CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3609 |
1.3616 |
0.0007 |
0.1% |
1.3649 |
| High |
1.3621 |
1.3652 |
0.0031 |
0.2% |
1.3705 |
| Low |
1.3592 |
1.3606 |
0.0014 |
0.1% |
1.3599 |
| Close |
1.3614 |
1.3650 |
0.0036 |
0.3% |
1.3606 |
| Range |
0.0029 |
0.0046 |
0.0017 |
58.6% |
0.0106 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
100,355 |
154,792 |
54,437 |
54.2% |
533,732 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3774 |
1.3758 |
1.3675 |
|
| R3 |
1.3728 |
1.3712 |
1.3663 |
|
| R2 |
1.3682 |
1.3682 |
1.3658 |
|
| R1 |
1.3666 |
1.3666 |
1.3654 |
1.3674 |
| PP |
1.3636 |
1.3636 |
1.3636 |
1.3640 |
| S1 |
1.3620 |
1.3620 |
1.3646 |
1.3628 |
| S2 |
1.3590 |
1.3590 |
1.3642 |
|
| S3 |
1.3544 |
1.3574 |
1.3637 |
|
| S4 |
1.3498 |
1.3528 |
1.3625 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3955 |
1.3886 |
1.3664 |
|
| R3 |
1.3849 |
1.3780 |
1.3635 |
|
| R2 |
1.3743 |
1.3743 |
1.3625 |
|
| R1 |
1.3674 |
1.3674 |
1.3616 |
1.3656 |
| PP |
1.3637 |
1.3637 |
1.3637 |
1.3627 |
| S1 |
1.3568 |
1.3568 |
1.3596 |
1.3550 |
| S2 |
1.3531 |
1.3531 |
1.3587 |
|
| S3 |
1.3425 |
1.3462 |
1.3577 |
|
| S4 |
1.3319 |
1.3356 |
1.3548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3687 |
1.3579 |
0.0108 |
0.8% |
0.0045 |
0.3% |
66% |
False |
False |
129,856 |
| 10 |
1.3705 |
1.3579 |
0.0126 |
0.9% |
0.0047 |
0.3% |
56% |
False |
False |
136,020 |
| 20 |
1.3705 |
1.3516 |
0.0189 |
1.4% |
0.0052 |
0.4% |
71% |
False |
False |
137,462 |
| 40 |
1.3767 |
1.3505 |
0.0262 |
1.9% |
0.0056 |
0.4% |
55% |
False |
False |
74,904 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
30% |
False |
False |
50,269 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
30% |
False |
False |
37,793 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
30% |
False |
False |
30,269 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
33% |
False |
False |
25,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3848 |
|
2.618 |
1.3772 |
|
1.618 |
1.3726 |
|
1.000 |
1.3698 |
|
0.618 |
1.3680 |
|
HIGH |
1.3652 |
|
0.618 |
1.3634 |
|
0.500 |
1.3629 |
|
0.382 |
1.3624 |
|
LOW |
1.3606 |
|
0.618 |
1.3578 |
|
1.000 |
1.3560 |
|
1.618 |
1.3532 |
|
2.618 |
1.3486 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3643 |
1.3639 |
| PP |
1.3636 |
1.3627 |
| S1 |
1.3629 |
1.3616 |
|