CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3396 |
1.3390 |
-0.0006 |
0.0% |
1.3434 |
| High |
1.3403 |
1.3447 |
0.0044 |
0.3% |
1.3447 |
| Low |
1.3373 |
1.3380 |
0.0007 |
0.1% |
1.3369 |
| Close |
1.3392 |
1.3430 |
0.0038 |
0.3% |
1.3430 |
| Range |
0.0030 |
0.0067 |
0.0037 |
123.3% |
0.0078 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
3.4% |
0.0000 |
| Volume |
167,085 |
217,944 |
50,859 |
30.4% |
795,076 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3620 |
1.3592 |
1.3467 |
|
| R3 |
1.3553 |
1.3525 |
1.3448 |
|
| R2 |
1.3486 |
1.3486 |
1.3442 |
|
| R1 |
1.3458 |
1.3458 |
1.3436 |
1.3472 |
| PP |
1.3419 |
1.3419 |
1.3419 |
1.3426 |
| S1 |
1.3391 |
1.3391 |
1.3424 |
1.3405 |
| S2 |
1.3352 |
1.3352 |
1.3418 |
|
| S3 |
1.3285 |
1.3324 |
1.3412 |
|
| S4 |
1.3218 |
1.3257 |
1.3393 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3649 |
1.3618 |
1.3473 |
|
| R3 |
1.3571 |
1.3540 |
1.3451 |
|
| R2 |
1.3493 |
1.3493 |
1.3444 |
|
| R1 |
1.3462 |
1.3462 |
1.3437 |
1.3439 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3404 |
| S1 |
1.3384 |
1.3384 |
1.3423 |
1.3361 |
| S2 |
1.3337 |
1.3337 |
1.3416 |
|
| S3 |
1.3259 |
1.3306 |
1.3409 |
|
| S4 |
1.3181 |
1.3228 |
1.3387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3447 |
1.3369 |
0.0078 |
0.6% |
0.0041 |
0.3% |
78% |
True |
False |
159,015 |
| 10 |
1.3552 |
1.3369 |
0.0183 |
1.4% |
0.0043 |
0.3% |
33% |
False |
False |
149,774 |
| 20 |
1.3654 |
1.3369 |
0.0285 |
2.1% |
0.0043 |
0.3% |
21% |
False |
False |
142,543 |
| 40 |
1.3705 |
1.3369 |
0.0336 |
2.5% |
0.0050 |
0.4% |
18% |
False |
False |
134,703 |
| 60 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0055 |
0.4% |
10% |
False |
False |
91,262 |
| 80 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0053 |
0.4% |
10% |
False |
False |
68,592 |
| 100 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0057 |
0.4% |
10% |
False |
False |
54,934 |
| 120 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0054 |
0.4% |
10% |
False |
False |
45,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3732 |
|
2.618 |
1.3622 |
|
1.618 |
1.3555 |
|
1.000 |
1.3514 |
|
0.618 |
1.3488 |
|
HIGH |
1.3447 |
|
0.618 |
1.3421 |
|
0.500 |
1.3414 |
|
0.382 |
1.3406 |
|
LOW |
1.3380 |
|
0.618 |
1.3339 |
|
1.000 |
1.3313 |
|
1.618 |
1.3272 |
|
2.618 |
1.3205 |
|
4.250 |
1.3095 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3425 |
1.3423 |
| PP |
1.3419 |
1.3415 |
| S1 |
1.3414 |
1.3408 |
|