CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3207 |
1.3172 |
-0.0035 |
-0.3% |
1.3410 |
| High |
1.3223 |
1.3225 |
0.0002 |
0.0% |
1.3410 |
| Low |
1.3190 |
1.3172 |
-0.0018 |
-0.1% |
1.3239 |
| Close |
1.3190 |
1.3213 |
0.0023 |
0.2% |
1.3256 |
| Range |
0.0033 |
0.0053 |
0.0020 |
60.6% |
0.0171 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.6% |
0.0000 |
| Volume |
28 |
31 |
3 |
10.7% |
151 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3362 |
1.3341 |
1.3242 |
|
| R3 |
1.3309 |
1.3288 |
1.3228 |
|
| R2 |
1.3256 |
1.3256 |
1.3223 |
|
| R1 |
1.3235 |
1.3235 |
1.3218 |
1.3246 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3209 |
| S1 |
1.3182 |
1.3182 |
1.3208 |
1.3193 |
| S2 |
1.3150 |
1.3150 |
1.3203 |
|
| S3 |
1.3097 |
1.3129 |
1.3198 |
|
| S4 |
1.3044 |
1.3076 |
1.3184 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3706 |
1.3350 |
|
| R3 |
1.3644 |
1.3535 |
1.3303 |
|
| R2 |
1.3473 |
1.3473 |
1.3287 |
|
| R1 |
1.3364 |
1.3364 |
1.3272 |
1.3333 |
| PP |
1.3302 |
1.3302 |
1.3302 |
1.3286 |
| S1 |
1.3193 |
1.3193 |
1.3240 |
1.3162 |
| S2 |
1.3131 |
1.3131 |
1.3225 |
|
| S3 |
1.2960 |
1.3022 |
1.3209 |
|
| S4 |
1.2789 |
1.2851 |
1.3162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3298 |
1.3172 |
0.0126 |
1.0% |
0.0035 |
0.3% |
33% |
False |
True |
37 |
| 10 |
1.3412 |
1.3172 |
0.0240 |
1.8% |
0.0034 |
0.3% |
17% |
False |
True |
153 |
| 20 |
1.3446 |
1.3172 |
0.0274 |
2.1% |
0.0032 |
0.2% |
15% |
False |
True |
121 |
| 40 |
1.3696 |
1.3172 |
0.0524 |
4.0% |
0.0025 |
0.2% |
8% |
False |
True |
76 |
| 60 |
1.3710 |
1.3172 |
0.0538 |
4.1% |
0.0024 |
0.2% |
8% |
False |
True |
54 |
| 80 |
1.3989 |
1.3172 |
0.0817 |
6.2% |
0.0025 |
0.2% |
5% |
False |
True |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3450 |
|
2.618 |
1.3364 |
|
1.618 |
1.3311 |
|
1.000 |
1.3278 |
|
0.618 |
1.3258 |
|
HIGH |
1.3225 |
|
0.618 |
1.3205 |
|
0.500 |
1.3199 |
|
0.382 |
1.3192 |
|
LOW |
1.3172 |
|
0.618 |
1.3139 |
|
1.000 |
1.3119 |
|
1.618 |
1.3086 |
|
2.618 |
1.3033 |
|
4.250 |
1.2947 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3208 |
1.3208 |
| PP |
1.3203 |
1.3203 |
| S1 |
1.3199 |
1.3199 |
|