CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2976 |
1.2915 |
-0.0061 |
-0.5% |
1.3135 |
| High |
1.2976 |
1.2970 |
-0.0006 |
0.0% |
1.3175 |
| Low |
1.2910 |
1.2885 |
-0.0025 |
-0.2% |
1.2946 |
| Close |
1.2930 |
1.2941 |
0.0011 |
0.1% |
1.2981 |
| Range |
0.0066 |
0.0085 |
0.0019 |
28.8% |
0.0229 |
| ATR |
0.0053 |
0.0056 |
0.0002 |
4.3% |
0.0000 |
| Volume |
361 |
225 |
-136 |
-37.7% |
691 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3149 |
1.2988 |
|
| R3 |
1.3102 |
1.3064 |
1.2964 |
|
| R2 |
1.3017 |
1.3017 |
1.2957 |
|
| R1 |
1.2979 |
1.2979 |
1.2949 |
1.2998 |
| PP |
1.2932 |
1.2932 |
1.2932 |
1.2942 |
| S1 |
1.2894 |
1.2894 |
1.2933 |
1.2913 |
| S2 |
1.2847 |
1.2847 |
1.2925 |
|
| S3 |
1.2762 |
1.2809 |
1.2918 |
|
| S4 |
1.2677 |
1.2724 |
1.2894 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3721 |
1.3580 |
1.3107 |
|
| R3 |
1.3492 |
1.3351 |
1.3044 |
|
| R2 |
1.3263 |
1.3263 |
1.3023 |
|
| R1 |
1.3122 |
1.3122 |
1.3002 |
1.3078 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3012 |
| S1 |
1.2893 |
1.2893 |
1.2960 |
1.2849 |
| S2 |
1.2805 |
1.2805 |
1.2939 |
|
| S3 |
1.2576 |
1.2664 |
1.2918 |
|
| S4 |
1.2347 |
1.2435 |
1.2855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3175 |
1.2885 |
0.0290 |
2.2% |
0.0092 |
0.7% |
19% |
False |
True |
247 |
| 10 |
1.3225 |
1.2885 |
0.0340 |
2.6% |
0.0063 |
0.5% |
16% |
False |
True |
142 |
| 20 |
1.3420 |
1.2885 |
0.0535 |
4.1% |
0.0047 |
0.4% |
10% |
False |
True |
146 |
| 40 |
1.3606 |
1.2885 |
0.0721 |
5.6% |
0.0034 |
0.3% |
8% |
False |
True |
103 |
| 60 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0028 |
0.2% |
7% |
False |
True |
76 |
| 80 |
1.3735 |
1.2885 |
0.0850 |
6.6% |
0.0027 |
0.2% |
7% |
False |
True |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3331 |
|
2.618 |
1.3193 |
|
1.618 |
1.3108 |
|
1.000 |
1.3055 |
|
0.618 |
1.3023 |
|
HIGH |
1.2970 |
|
0.618 |
1.2938 |
|
0.500 |
1.2928 |
|
0.382 |
1.2917 |
|
LOW |
1.2885 |
|
0.618 |
1.2832 |
|
1.000 |
1.2800 |
|
1.618 |
1.2747 |
|
2.618 |
1.2662 |
|
4.250 |
1.2524 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2937 |
1.2947 |
| PP |
1.2932 |
1.2945 |
| S1 |
1.2928 |
1.2943 |
|