CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3527 |
1.3468 |
-0.0059 |
-0.4% |
1.3611 |
| High |
1.3532 |
1.3476 |
-0.0056 |
-0.4% |
1.3644 |
| Low |
1.3461 |
1.3456 |
-0.0005 |
0.0% |
1.3493 |
| Close |
1.3468 |
1.3459 |
-0.0009 |
-0.1% |
1.3528 |
| Range |
0.0071 |
0.0020 |
-0.0051 |
-71.8% |
0.0151 |
| ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
191,543 |
125,308 |
-66,235 |
-34.6% |
729,984 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3524 |
1.3511 |
1.3470 |
|
| R3 |
1.3504 |
1.3491 |
1.3465 |
|
| R2 |
1.3484 |
1.3484 |
1.3463 |
|
| R1 |
1.3471 |
1.3471 |
1.3461 |
1.3468 |
| PP |
1.3464 |
1.3464 |
1.3464 |
1.3462 |
| S1 |
1.3451 |
1.3451 |
1.3457 |
1.3448 |
| S2 |
1.3444 |
1.3444 |
1.3455 |
|
| S3 |
1.3424 |
1.3431 |
1.3454 |
|
| S4 |
1.3404 |
1.3411 |
1.3448 |
|
|
| 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 |
1.3552 |
1.3456 |
0.0096 |
0.7% |
0.0039 |
0.3% |
3% |
False |
True |
138,637 |
| 10 |
1.3654 |
1.3456 |
0.0198 |
1.5% |
0.0045 |
0.3% |
2% |
False |
True |
138,501 |
| 20 |
1.3705 |
1.3456 |
0.0249 |
1.9% |
0.0046 |
0.3% |
1% |
False |
True |
137,261 |
| 40 |
1.3705 |
1.3456 |
0.0249 |
1.9% |
0.0054 |
0.4% |
1% |
False |
True |
109,129 |
| 60 |
1.3986 |
1.3456 |
0.0530 |
3.9% |
0.0056 |
0.4% |
1% |
False |
True |
73,291 |
| 80 |
1.3986 |
1.3456 |
0.0530 |
3.9% |
0.0055 |
0.4% |
1% |
False |
True |
55,066 |
| 100 |
1.3986 |
1.3456 |
0.0530 |
3.9% |
0.0057 |
0.4% |
1% |
False |
True |
44,115 |
| 120 |
1.3986 |
1.3456 |
0.0530 |
3.9% |
0.0055 |
0.4% |
1% |
False |
True |
36,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3561 |
|
2.618 |
1.3528 |
|
1.618 |
1.3508 |
|
1.000 |
1.3496 |
|
0.618 |
1.3488 |
|
HIGH |
1.3476 |
|
0.618 |
1.3468 |
|
0.500 |
1.3466 |
|
0.382 |
1.3464 |
|
LOW |
1.3456 |
|
0.618 |
1.3444 |
|
1.000 |
1.3436 |
|
1.618 |
1.3424 |
|
2.618 |
1.3404 |
|
4.250 |
1.3371 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3466 |
1.3504 |
| PP |
1.3464 |
1.3489 |
| S1 |
1.3461 |
1.3474 |
|