CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3310 |
-0.0053 |
-0.4% |
1.3414 |
| High |
1.3365 |
1.3310 |
-0.0055 |
-0.4% |
1.3420 |
| Low |
1.3331 |
1.3275 |
-0.0056 |
-0.4% |
1.3363 |
| Close |
1.3335 |
1.3279 |
-0.0056 |
-0.4% |
1.3412 |
| Range |
0.0034 |
0.0035 |
0.0001 |
2.9% |
0.0057 |
| ATR |
0.0035 |
0.0037 |
0.0002 |
5.1% |
0.0000 |
| Volume |
34 |
36 |
2 |
5.9% |
1,598 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3393 |
1.3371 |
1.3298 |
|
| R3 |
1.3358 |
1.3336 |
1.3289 |
|
| R2 |
1.3323 |
1.3323 |
1.3285 |
|
| R1 |
1.3301 |
1.3301 |
1.3282 |
1.3295 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3285 |
| S1 |
1.3266 |
1.3266 |
1.3276 |
1.3260 |
| S2 |
1.3253 |
1.3253 |
1.3273 |
|
| S3 |
1.3218 |
1.3231 |
1.3269 |
|
| S4 |
1.3183 |
1.3196 |
1.3260 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3569 |
1.3548 |
1.3443 |
|
| R3 |
1.3512 |
1.3491 |
1.3428 |
|
| R2 |
1.3455 |
1.3455 |
1.3422 |
|
| R1 |
1.3434 |
1.3434 |
1.3417 |
1.3416 |
| PP |
1.3398 |
1.3398 |
1.3398 |
1.3390 |
| S1 |
1.3377 |
1.3377 |
1.3407 |
1.3359 |
| S2 |
1.3341 |
1.3341 |
1.3402 |
|
| S3 |
1.3284 |
1.3320 |
1.3396 |
|
| S4 |
1.3227 |
1.3263 |
1.3381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3412 |
1.3275 |
0.0137 |
1.0% |
0.0032 |
0.2% |
3% |
False |
True |
270 |
| 10 |
1.3436 |
1.3275 |
0.0161 |
1.2% |
0.0033 |
0.3% |
2% |
False |
True |
169 |
| 20 |
1.3478 |
1.3275 |
0.0203 |
1.5% |
0.0027 |
0.2% |
2% |
False |
True |
116 |
| 40 |
1.3710 |
1.3275 |
0.0435 |
3.3% |
0.0022 |
0.2% |
1% |
False |
True |
72 |
| 60 |
1.3710 |
1.3275 |
0.0435 |
3.3% |
0.0023 |
0.2% |
1% |
False |
True |
51 |
| 80 |
1.3989 |
1.3275 |
0.0714 |
5.4% |
0.0025 |
0.2% |
1% |
False |
True |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3459 |
|
2.618 |
1.3402 |
|
1.618 |
1.3367 |
|
1.000 |
1.3345 |
|
0.618 |
1.3332 |
|
HIGH |
1.3310 |
|
0.618 |
1.3297 |
|
0.500 |
1.3293 |
|
0.382 |
1.3288 |
|
LOW |
1.3275 |
|
0.618 |
1.3253 |
|
1.000 |
1.3240 |
|
1.618 |
1.3218 |
|
2.618 |
1.3183 |
|
4.250 |
1.3126 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3293 |
1.3343 |
| PP |
1.3288 |
1.3321 |
| S1 |
1.3284 |
1.3300 |
|