CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3645 |
1.3611 |
-0.0034 |
-0.2% |
1.3599 |
| High |
1.3654 |
1.3628 |
-0.0026 |
-0.2% |
1.3654 |
| Low |
1.3592 |
1.3595 |
0.0003 |
0.0% |
1.3579 |
| Close |
1.3607 |
1.3612 |
0.0005 |
0.0% |
1.3612 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-46.8% |
0.0075 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
145,228 |
96,545 |
-48,683 |
-33.5% |
623,131 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3711 |
1.3694 |
1.3630 |
|
| R3 |
1.3678 |
1.3661 |
1.3621 |
|
| R2 |
1.3645 |
1.3645 |
1.3618 |
|
| R1 |
1.3628 |
1.3628 |
1.3615 |
1.3637 |
| PP |
1.3612 |
1.3612 |
1.3612 |
1.3616 |
| S1 |
1.3595 |
1.3595 |
1.3609 |
1.3604 |
| S2 |
1.3579 |
1.3579 |
1.3606 |
|
| S3 |
1.3546 |
1.3562 |
1.3603 |
|
| S4 |
1.3513 |
1.3529 |
1.3594 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3840 |
1.3801 |
1.3653 |
|
| R3 |
1.3765 |
1.3726 |
1.3633 |
|
| R2 |
1.3690 |
1.3690 |
1.3626 |
|
| R1 |
1.3651 |
1.3651 |
1.3619 |
1.3671 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3625 |
| S1 |
1.3576 |
1.3576 |
1.3605 |
1.3596 |
| S2 |
1.3540 |
1.3540 |
1.3598 |
|
| S3 |
1.3465 |
1.3501 |
1.3591 |
|
| S4 |
1.3390 |
1.3426 |
1.3571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3654 |
1.3579 |
0.0075 |
0.6% |
0.0041 |
0.3% |
44% |
False |
False |
124,626 |
| 10 |
1.3705 |
1.3579 |
0.0126 |
0.9% |
0.0045 |
0.3% |
26% |
False |
False |
127,499 |
| 20 |
1.3705 |
1.3517 |
0.0188 |
1.4% |
0.0052 |
0.4% |
51% |
False |
False |
135,746 |
| 40 |
1.3734 |
1.3505 |
0.0229 |
1.7% |
0.0056 |
0.4% |
47% |
False |
False |
80,893 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
22% |
False |
False |
54,280 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
22% |
False |
False |
40,811 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
22% |
False |
False |
32,686 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
25% |
False |
False |
27,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3768 |
|
2.618 |
1.3714 |
|
1.618 |
1.3681 |
|
1.000 |
1.3661 |
|
0.618 |
1.3648 |
|
HIGH |
1.3628 |
|
0.618 |
1.3615 |
|
0.500 |
1.3612 |
|
0.382 |
1.3608 |
|
LOW |
1.3595 |
|
0.618 |
1.3575 |
|
1.000 |
1.3562 |
|
1.618 |
1.3542 |
|
2.618 |
1.3509 |
|
4.250 |
1.3455 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3623 |
| PP |
1.3612 |
1.3619 |
| S1 |
1.3612 |
1.3616 |
|