CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3162 |
0.0012 |
0.1% |
1.3220 |
| High |
1.3175 |
1.3170 |
-0.0005 |
0.0% |
1.3225 |
| Low |
1.3150 |
1.2947 |
-0.0203 |
-1.5% |
1.3153 |
| Close |
1.3164 |
1.2960 |
-0.0204 |
-1.5% |
1.3153 |
| Range |
0.0025 |
0.0223 |
0.0198 |
792.0% |
0.0072 |
| ATR |
0.0038 |
0.0051 |
0.0013 |
35.0% |
0.0000 |
| Volume |
68 |
91 |
23 |
33.8% |
209 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3695 |
1.3550 |
1.3083 |
|
| R3 |
1.3472 |
1.3327 |
1.3021 |
|
| R2 |
1.3249 |
1.3249 |
1.3001 |
|
| R1 |
1.3104 |
1.3104 |
1.2980 |
1.3065 |
| PP |
1.3026 |
1.3026 |
1.3026 |
1.3006 |
| S1 |
1.2881 |
1.2881 |
1.2940 |
1.2842 |
| S2 |
1.2803 |
1.2803 |
1.2919 |
|
| S3 |
1.2580 |
1.2658 |
1.2899 |
|
| S4 |
1.2357 |
1.2435 |
1.2837 |
|
|
| 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 |
1.3201 |
1.2947 |
0.0254 |
2.0% |
0.0066 |
0.5% |
5% |
False |
True |
57 |
| 10 |
1.3298 |
1.2947 |
0.0351 |
2.7% |
0.0051 |
0.4% |
4% |
False |
True |
47 |
| 20 |
1.3436 |
1.2947 |
0.0489 |
3.8% |
0.0042 |
0.3% |
3% |
False |
True |
108 |
| 40 |
1.3664 |
1.2947 |
0.0717 |
5.5% |
0.0030 |
0.2% |
2% |
False |
True |
78 |
| 60 |
1.3710 |
1.2947 |
0.0763 |
5.9% |
0.0026 |
0.2% |
2% |
False |
True |
58 |
| 80 |
1.3753 |
1.2947 |
0.0806 |
6.2% |
0.0026 |
0.2% |
2% |
False |
True |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4118 |
|
2.618 |
1.3754 |
|
1.618 |
1.3531 |
|
1.000 |
1.3393 |
|
0.618 |
1.3308 |
|
HIGH |
1.3170 |
|
0.618 |
1.3085 |
|
0.500 |
1.3059 |
|
0.382 |
1.3032 |
|
LOW |
1.2947 |
|
0.618 |
1.2809 |
|
1.000 |
1.2724 |
|
1.618 |
1.2586 |
|
2.618 |
1.2363 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3059 |
1.3061 |
| PP |
1.3026 |
1.3027 |
| S1 |
1.2993 |
1.2994 |
|