CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3135 |
1.3150 |
0.0015 |
0.1% |
1.3220 |
| High |
1.3152 |
1.3175 |
0.0023 |
0.2% |
1.3225 |
| Low |
1.3135 |
1.3150 |
0.0015 |
0.1% |
1.3153 |
| Close |
1.3146 |
1.3164 |
0.0018 |
0.1% |
1.3153 |
| Range |
0.0017 |
0.0025 |
0.0008 |
47.1% |
0.0072 |
| ATR |
0.0038 |
0.0038 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
42 |
68 |
26 |
61.9% |
209 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3226 |
1.3178 |
|
| R3 |
1.3213 |
1.3201 |
1.3171 |
|
| R2 |
1.3188 |
1.3188 |
1.3169 |
|
| R1 |
1.3176 |
1.3176 |
1.3166 |
1.3182 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3166 |
| S1 |
1.3151 |
1.3151 |
1.3162 |
1.3157 |
| S2 |
1.3138 |
1.3138 |
1.3159 |
|
| S3 |
1.3113 |
1.3126 |
1.3157 |
|
| S4 |
1.3088 |
1.3101 |
1.3150 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3393 |
1.3345 |
1.3193 |
|
| R3 |
1.3321 |
1.3273 |
1.3173 |
|
| R2 |
1.3249 |
1.3249 |
1.3166 |
|
| R1 |
1.3201 |
1.3201 |
1.3160 |
1.3189 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3171 |
| S1 |
1.3129 |
1.3129 |
1.3146 |
1.3117 |
| S2 |
1.3105 |
1.3105 |
1.3140 |
|
| S3 |
1.3033 |
1.3057 |
1.3133 |
|
| S4 |
1.2961 |
1.2985 |
1.3113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.3135 |
0.0090 |
0.7% |
0.0032 |
0.2% |
32% |
False |
False |
45 |
| 10 |
1.3310 |
1.3135 |
0.0175 |
1.3% |
0.0032 |
0.2% |
17% |
False |
False |
42 |
| 20 |
1.3436 |
1.3135 |
0.0301 |
2.3% |
0.0032 |
0.2% |
10% |
False |
False |
113 |
| 40 |
1.3664 |
1.3135 |
0.0529 |
4.0% |
0.0025 |
0.2% |
5% |
False |
False |
76 |
| 60 |
1.3710 |
1.3135 |
0.0575 |
4.4% |
0.0023 |
0.2% |
5% |
False |
False |
57 |
| 80 |
1.3758 |
1.3135 |
0.0623 |
4.7% |
0.0023 |
0.2% |
5% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3281 |
|
2.618 |
1.3240 |
|
1.618 |
1.3215 |
|
1.000 |
1.3200 |
|
0.618 |
1.3190 |
|
HIGH |
1.3175 |
|
0.618 |
1.3165 |
|
0.500 |
1.3163 |
|
0.382 |
1.3160 |
|
LOW |
1.3150 |
|
0.618 |
1.3135 |
|
1.000 |
1.3125 |
|
1.618 |
1.3110 |
|
2.618 |
1.3085 |
|
4.250 |
1.3044 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3164 |
1.3165 |
| PP |
1.3163 |
1.3164 |
| S1 |
1.3163 |
1.3164 |
|