CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3531 |
1.3527 |
-0.0004 |
0.0% |
1.3611 |
| High |
1.3552 |
1.3532 |
-0.0020 |
-0.1% |
1.3644 |
| Low |
1.3515 |
1.3461 |
-0.0054 |
-0.4% |
1.3493 |
| Close |
1.3525 |
1.3468 |
-0.0057 |
-0.4% |
1.3528 |
| Range |
0.0037 |
0.0071 |
0.0034 |
91.9% |
0.0151 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.2% |
0.0000 |
| Volume |
96,406 |
191,543 |
95,137 |
98.7% |
729,984 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3700 |
1.3655 |
1.3507 |
|
| R3 |
1.3629 |
1.3584 |
1.3488 |
|
| R2 |
1.3558 |
1.3558 |
1.3481 |
|
| R1 |
1.3513 |
1.3513 |
1.3475 |
1.3500 |
| PP |
1.3487 |
1.3487 |
1.3487 |
1.3481 |
| S1 |
1.3442 |
1.3442 |
1.3461 |
1.3429 |
| S2 |
1.3416 |
1.3416 |
1.3455 |
|
| S3 |
1.3345 |
1.3371 |
1.3448 |
|
| S4 |
1.3274 |
1.3300 |
1.3429 |
|
|
| 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 |
1.3574 |
1.3461 |
0.0113 |
0.8% |
0.0046 |
0.3% |
6% |
False |
True |
140,165 |
| 10 |
1.3654 |
1.3461 |
0.0193 |
1.4% |
0.0048 |
0.4% |
4% |
False |
True |
141,449 |
| 20 |
1.3705 |
1.3461 |
0.0244 |
1.8% |
0.0047 |
0.4% |
3% |
False |
True |
138,864 |
| 40 |
1.3705 |
1.3461 |
0.0244 |
1.8% |
0.0055 |
0.4% |
3% |
False |
True |
106,067 |
| 60 |
1.3986 |
1.3461 |
0.0525 |
3.9% |
0.0056 |
0.4% |
1% |
False |
True |
71,205 |
| 80 |
1.3986 |
1.3461 |
0.0525 |
3.9% |
0.0056 |
0.4% |
1% |
False |
True |
53,507 |
| 100 |
1.3986 |
1.3461 |
0.0525 |
3.9% |
0.0058 |
0.4% |
1% |
False |
True |
42,863 |
| 120 |
1.3986 |
1.3461 |
0.0525 |
3.9% |
0.0055 |
0.4% |
1% |
False |
True |
35,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3834 |
|
2.618 |
1.3718 |
|
1.618 |
1.3647 |
|
1.000 |
1.3603 |
|
0.618 |
1.3576 |
|
HIGH |
1.3532 |
|
0.618 |
1.3505 |
|
0.500 |
1.3497 |
|
0.382 |
1.3488 |
|
LOW |
1.3461 |
|
0.618 |
1.3417 |
|
1.000 |
1.3390 |
|
1.618 |
1.3346 |
|
2.618 |
1.3275 |
|
4.250 |
1.3159 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3497 |
1.3507 |
| PP |
1.3487 |
1.3494 |
| S1 |
1.3478 |
1.3481 |
|