CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2948 |
-0.0029 |
-0.2% |
1.2966 |
| High |
1.2980 |
1.3006 |
0.0026 |
0.2% |
1.2989 |
| Low |
1.2918 |
1.2931 |
0.0013 |
0.1% |
1.2871 |
| Close |
1.2945 |
1.2969 |
0.0024 |
0.2% |
1.2958 |
| Range |
0.0062 |
0.0075 |
0.0013 |
21.0% |
0.0118 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
157,102 |
213,185 |
56,083 |
35.7% |
850,913 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3194 |
1.3156 |
1.3010 |
|
| R3 |
1.3119 |
1.3081 |
1.2990 |
|
| R2 |
1.3044 |
1.3044 |
1.2983 |
|
| R1 |
1.3006 |
1.3006 |
1.2976 |
1.3025 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2978 |
| S1 |
1.2931 |
1.2931 |
1.2962 |
1.2950 |
| S2 |
1.2894 |
1.2894 |
1.2955 |
|
| S3 |
1.2819 |
1.2856 |
1.2948 |
|
| S4 |
1.2744 |
1.2781 |
1.2928 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3244 |
1.3023 |
|
| R3 |
1.3175 |
1.3126 |
1.2990 |
|
| R2 |
1.3057 |
1.3057 |
1.2980 |
|
| R1 |
1.3008 |
1.3008 |
1.2969 |
1.2974 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2922 |
| S1 |
1.2890 |
1.2890 |
1.2947 |
1.2856 |
| S2 |
1.2821 |
1.2821 |
1.2936 |
|
| S3 |
1.2703 |
1.2772 |
1.2926 |
|
| S4 |
1.2585 |
1.2654 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2894 |
0.0112 |
0.9% |
0.0068 |
0.5% |
67% |
True |
False |
202,711 |
| 10 |
1.3170 |
1.2871 |
0.0299 |
2.3% |
0.0086 |
0.7% |
33% |
False |
False |
129,749 |
| 20 |
1.3370 |
1.2871 |
0.0499 |
3.8% |
0.0069 |
0.5% |
20% |
False |
False |
66,977 |
| 40 |
1.3534 |
1.2871 |
0.0663 |
5.1% |
0.0058 |
0.4% |
15% |
False |
False |
34,236 |
| 60 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0053 |
0.4% |
12% |
False |
False |
23,004 |
| 80 |
1.3709 |
1.2871 |
0.0838 |
6.5% |
0.0053 |
0.4% |
12% |
False |
False |
17,357 |
| 100 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0051 |
0.4% |
9% |
False |
False |
13,914 |
| 120 |
1.3980 |
1.2871 |
0.1109 |
8.6% |
0.0047 |
0.4% |
9% |
False |
False |
11,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3325 |
|
2.618 |
1.3202 |
|
1.618 |
1.3127 |
|
1.000 |
1.3081 |
|
0.618 |
1.3052 |
|
HIGH |
1.3006 |
|
0.618 |
1.2977 |
|
0.500 |
1.2969 |
|
0.382 |
1.2960 |
|
LOW |
1.2931 |
|
0.618 |
1.2885 |
|
1.000 |
1.2856 |
|
1.618 |
1.2810 |
|
2.618 |
1.2735 |
|
4.250 |
1.2612 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2969 |
1.2967 |
| PP |
1.2969 |
1.2964 |
| S1 |
1.2969 |
1.2962 |
|