204 |
1.3193 |
-0.0011 |
-0.1% |
1.3249 |
| Range |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0176 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2,906 |
4,506 |
1,600 |
55.1% |
11,672 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3343 |
1.3225 |
|
| R3 |
1.3315 |
1.3284 |
1.3209 |
|
| R2 |
1.3256 |
1.3256 |
1.3204 |
|
| R1 |
1.3225 |
1.3225 |
1.3198 |
1.3211 |
| PP |
1.3197 |
1.3197 |
1.3197 |
1.3191 |
| S1 |
1.3166 |
1.3166 |
1.3188 |
1.3152 |
| S2 |
1.3138 |
1.3138 |
1.3182 |
|
| S3 |
1.3079 |
1.3107 |
1.3177 |
|
| S4 |
1.3020 |
1.3048 |
1.3161 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3823 |
1.3712 |
1.3346 |
|
| R3 |
1.3647 |
1.3536 |
1.3297 |
|
| R2 |
1.3471 |
1.3471 |
1.3281 |
|
| R1 |
1.3360 |
1.3360 |
1.3265 |
1.3328 |
| PP |
1.3295 |
1.3295 |
1.3295 |
1.3279 |
| S1 |
1.3184 |
1.3184 |
1.3233 |
1.3152 |
| S2 |
1.3119 |
1.3119 |
1.3217 |
|
| S3 |
1.2943 |
1.3008 |
1.3201 |
|
| S4 |
1.2767 |
1.2832 |
1.3152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3304 |
1.3161 |
0.0143 |
1.1% |
0.0053 |
0.4% |
22% |
False |
False |
3,351 |
| 10 |
1.3419 |
1.3161 |
0.0258 |
2.0% |
0.0052 |
0.4% |
12% |
False |
False |
2,833 |
| 20 |
1.3451 |
1.3161 |
0.0290 |
2.2% |
0.0053 |
0.4% |
11% |
False |
False |
2,037 |
| 40 |
1.3674 |
1.3161 |
0.0513 |
3.9% |
0.0047 |
0.4% |
6% |
False |
False |
1,570 |
| 60 |
1.3709 |
1.3161 |
0.0548 |
4.2% |
0.0049 |
0.4% |
6% |
False |
False |
1,171 |
| 80 |
1.3980 |
1.3161 |
0.0819 |
6.2% |
0.0048 |
0.4% |
4% |
False |
False |
962 |
| 100 |
1.3980 |
1.3161 |
0.0819 |
6.2% |
0.0044 |
0.3% |
4% |
False |
False |
773 |
| 120 |
1.3980 |
1.3161 |
0.0819 |
6.2% |
0.0043 |
0.3% |
4% |
False |
False |
648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3480 |
|
2.618 |
1.3383 |
|
1.618 |
1.3324 |
|
1.000 |
1.3288 |
|
0.618 |
1.3265 |
|
HIGH |
1.3229 |
|
0.618 |
1.3206 |
|
0.500 |
1.3200 |
|
0.382 |
1.3193 |
|
LOW |
1.3170 |
|
0.618 |
1.3134 |
|
1.000 |
1.3111 |
|
1.618 |
1.3075 |
|
2.618 |
1.3016 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3200 |
1.3195 |
| PP |
1.3197 |
1.3194 |
| S1 |
1.3195 |
1.3194 |
|