CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3611 |
1.3623 |
0.0012 |
0.1% |
1.3599 |
| High |
1.3644 |
1.3631 |
-0.0013 |
-0.1% |
1.3654 |
| Low |
1.3601 |
1.3564 |
-0.0037 |
-0.3% |
1.3579 |
| Close |
1.3622 |
1.3571 |
-0.0051 |
-0.4% |
1.3612 |
| Range |
0.0043 |
0.0067 |
0.0024 |
55.8% |
0.0075 |
| ATR |
0.0051 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
| Volume |
106,672 |
210,434 |
103,762 |
97.3% |
623,131 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3790 |
1.3747 |
1.3608 |
|
| R3 |
1.3723 |
1.3680 |
1.3589 |
|
| R2 |
1.3656 |
1.3656 |
1.3583 |
|
| R1 |
1.3613 |
1.3613 |
1.3577 |
1.3601 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3583 |
| S1 |
1.3546 |
1.3546 |
1.3565 |
1.3534 |
| S2 |
1.3522 |
1.3522 |
1.3559 |
|
| S3 |
1.3455 |
1.3479 |
1.3553 |
|
| S4 |
1.3388 |
1.3412 |
1.3534 |
|
|
| 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 |
1.3564 |
0.0090 |
0.7% |
0.0050 |
0.4% |
8% |
False |
True |
142,734 |
| 10 |
1.3705 |
1.3564 |
0.0141 |
1.0% |
0.0045 |
0.3% |
5% |
False |
True |
132,871 |
| 20 |
1.3705 |
1.3541 |
0.0164 |
1.2% |
0.0052 |
0.4% |
18% |
False |
False |
137,245 |
| 40 |
1.3734 |
1.3505 |
0.0229 |
1.7% |
0.0056 |
0.4% |
29% |
False |
False |
88,736 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
14% |
False |
False |
59,555 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
14% |
False |
False |
44,772 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
14% |
False |
False |
35,857 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
17% |
False |
False |
29,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3916 |
|
2.618 |
1.3806 |
|
1.618 |
1.3739 |
|
1.000 |
1.3698 |
|
0.618 |
1.3672 |
|
HIGH |
1.3631 |
|
0.618 |
1.3605 |
|
0.500 |
1.3598 |
|
0.382 |
1.3590 |
|
LOW |
1.3564 |
|
0.618 |
1.3523 |
|
1.000 |
1.3497 |
|
1.618 |
1.3456 |
|
2.618 |
1.3389 |
|
4.250 |
1.3279 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3598 |
1.3604 |
| PP |
1.3589 |
1.3593 |
| S1 |
1.3580 |
1.3582 |
|