CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3528 |
1.3529 |
0.0001 |
0.0% |
1.3611 |
| High |
1.3543 |
1.3538 |
-0.0005 |
0.0% |
1.3644 |
| Low |
1.3519 |
1.3493 |
-0.0026 |
-0.2% |
1.3493 |
| Close |
1.3529 |
1.3528 |
-0.0001 |
0.0% |
1.3528 |
| Range |
0.0024 |
0.0045 |
0.0021 |
87.5% |
0.0151 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
118,396 |
161,533 |
43,137 |
36.4% |
729,984 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3636 |
1.3553 |
|
| R3 |
1.3610 |
1.3591 |
1.3540 |
|
| R2 |
1.3565 |
1.3565 |
1.3536 |
|
| R1 |
1.3546 |
1.3546 |
1.3532 |
1.3533 |
| PP |
1.3520 |
1.3520 |
1.3520 |
1.3513 |
| S1 |
1.3501 |
1.3501 |
1.3524 |
1.3488 |
| S2 |
1.3475 |
1.3475 |
1.3520 |
|
| S3 |
1.3430 |
1.3456 |
1.3516 |
|
| S4 |
1.3385 |
1.3411 |
1.3503 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4008 |
1.3919 |
1.3611 |
|
| R3 |
1.3857 |
1.3768 |
1.3570 |
|
| R2 |
1.3706 |
1.3706 |
1.3556 |
|
| R1 |
1.3617 |
1.3617 |
1.3542 |
1.3586 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3540 |
| S1 |
1.3466 |
1.3466 |
1.3514 |
1.3435 |
| S2 |
1.3404 |
1.3404 |
1.3500 |
|
| S3 |
1.3253 |
1.3315 |
1.3486 |
|
| S4 |
1.3102 |
1.3164 |
1.3445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3644 |
1.3493 |
0.0151 |
1.1% |
0.0046 |
0.3% |
23% |
False |
True |
145,996 |
| 10 |
1.3654 |
1.3493 |
0.0161 |
1.2% |
0.0044 |
0.3% |
22% |
False |
True |
135,311 |
| 20 |
1.3705 |
1.3493 |
0.0212 |
1.6% |
0.0048 |
0.4% |
17% |
False |
True |
136,190 |
| 40 |
1.3705 |
1.3493 |
0.0212 |
1.6% |
0.0055 |
0.4% |
17% |
False |
True |
98,987 |
| 60 |
1.3986 |
1.3493 |
0.0493 |
3.6% |
0.0056 |
0.4% |
7% |
False |
True |
66,424 |
| 80 |
1.3986 |
1.3493 |
0.0493 |
3.6% |
0.0056 |
0.4% |
7% |
False |
True |
49,924 |
| 100 |
1.3986 |
1.3493 |
0.0493 |
3.6% |
0.0058 |
0.4% |
7% |
False |
True |
39,984 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
8% |
False |
False |
33,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3729 |
|
2.618 |
1.3656 |
|
1.618 |
1.3611 |
|
1.000 |
1.3583 |
|
0.618 |
1.3566 |
|
HIGH |
1.3538 |
|
0.618 |
1.3521 |
|
0.500 |
1.3516 |
|
0.382 |
1.3510 |
|
LOW |
1.3493 |
|
0.618 |
1.3465 |
|
1.000 |
1.3448 |
|
1.618 |
1.3420 |
|
2.618 |
1.3375 |
|
4.250 |
1.3302 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3524 |
1.3534 |
| PP |
1.3520 |
1.3532 |
| S1 |
1.3516 |
1.3530 |
|