CME Euro FX (E) Future March 2015
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.3172 |
1.3190 |
0.0018 |
0.1% |
1.3410 |
High |
1.3225 |
1.3201 |
-0.0024 |
-0.2% |
1.3410 |
Low |
1.3172 |
1.3178 |
0.0006 |
0.0% |
1.3239 |
Close |
1.3213 |
1.3201 |
-0.0012 |
-0.1% |
1.3256 |
Range |
0.0053 |
0.0023 |
-0.0030 |
-56.6% |
0.0171 |
ATR |
0.0040 |
0.0039 |
0.0000 |
-0.9% |
0.0000 |
Volume |
31 |
48 |
17 |
54.8% |
151 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3262 |
1.3255 |
1.3214 |
|
R3 |
1.3239 |
1.3232 |
1.3207 |
|
R2 |
1.3216 |
1.3216 |
1.3205 |
|
R1 |
1.3209 |
1.3209 |
1.3203 |
1.3213 |
PP |
1.3193 |
1.3193 |
1.3193 |
1.3195 |
S1 |
1.3186 |
1.3186 |
1.3199 |
1.3190 |
S2 |
1.3170 |
1.3170 |
1.3197 |
|
S3 |
1.3147 |
1.3163 |
1.3195 |
|
S4 |
1.3124 |
1.3140 |
1.3188 |
|
|
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 |
1.3276 |
1.3172 |
0.0104 |
0.8% |
0.0032 |
0.2% |
28% |
False |
False |
37 |
10 |
1.3412 |
1.3172 |
0.0240 |
1.8% |
0.0032 |
0.2% |
12% |
False |
False |
155 |
20 |
1.3446 |
1.3172 |
0.0274 |
2.1% |
0.0033 |
0.2% |
11% |
False |
False |
122 |
40 |
1.3664 |
1.3172 |
0.0492 |
3.7% |
0.0025 |
0.2% |
6% |
False |
False |
77 |
60 |
1.3710 |
1.3172 |
0.0538 |
4.1% |
0.0025 |
0.2% |
5% |
False |
False |
55 |
80 |
1.3989 |
1.3172 |
0.0817 |
6.2% |
0.0025 |
0.2% |
4% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3299 |
2.618 |
1.3261 |
1.618 |
1.3238 |
1.000 |
1.3224 |
0.618 |
1.3215 |
HIGH |
1.3201 |
0.618 |
1.3192 |
0.500 |
1.3190 |
0.382 |
1.3187 |
LOW |
1.3178 |
0.618 |
1.3164 |
1.000 |
1.3155 |
1.618 |
1.3141 |
2.618 |
1.3118 |
4.250 |
1.3080 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3197 |
1.3200 |
PP |
1.3193 |
1.3199 |
S1 |
1.3190 |
1.3199 |
|