CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3536 |
1.3536 |
0.0000 |
0.0% |
1.3613 |
| High |
1.3546 |
1.3542 |
-0.0004 |
0.0% |
1.3648 |
| Low |
1.3525 |
1.3501 |
-0.0024 |
-0.2% |
1.3501 |
| Close |
1.3535 |
1.3533 |
-0.0002 |
0.0% |
1.3533 |
| Range |
0.0021 |
0.0041 |
0.0020 |
95.2% |
0.0147 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
637 |
295 |
-342 |
-53.7% |
2,021 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3632 |
1.3556 |
|
| R3 |
1.3607 |
1.3591 |
1.3544 |
|
| R2 |
1.3566 |
1.3566 |
1.3541 |
|
| R1 |
1.3550 |
1.3550 |
1.3537 |
1.3538 |
| PP |
1.3525 |
1.3525 |
1.3525 |
1.3519 |
| S1 |
1.3509 |
1.3509 |
1.3529 |
1.3497 |
| S2 |
1.3484 |
1.3484 |
1.3525 |
|
| S3 |
1.3443 |
1.3468 |
1.3522 |
|
| S4 |
1.3402 |
1.3427 |
1.3510 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4002 |
1.3914 |
1.3614 |
|
| R3 |
1.3855 |
1.3767 |
1.3573 |
|
| R2 |
1.3708 |
1.3708 |
1.3560 |
|
| R1 |
1.3620 |
1.3620 |
1.3546 |
1.3591 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3546 |
| S1 |
1.3473 |
1.3473 |
1.3520 |
1.3444 |
| S2 |
1.3414 |
1.3414 |
1.3506 |
|
| S3 |
1.3267 |
1.3326 |
1.3493 |
|
| S4 |
1.3120 |
1.3179 |
1.3452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3648 |
1.3501 |
0.0147 |
1.1% |
0.0043 |
0.3% |
22% |
False |
True |
404 |
| 10 |
1.3657 |
1.3501 |
0.0156 |
1.2% |
0.0040 |
0.3% |
21% |
False |
True |
689 |
| 20 |
1.3709 |
1.3501 |
0.0208 |
1.5% |
0.0043 |
0.3% |
15% |
False |
True |
528 |
| 40 |
1.3709 |
1.3501 |
0.0208 |
1.5% |
0.0048 |
0.4% |
15% |
False |
True |
465 |
| 60 |
1.3980 |
1.3501 |
0.0479 |
3.5% |
0.0046 |
0.3% |
7% |
False |
True |
357 |
| 80 |
1.3980 |
1.3501 |
0.0479 |
3.5% |
0.0042 |
0.3% |
7% |
False |
True |
275 |
| 100 |
1.3980 |
1.3501 |
0.0479 |
3.5% |
0.0039 |
0.3% |
7% |
False |
True |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3716 |
|
2.618 |
1.3649 |
|
1.618 |
1.3608 |
|
1.000 |
1.3583 |
|
0.618 |
1.3567 |
|
HIGH |
1.3542 |
|
0.618 |
1.3526 |
|
0.500 |
1.3522 |
|
0.382 |
1.3517 |
|
LOW |
1.3501 |
|
0.618 |
1.3476 |
|
1.000 |
1.3460 |
|
1.618 |
1.3435 |
|
2.618 |
1.3394 |
|
4.250 |
1.3327 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3529 |
1.3539 |
| PP |
1.3525 |
1.3537 |
| S1 |
1.3522 |
1.3535 |
|