CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3610 |
1.3613 |
0.0003 |
0.0% |
1.3613 |
| High |
1.3631 |
1.3648 |
0.0017 |
0.1% |
1.3657 |
| Low |
1.3602 |
1.3606 |
0.0004 |
0.0% |
1.3588 |
| Close |
1.3618 |
1.3628 |
0.0010 |
0.1% |
1.3618 |
| Range |
0.0029 |
0.0042 |
0.0013 |
44.8% |
0.0069 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
345 |
182 |
-163 |
-47.2% |
4,873 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3753 |
1.3733 |
1.3651 |
|
| R3 |
1.3711 |
1.3691 |
1.3640 |
|
| R2 |
1.3669 |
1.3669 |
1.3636 |
|
| R1 |
1.3649 |
1.3649 |
1.3632 |
1.3659 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3633 |
| S1 |
1.3607 |
1.3607 |
1.3624 |
1.3617 |
| S2 |
1.3585 |
1.3585 |
1.3620 |
|
| S3 |
1.3543 |
1.3565 |
1.3616 |
|
| S4 |
1.3501 |
1.3523 |
1.3605 |
|
|
| 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 |
1.3598 |
0.0059 |
0.4% |
0.0039 |
0.3% |
51% |
False |
False |
388 |
| 10 |
1.3709 |
1.3588 |
0.0121 |
0.9% |
0.0041 |
0.3% |
33% |
False |
False |
686 |
| 20 |
1.3709 |
1.3525 |
0.0184 |
1.4% |
0.0045 |
0.3% |
56% |
False |
False |
491 |
| 40 |
1.3735 |
1.3510 |
0.0225 |
1.7% |
0.0047 |
0.3% |
52% |
False |
False |
474 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0045 |
0.3% |
25% |
False |
False |
327 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0042 |
0.3% |
25% |
False |
False |
253 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0038 |
0.3% |
25% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3827 |
|
2.618 |
1.3758 |
|
1.618 |
1.3716 |
|
1.000 |
1.3690 |
|
0.618 |
1.3674 |
|
HIGH |
1.3648 |
|
0.618 |
1.3632 |
|
0.500 |
1.3627 |
|
0.382 |
1.3622 |
|
LOW |
1.3606 |
|
0.618 |
1.3580 |
|
1.000 |
1.3564 |
|
1.618 |
1.3538 |
|
2.618 |
1.3496 |
|
4.250 |
1.3428 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3628 |
1.3628 |
| PP |
1.3627 |
1.3627 |
| S1 |
1.3627 |
1.3627 |
|