CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3434 |
1.3441 |
0.0007 |
0.1% |
1.3531 |
| High |
1.3446 |
1.3446 |
0.0000 |
0.0% |
1.3552 |
| Low |
1.3428 |
1.3405 |
-0.0023 |
-0.2% |
1.3422 |
| Close |
1.3435 |
1.3411 |
-0.0024 |
-0.2% |
1.3433 |
| Range |
0.0018 |
0.0041 |
0.0023 |
127.8% |
0.0130 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
79,710 |
133,238 |
53,528 |
67.2% |
702,670 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3518 |
1.3434 |
|
| R3 |
1.3503 |
1.3477 |
1.3422 |
|
| R2 |
1.3462 |
1.3462 |
1.3419 |
|
| R1 |
1.3436 |
1.3436 |
1.3415 |
1.3429 |
| PP |
1.3421 |
1.3421 |
1.3421 |
1.3417 |
| S1 |
1.3395 |
1.3395 |
1.3407 |
1.3388 |
| S2 |
1.3380 |
1.3380 |
1.3403 |
|
| S3 |
1.3339 |
1.3354 |
1.3400 |
|
| S4 |
1.3298 |
1.3313 |
1.3388 |
|
|
| 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 |
1.3486 |
1.3405 |
0.0081 |
0.6% |
0.0036 |
0.3% |
7% |
False |
True |
125,533 |
| 10 |
1.3574 |
1.3405 |
0.0169 |
1.3% |
0.0041 |
0.3% |
4% |
False |
True |
132,849 |
| 20 |
1.3705 |
1.3405 |
0.0300 |
2.2% |
0.0043 |
0.3% |
2% |
False |
True |
132,860 |
| 40 |
1.3705 |
1.3405 |
0.0300 |
2.2% |
0.0054 |
0.4% |
2% |
False |
True |
120,974 |
| 60 |
1.3986 |
1.3405 |
0.0581 |
4.3% |
0.0054 |
0.4% |
1% |
False |
True |
81,585 |
| 80 |
1.3986 |
1.3405 |
0.0581 |
4.3% |
0.0054 |
0.4% |
1% |
False |
True |
61,333 |
| 100 |
1.3986 |
1.3405 |
0.0581 |
4.3% |
0.0056 |
0.4% |
1% |
False |
True |
49,119 |
| 120 |
1.3986 |
1.3405 |
0.0581 |
4.3% |
0.0055 |
0.4% |
1% |
False |
True |
40,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3620 |
|
2.618 |
1.3553 |
|
1.618 |
1.3512 |
|
1.000 |
1.3487 |
|
0.618 |
1.3471 |
|
HIGH |
1.3446 |
|
0.618 |
1.3430 |
|
0.500 |
1.3426 |
|
0.382 |
1.3421 |
|
LOW |
1.3405 |
|
0.618 |
1.3380 |
|
1.000 |
1.3364 |
|
1.618 |
1.3339 |
|
2.618 |
1.3298 |
|
4.250 |
1.3231 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3426 |
1.3441 |
| PP |
1.3421 |
1.3431 |
| S1 |
1.3416 |
1.3421 |
|