CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3189 |
1.3140 |
-0.0049 |
-0.4% |
1.3210 |
| High |
1.3205 |
1.3156 |
-0.0049 |
-0.4% |
1.3229 |
| Low |
1.3143 |
1.3119 |
-0.0024 |
-0.2% |
1.3143 |
| Close |
1.3143 |
1.3135 |
-0.0008 |
-0.1% |
1.3143 |
| Range |
0.0062 |
0.0037 |
-0.0025 |
-40.3% |
0.0086 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
7,064 |
9,768 |
2,704 |
38.3% |
21,401 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3228 |
1.3155 |
|
| R3 |
1.3211 |
1.3191 |
1.3145 |
|
| R2 |
1.3174 |
1.3174 |
1.3142 |
|
| R1 |
1.3154 |
1.3154 |
1.3138 |
1.3146 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3132 |
| S1 |
1.3117 |
1.3117 |
1.3132 |
1.3109 |
| S2 |
1.3100 |
1.3100 |
1.3128 |
|
| S3 |
1.3063 |
1.3080 |
1.3125 |
|
| S4 |
1.3026 |
1.3043 |
1.3115 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3430 |
1.3372 |
1.3190 |
|
| R3 |
1.3344 |
1.3286 |
1.3167 |
|
| R2 |
1.3258 |
1.3258 |
1.3159 |
|
| R1 |
1.3200 |
1.3200 |
1.3151 |
1.3186 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3165 |
| S1 |
1.3114 |
1.3114 |
1.3135 |
1.3100 |
| S2 |
1.3086 |
1.3086 |
1.3127 |
|
| S3 |
1.3000 |
1.3028 |
1.3119 |
|
| S4 |
1.2914 |
1.2942 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3229 |
1.3119 |
0.0110 |
0.8% |
0.0053 |
0.4% |
15% |
False |
True |
5,861 |
| 10 |
1.3370 |
1.3119 |
0.0251 |
1.9% |
0.0052 |
0.4% |
6% |
False |
True |
4,205 |
| 20 |
1.3440 |
1.3119 |
0.0321 |
2.4% |
0.0054 |
0.4% |
5% |
False |
True |
2,629 |
| 40 |
1.3657 |
1.3119 |
0.0538 |
4.1% |
0.0047 |
0.4% |
3% |
False |
True |
1,907 |
| 60 |
1.3709 |
1.3119 |
0.0590 |
4.5% |
0.0048 |
0.4% |
3% |
False |
True |
1,436 |
| 80 |
1.3833 |
1.3119 |
0.0714 |
5.4% |
0.0047 |
0.4% |
2% |
False |
True |
1,172 |
| 100 |
1.3980 |
1.3119 |
0.0861 |
6.6% |
0.0044 |
0.3% |
2% |
False |
True |
941 |
| 120 |
1.3980 |
1.3119 |
0.0861 |
6.6% |
0.0043 |
0.3% |
2% |
False |
True |
788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3313 |
|
2.618 |
1.3253 |
|
1.618 |
1.3216 |
|
1.000 |
1.3193 |
|
0.618 |
1.3179 |
|
HIGH |
1.3156 |
|
0.618 |
1.3142 |
|
0.500 |
1.3138 |
|
0.382 |
1.3133 |
|
LOW |
1.3119 |
|
0.618 |
1.3096 |
|
1.000 |
1.3082 |
|
1.618 |
1.3059 |
|
2.618 |
1.3022 |
|
4.250 |
1.2962 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3138 |
1.3174 |
| PP |
1.3137 |
1.3161 |
| S1 |
1.3136 |
1.3148 |
|