CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3653 |
1.3610 |
-0.0043 |
-0.3% |
1.3613 |
| High |
1.3656 |
1.3631 |
-0.0025 |
-0.2% |
1.3657 |
| Low |
1.3598 |
1.3602 |
0.0004 |
0.0% |
1.3588 |
| Close |
1.3613 |
1.3618 |
0.0005 |
0.0% |
1.3618 |
| Range |
0.0058 |
0.0029 |
-0.0029 |
-50.0% |
0.0069 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
243 |
345 |
102 |
42.0% |
4,873 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3690 |
1.3634 |
|
| R3 |
1.3675 |
1.3661 |
1.3626 |
|
| R2 |
1.3646 |
1.3646 |
1.3623 |
|
| R1 |
1.3632 |
1.3632 |
1.3621 |
1.3639 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3621 |
| S1 |
1.3603 |
1.3603 |
1.3615 |
1.3610 |
| S2 |
1.3588 |
1.3588 |
1.3613 |
|
| S3 |
1.3559 |
1.3574 |
1.3610 |
|
| S4 |
1.3530 |
1.3545 |
1.3602 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3828 |
1.3792 |
1.3656 |
|
| R3 |
1.3759 |
1.3723 |
1.3637 |
|
| R2 |
1.3690 |
1.3690 |
1.3631 |
|
| R1 |
1.3654 |
1.3654 |
1.3624 |
1.3672 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3630 |
| S1 |
1.3585 |
1.3585 |
1.3612 |
1.3603 |
| S2 |
1.3552 |
1.3552 |
1.3605 |
|
| S3 |
1.3483 |
1.3516 |
1.3599 |
|
| S4 |
1.3414 |
1.3447 |
1.3580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3657 |
1.3588 |
0.0069 |
0.5% |
0.0036 |
0.3% |
43% |
False |
False |
974 |
| 10 |
1.3709 |
1.3588 |
0.0121 |
0.9% |
0.0040 |
0.3% |
25% |
False |
False |
700 |
| 20 |
1.3709 |
1.3525 |
0.0184 |
1.4% |
0.0046 |
0.3% |
51% |
False |
False |
530 |
| 40 |
1.3735 |
1.3510 |
0.0225 |
1.7% |
0.0048 |
0.3% |
48% |
False |
False |
471 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0045 |
0.3% |
23% |
False |
False |
325 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
23% |
False |
False |
251 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0038 |
0.3% |
23% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3754 |
|
2.618 |
1.3707 |
|
1.618 |
1.3678 |
|
1.000 |
1.3660 |
|
0.618 |
1.3649 |
|
HIGH |
1.3631 |
|
0.618 |
1.3620 |
|
0.500 |
1.3617 |
|
0.382 |
1.3613 |
|
LOW |
1.3602 |
|
0.618 |
1.3584 |
|
1.000 |
1.3573 |
|
1.618 |
1.3555 |
|
2.618 |
1.3526 |
|
4.250 |
1.3479 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3628 |
| PP |
1.3617 |
1.3624 |
| S1 |
1.3617 |
1.3621 |
|