CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3692 |
1.3661 |
-0.0031 |
-0.2% |
1.3596 |
| High |
1.3692 |
1.3674 |
-0.0018 |
-0.1% |
1.3660 |
| Low |
1.3649 |
1.3606 |
-0.0043 |
-0.3% |
1.3584 |
| Close |
1.3663 |
1.3612 |
-0.0051 |
-0.4% |
1.3654 |
| Range |
0.0043 |
0.0068 |
0.0025 |
58.1% |
0.0076 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.6% |
0.0000 |
| Volume |
369 |
233 |
-136 |
-36.9% |
1,515 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3791 |
1.3649 |
|
| R3 |
1.3767 |
1.3723 |
1.3631 |
|
| R2 |
1.3699 |
1.3699 |
1.3624 |
|
| R1 |
1.3655 |
1.3655 |
1.3618 |
1.3643 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3625 |
| S1 |
1.3587 |
1.3587 |
1.3606 |
1.3575 |
| S2 |
1.3563 |
1.3563 |
1.3600 |
|
| S3 |
1.3495 |
1.3519 |
1.3593 |
|
| S4 |
1.3427 |
1.3451 |
1.3575 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3861 |
1.3833 |
1.3696 |
|
| R3 |
1.3785 |
1.3757 |
1.3675 |
|
| R2 |
1.3709 |
1.3709 |
1.3668 |
|
| R1 |
1.3681 |
1.3681 |
1.3661 |
1.3695 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3640 |
| S1 |
1.3605 |
1.3605 |
1.3647 |
1.3619 |
| S2 |
1.3557 |
1.3557 |
1.3640 |
|
| S3 |
1.3481 |
1.3529 |
1.3633 |
|
| S4 |
1.3405 |
1.3453 |
1.3612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3709 |
1.3606 |
0.0103 |
0.8% |
0.0044 |
0.3% |
6% |
False |
True |
427 |
| 10 |
1.3709 |
1.3574 |
0.0135 |
1.0% |
0.0047 |
0.3% |
28% |
False |
False |
368 |
| 20 |
1.3709 |
1.3518 |
0.0191 |
1.4% |
0.0050 |
0.4% |
49% |
False |
False |
377 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0051 |
0.4% |
22% |
False |
False |
358 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0043 |
0.3% |
22% |
False |
False |
245 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
22% |
False |
False |
190 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0038 |
0.3% |
22% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3963 |
|
2.618 |
1.3852 |
|
1.618 |
1.3784 |
|
1.000 |
1.3742 |
|
0.618 |
1.3716 |
|
HIGH |
1.3674 |
|
0.618 |
1.3648 |
|
0.500 |
1.3640 |
|
0.382 |
1.3632 |
|
LOW |
1.3606 |
|
0.618 |
1.3564 |
|
1.000 |
1.3538 |
|
1.618 |
1.3496 |
|
2.618 |
1.3428 |
|
4.250 |
1.3317 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3640 |
1.3658 |
| PP |
1.3631 |
1.3642 |
| S1 |
1.3621 |
1.3627 |
|