CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3157 |
1.2948 |
-0.0209 |
-1.6% |
1.3140 |
| High |
1.3163 |
1.3005 |
-0.0158 |
-1.2% |
1.3170 |
| Low |
1.2932 |
1.2934 |
0.0002 |
0.0% |
1.2932 |
| Close |
1.2948 |
1.2969 |
0.0021 |
0.2% |
1.2969 |
| Range |
0.0231 |
0.0071 |
-0.0160 |
-69.3% |
0.0238 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.8% |
0.0000 |
| Volume |
39,514 |
27,592 |
-11,922 |
-30.2% |
86,065 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3182 |
1.3147 |
1.3008 |
|
| R3 |
1.3111 |
1.3076 |
1.2989 |
|
| R2 |
1.3040 |
1.3040 |
1.2982 |
|
| R1 |
1.3005 |
1.3005 |
1.2976 |
1.3023 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2978 |
| S1 |
1.2934 |
1.2934 |
1.2962 |
1.2952 |
| S2 |
1.2898 |
1.2898 |
1.2956 |
|
| S3 |
1.2827 |
1.2863 |
1.2949 |
|
| S4 |
1.2756 |
1.2792 |
1.2930 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3591 |
1.3100 |
|
| R3 |
1.3500 |
1.3353 |
1.3034 |
|
| R2 |
1.3262 |
1.3262 |
1.3013 |
|
| R1 |
1.3115 |
1.3115 |
1.2991 |
1.3070 |
| PP |
1.3024 |
1.3024 |
1.3024 |
1.3001 |
| S1 |
1.2877 |
1.2877 |
1.2947 |
1.2832 |
| S2 |
1.2786 |
1.2786 |
1.2925 |
|
| S3 |
1.2548 |
1.2639 |
1.2904 |
|
| S4 |
1.2310 |
1.2401 |
1.2838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3205 |
1.2932 |
0.0273 |
2.1% |
0.0088 |
0.7% |
14% |
False |
False |
18,625 |
| 10 |
1.3304 |
1.2932 |
0.0372 |
2.9% |
0.0070 |
0.5% |
10% |
False |
False |
10,988 |
| 20 |
1.3440 |
1.2932 |
0.0508 |
3.9% |
0.0063 |
0.5% |
7% |
False |
False |
6,291 |
| 40 |
1.3648 |
1.2932 |
0.0716 |
5.5% |
0.0052 |
0.4% |
5% |
False |
False |
3,779 |
| 60 |
1.3709 |
1.2932 |
0.0777 |
6.0% |
0.0050 |
0.4% |
5% |
False |
False |
2,697 |
| 80 |
1.3735 |
1.2932 |
0.0803 |
6.2% |
0.0050 |
0.4% |
5% |
False |
False |
2,122 |
| 100 |
1.3980 |
1.2932 |
0.1048 |
8.1% |
0.0048 |
0.4% |
4% |
False |
False |
1,703 |
| 120 |
1.3980 |
1.2932 |
0.1048 |
8.1% |
0.0045 |
0.3% |
4% |
False |
False |
1,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3307 |
|
2.618 |
1.3191 |
|
1.618 |
1.3120 |
|
1.000 |
1.3076 |
|
0.618 |
1.3049 |
|
HIGH |
1.3005 |
|
0.618 |
1.2978 |
|
0.500 |
1.2970 |
|
0.382 |
1.2961 |
|
LOW |
1.2934 |
|
0.618 |
1.2890 |
|
1.000 |
1.2863 |
|
1.618 |
1.2819 |
|
2.618 |
1.2748 |
|
4.250 |
1.2632 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2970 |
1.3051 |
| PP |
1.2969 |
1.3024 |
| S1 |
1.2969 |
1.2996 |
|