CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2910 |
1.2950 |
0.0040 |
0.3% |
1.3140 |
| High |
1.2969 |
1.2973 |
0.0004 |
0.0% |
1.3170 |
| Low |
1.2871 |
1.2894 |
0.0023 |
0.2% |
1.2932 |
| Close |
1.2929 |
1.2915 |
-0.0014 |
-0.1% |
1.2969 |
| Range |
0.0098 |
0.0079 |
-0.0019 |
-19.4% |
0.0238 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.2% |
0.0000 |
| Volume |
139,246 |
188,283 |
49,037 |
35.2% |
86,065 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3119 |
1.2958 |
|
| R3 |
1.3085 |
1.3040 |
1.2937 |
|
| R2 |
1.3006 |
1.3006 |
1.2929 |
|
| R1 |
1.2961 |
1.2961 |
1.2922 |
1.2944 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2919 |
| S1 |
1.2882 |
1.2882 |
1.2908 |
1.2865 |
| S2 |
1.2848 |
1.2848 |
1.2901 |
|
| S3 |
1.2769 |
1.2803 |
1.2893 |
|
| S4 |
1.2690 |
1.2724 |
1.2872 |
|
|
| 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 |
1.3163 |
1.2871 |
0.0292 |
2.3% |
0.0111 |
0.9% |
15% |
False |
False |
92,606 |
| 10 |
1.3229 |
1.2871 |
0.0358 |
2.8% |
0.0081 |
0.6% |
12% |
False |
False |
49,646 |
| 20 |
1.3420 |
1.2871 |
0.0549 |
4.3% |
0.0067 |
0.5% |
8% |
False |
False |
25,971 |
| 40 |
1.3576 |
1.2871 |
0.0705 |
5.5% |
0.0055 |
0.4% |
6% |
False |
False |
13,656 |
| 60 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0052 |
0.4% |
5% |
False |
False |
9,267 |
| 80 |
1.3735 |
1.2871 |
0.0864 |
6.7% |
0.0051 |
0.4% |
5% |
False |
False |
7,068 |
| 100 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0049 |
0.4% |
4% |
False |
False |
5,662 |
| 120 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0046 |
0.4% |
4% |
False |
False |
4,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3309 |
|
2.618 |
1.3180 |
|
1.618 |
1.3101 |
|
1.000 |
1.3052 |
|
0.618 |
1.3022 |
|
HIGH |
1.2973 |
|
0.618 |
1.2943 |
|
0.500 |
1.2934 |
|
0.382 |
1.2924 |
|
LOW |
1.2894 |
|
0.618 |
1.2845 |
|
1.000 |
1.2815 |
|
1.618 |
1.2766 |
|
2.618 |
1.2687 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2934 |
1.2922 |
| PP |
1.2927 |
1.2920 |
| S1 |
1.2921 |
1.2917 |
|