CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3629 |
1.3653 |
0.0024 |
0.2% |
1.3655 |
| High |
1.3657 |
1.3656 |
-0.0001 |
0.0% |
1.3709 |
| Low |
1.3615 |
1.3598 |
-0.0017 |
-0.1% |
1.3606 |
| Close |
1.3656 |
1.3613 |
-0.0043 |
-0.3% |
1.3612 |
| Range |
0.0042 |
0.0058 |
0.0016 |
38.1% |
0.0103 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.6% |
0.0000 |
| Volume |
487 |
243 |
-244 |
-50.1% |
1,812 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3796 |
1.3763 |
1.3645 |
|
| R3 |
1.3738 |
1.3705 |
1.3629 |
|
| R2 |
1.3680 |
1.3680 |
1.3624 |
|
| R1 |
1.3647 |
1.3647 |
1.3618 |
1.3635 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3616 |
| S1 |
1.3589 |
1.3589 |
1.3608 |
1.3577 |
| S2 |
1.3564 |
1.3564 |
1.3602 |
|
| S3 |
1.3506 |
1.3531 |
1.3597 |
|
| S4 |
1.3448 |
1.3473 |
1.3581 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3885 |
1.3669 |
|
| R3 |
1.3848 |
1.3782 |
1.3640 |
|
| R2 |
1.3745 |
1.3745 |
1.3631 |
|
| R1 |
1.3679 |
1.3679 |
1.3621 |
1.3661 |
| PP |
1.3642 |
1.3642 |
1.3642 |
1.3633 |
| S1 |
1.3576 |
1.3576 |
1.3603 |
1.3558 |
| S2 |
1.3539 |
1.3539 |
1.3593 |
|
| S3 |
1.3436 |
1.3473 |
1.3584 |
|
| S4 |
1.3333 |
1.3370 |
1.3555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3674 |
1.3588 |
0.0086 |
0.6% |
0.0044 |
0.3% |
29% |
False |
False |
952 |
| 10 |
1.3709 |
1.3588 |
0.0121 |
0.9% |
0.0043 |
0.3% |
21% |
False |
False |
705 |
| 20 |
1.3709 |
1.3518 |
0.0191 |
1.4% |
0.0047 |
0.3% |
50% |
False |
False |
532 |
| 40 |
1.3735 |
1.3510 |
0.0225 |
1.7% |
0.0048 |
0.3% |
46% |
False |
False |
464 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0045 |
0.3% |
22% |
False |
False |
319 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0041 |
0.3% |
22% |
False |
False |
246 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0038 |
0.3% |
22% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3903 |
|
2.618 |
1.3808 |
|
1.618 |
1.3750 |
|
1.000 |
1.3714 |
|
0.618 |
1.3692 |
|
HIGH |
1.3656 |
|
0.618 |
1.3634 |
|
0.500 |
1.3627 |
|
0.382 |
1.3620 |
|
LOW |
1.3598 |
|
0.618 |
1.3562 |
|
1.000 |
1.3540 |
|
1.618 |
1.3504 |
|
2.618 |
1.3446 |
|
4.250 |
1.3352 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3627 |
1.3628 |
| PP |
1.3622 |
1.3623 |
| S1 |
1.3618 |
1.3618 |
|