CME Euro FX (E) Future September 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 |
1.3616 |
1.3645 |
0.0029 |
0.2% |
1.3649 |
| High |
1.3652 |
1.3654 |
0.0002 |
0.0% |
1.3705 |
| Low |
1.3606 |
1.3592 |
-0.0014 |
-0.1% |
1.3599 |
| Close |
1.3650 |
1.3607 |
-0.0043 |
-0.3% |
1.3606 |
| Range |
0.0046 |
0.0062 |
0.0016 |
34.8% |
0.0106 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.2% |
0.0000 |
| Volume |
154,792 |
145,228 |
-9,564 |
-6.2% |
533,732 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3767 |
1.3641 |
|
| R3 |
1.3742 |
1.3705 |
1.3624 |
|
| R2 |
1.3680 |
1.3680 |
1.3618 |
|
| R1 |
1.3643 |
1.3643 |
1.3613 |
1.3631 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3611 |
| S1 |
1.3581 |
1.3581 |
1.3601 |
1.3569 |
| S2 |
1.3556 |
1.3556 |
1.3596 |
|
| S3 |
1.3494 |
1.3519 |
1.3590 |
|
| S4 |
1.3432 |
1.3457 |
1.3573 |
|
|
| 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 |
1.3668 |
1.3579 |
0.0089 |
0.7% |
0.0048 |
0.4% |
31% |
False |
False |
137,645 |
| 10 |
1.3705 |
1.3579 |
0.0126 |
0.9% |
0.0048 |
0.4% |
22% |
False |
False |
135,532 |
| 20 |
1.3705 |
1.3516 |
0.0189 |
1.4% |
0.0054 |
0.4% |
48% |
False |
False |
137,765 |
| 40 |
1.3734 |
1.3505 |
0.0229 |
1.7% |
0.0056 |
0.4% |
45% |
False |
False |
78,523 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
21% |
False |
False |
52,685 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
21% |
False |
False |
39,607 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
21% |
False |
False |
31,721 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
24% |
False |
False |
26,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3918 |
|
2.618 |
1.3816 |
|
1.618 |
1.3754 |
|
1.000 |
1.3716 |
|
0.618 |
1.3692 |
|
HIGH |
1.3654 |
|
0.618 |
1.3630 |
|
0.500 |
1.3623 |
|
0.382 |
1.3616 |
|
LOW |
1.3592 |
|
0.618 |
1.3554 |
|
1.000 |
1.3530 |
|
1.618 |
1.3492 |
|
2.618 |
1.3430 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3623 |
1.3623 |
| PP |
1.3618 |
1.3618 |
| S1 |
1.3612 |
1.3612 |
|