CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2948 |
1.2967 |
0.0019 |
0.1% |
1.2966 |
| High |
1.3006 |
1.2993 |
-0.0013 |
-0.1% |
1.2989 |
| Low |
1.2931 |
1.2862 |
-0.0069 |
-0.5% |
1.2871 |
| Close |
1.2969 |
1.2925 |
-0.0044 |
-0.3% |
1.2958 |
| Range |
0.0075 |
0.0131 |
0.0056 |
74.7% |
0.0118 |
| ATR |
0.0068 |
0.0072 |
0.0005 |
6.7% |
0.0000 |
| Volume |
213,185 |
298,537 |
85,352 |
40.0% |
850,913 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3253 |
1.2997 |
|
| R3 |
1.3189 |
1.3122 |
1.2961 |
|
| R2 |
1.3058 |
1.3058 |
1.2949 |
|
| R1 |
1.2991 |
1.2991 |
1.2937 |
1.2959 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2911 |
| S1 |
1.2860 |
1.2860 |
1.2913 |
1.2828 |
| S2 |
1.2796 |
1.2796 |
1.2901 |
|
| S3 |
1.2665 |
1.2729 |
1.2889 |
|
| S4 |
1.2534 |
1.2598 |
1.2853 |
|
|
| 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 |
1.2862 |
0.0144 |
1.1% |
0.0079 |
0.6% |
44% |
False |
True |
224,762 |
| 10 |
1.3163 |
1.2862 |
0.0301 |
2.3% |
0.0095 |
0.7% |
21% |
False |
True |
158,684 |
| 20 |
1.3330 |
1.2862 |
0.0468 |
3.6% |
0.0073 |
0.6% |
13% |
False |
True |
81,687 |
| 40 |
1.3490 |
1.2862 |
0.0628 |
4.9% |
0.0060 |
0.5% |
10% |
False |
True |
41,697 |
| 60 |
1.3709 |
1.2862 |
0.0847 |
6.6% |
0.0054 |
0.4% |
7% |
False |
True |
27,974 |
| 80 |
1.3709 |
1.2862 |
0.0847 |
6.6% |
0.0054 |
0.4% |
7% |
False |
True |
21,063 |
| 100 |
1.3980 |
1.2862 |
0.1118 |
8.6% |
0.0052 |
0.4% |
6% |
False |
True |
16,899 |
| 120 |
1.3980 |
1.2862 |
0.1118 |
8.6% |
0.0048 |
0.4% |
6% |
False |
True |
14,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3550 |
|
2.618 |
1.3336 |
|
1.618 |
1.3205 |
|
1.000 |
1.3124 |
|
0.618 |
1.3074 |
|
HIGH |
1.2993 |
|
0.618 |
1.2943 |
|
0.500 |
1.2928 |
|
0.382 |
1.2912 |
|
LOW |
1.2862 |
|
0.618 |
1.2781 |
|
1.000 |
1.2731 |
|
1.618 |
1.2650 |
|
2.618 |
1.2519 |
|
4.250 |
1.2305 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2928 |
1.2934 |
| PP |
1.2927 |
1.2931 |
| S1 |
1.2926 |
1.2928 |
|