CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3463 |
1.3465 |
0.0002 |
0.0% |
1.3531 |
| High |
1.3486 |
1.3477 |
-0.0009 |
-0.1% |
1.3552 |
| Low |
1.3439 |
1.3422 |
-0.0017 |
-0.1% |
1.3422 |
| Close |
1.3465 |
1.3433 |
-0.0032 |
-0.2% |
1.3433 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.0% |
0.0130 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
1.0% |
0.0000 |
| Volume |
146,497 |
142,916 |
-3,581 |
-2.4% |
702,670 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3609 |
1.3576 |
1.3463 |
|
| R3 |
1.3554 |
1.3521 |
1.3448 |
|
| R2 |
1.3499 |
1.3499 |
1.3443 |
|
| R1 |
1.3466 |
1.3466 |
1.3438 |
1.3455 |
| PP |
1.3444 |
1.3444 |
1.3444 |
1.3439 |
| S1 |
1.3411 |
1.3411 |
1.3428 |
1.3400 |
| S2 |
1.3389 |
1.3389 |
1.3423 |
|
| S3 |
1.3334 |
1.3356 |
1.3418 |
|
| S4 |
1.3279 |
1.3301 |
1.3403 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3859 |
1.3776 |
1.3505 |
|
| R3 |
1.3729 |
1.3646 |
1.3469 |
|
| R2 |
1.3599 |
1.3599 |
1.3457 |
|
| R1 |
1.3516 |
1.3516 |
1.3445 |
1.3493 |
| PP |
1.3469 |
1.3469 |
1.3469 |
1.3457 |
| S1 |
1.3386 |
1.3386 |
1.3421 |
1.3363 |
| S2 |
1.3339 |
1.3339 |
1.3409 |
|
| S3 |
1.3209 |
1.3256 |
1.3397 |
|
| S4 |
1.3079 |
1.3126 |
1.3362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3552 |
1.3422 |
0.0130 |
1.0% |
0.0046 |
0.3% |
8% |
False |
True |
140,534 |
| 10 |
1.3644 |
1.3422 |
0.0222 |
1.7% |
0.0046 |
0.3% |
5% |
False |
True |
143,265 |
| 20 |
1.3705 |
1.3422 |
0.0283 |
2.1% |
0.0045 |
0.3% |
4% |
False |
True |
135,382 |
| 40 |
1.3705 |
1.3422 |
0.0283 |
2.1% |
0.0055 |
0.4% |
4% |
False |
True |
116,158 |
| 60 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0055 |
0.4% |
2% |
False |
True |
78,049 |
| 80 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0055 |
0.4% |
2% |
False |
True |
58,675 |
| 100 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0057 |
0.4% |
2% |
False |
True |
47,002 |
| 120 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0055 |
0.4% |
2% |
False |
True |
39,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3711 |
|
2.618 |
1.3621 |
|
1.618 |
1.3566 |
|
1.000 |
1.3532 |
|
0.618 |
1.3511 |
|
HIGH |
1.3477 |
|
0.618 |
1.3456 |
|
0.500 |
1.3450 |
|
0.382 |
1.3443 |
|
LOW |
1.3422 |
|
0.618 |
1.3388 |
|
1.000 |
1.3367 |
|
1.618 |
1.3333 |
|
2.618 |
1.3278 |
|
4.250 |
1.3188 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3450 |
1.3454 |
| PP |
1.3444 |
1.3447 |
| S1 |
1.3439 |
1.3440 |
|