CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3661 |
1.3613 |
-0.0048 |
-0.4% |
1.3655 |
| High |
1.3674 |
1.3619 |
-0.0055 |
-0.4% |
1.3709 |
| Low |
1.3606 |
1.3588 |
-0.0018 |
-0.1% |
1.3606 |
| Close |
1.3612 |
1.3618 |
0.0006 |
0.0% |
1.3612 |
| Range |
0.0068 |
0.0031 |
-0.0037 |
-54.4% |
0.0103 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
233 |
3,112 |
2,879 |
1,235.6% |
1,812 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3701 |
1.3691 |
1.3635 |
|
| R3 |
1.3670 |
1.3660 |
1.3627 |
|
| R2 |
1.3639 |
1.3639 |
1.3624 |
|
| R1 |
1.3629 |
1.3629 |
1.3621 |
1.3634 |
| PP |
1.3608 |
1.3608 |
1.3608 |
1.3611 |
| S1 |
1.3598 |
1.3598 |
1.3615 |
1.3603 |
| S2 |
1.3577 |
1.3577 |
1.3612 |
|
| S3 |
1.3546 |
1.3567 |
1.3609 |
|
| S4 |
1.3515 |
1.3536 |
1.3601 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3885 |
1.3669 |
|
| R3 |
1.3848 |
1.3782 |
1.3640 |
|
| R2 |
1.3745 |
1.3745 |
1.3631 |
|
| R1 |
1.3679 |
1.3679 |
1.3621 |
1.3661 |
| PP |
1.3642 |
1.3642 |
1.3642 |
1.3633 |
| S1 |
1.3576 |
1.3576 |
1.3603 |
1.3558 |
| S2 |
1.3539 |
1.3539 |
1.3593 |
|
| S3 |
1.3436 |
1.3473 |
1.3584 |
|
| S4 |
1.3333 |
1.3370 |
1.3555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3709 |
1.3588 |
0.0121 |
0.9% |
0.0043 |
0.3% |
25% |
False |
True |
984 |
| 10 |
1.3709 |
1.3584 |
0.0125 |
0.9% |
0.0044 |
0.3% |
27% |
False |
False |
643 |
| 20 |
1.3709 |
1.3518 |
0.0191 |
1.4% |
0.0049 |
0.4% |
52% |
False |
False |
492 |
| 40 |
1.3833 |
1.3510 |
0.0323 |
2.4% |
0.0048 |
0.4% |
33% |
False |
False |
436 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0043 |
0.3% |
23% |
False |
False |
296 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
23% |
False |
False |
229 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0038 |
0.3% |
23% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3751 |
|
2.618 |
1.3700 |
|
1.618 |
1.3669 |
|
1.000 |
1.3650 |
|
0.618 |
1.3638 |
|
HIGH |
1.3619 |
|
0.618 |
1.3607 |
|
0.500 |
1.3604 |
|
0.382 |
1.3600 |
|
LOW |
1.3588 |
|
0.618 |
1.3569 |
|
1.000 |
1.3557 |
|
1.618 |
1.3538 |
|
2.618 |
1.3507 |
|
4.250 |
1.3456 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3640 |
| PP |
1.3608 |
1.3633 |
| S1 |
1.3604 |
1.3625 |
|