CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2970 |
1.2940 |
-0.0030 |
-0.2% |
1.3135 |
| High |
1.2978 |
1.2971 |
-0.0007 |
-0.1% |
1.3175 |
| Low |
1.2910 |
1.2920 |
0.0010 |
0.1% |
1.2946 |
| Close |
1.2926 |
1.2945 |
0.0019 |
0.1% |
1.2981 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0229 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
160 |
214 |
54 |
33.8% |
691 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3098 |
1.3073 |
1.2973 |
|
| R3 |
1.3047 |
1.3022 |
1.2959 |
|
| R2 |
1.2996 |
1.2996 |
1.2954 |
|
| R1 |
1.2971 |
1.2971 |
1.2950 |
1.2984 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2952 |
| S1 |
1.2920 |
1.2920 |
1.2940 |
1.2933 |
| S2 |
1.2894 |
1.2894 |
1.2936 |
|
| S3 |
1.2843 |
1.2869 |
1.2931 |
|
| S4 |
1.2792 |
1.2818 |
1.2917 |
|
|
| 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 |
1.3009 |
1.2885 |
0.0124 |
1.0% |
0.0067 |
0.5% |
48% |
False |
False |
290 |
| 10 |
1.3201 |
1.2885 |
0.0316 |
2.4% |
0.0066 |
0.5% |
19% |
False |
False |
173 |
| 20 |
1.3412 |
1.2885 |
0.0527 |
4.1% |
0.0050 |
0.4% |
11% |
False |
False |
163 |
| 40 |
1.3549 |
1.2885 |
0.0664 |
5.1% |
0.0036 |
0.3% |
9% |
False |
False |
111 |
| 60 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0030 |
0.2% |
7% |
False |
False |
82 |
| 80 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0028 |
0.2% |
7% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3188 |
|
2.618 |
1.3105 |
|
1.618 |
1.3054 |
|
1.000 |
1.3022 |
|
0.618 |
1.3003 |
|
HIGH |
1.2971 |
|
0.618 |
1.2952 |
|
0.500 |
1.2946 |
|
0.382 |
1.2939 |
|
LOW |
1.2920 |
|
0.618 |
1.2888 |
|
1.000 |
1.2869 |
|
1.618 |
1.2837 |
|
2.618 |
1.2786 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2946 |
1.2941 |
| PP |
1.2945 |
1.2936 |
| S1 |
1.2945 |
1.2932 |
|