CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3415 |
1.3404 |
-0.0011 |
-0.1% |
1.3537 |
| High |
1.3421 |
1.3407 |
-0.0014 |
-0.1% |
1.3555 |
| Low |
1.3375 |
1.3379 |
0.0004 |
0.0% |
1.3429 |
| Close |
1.3398 |
1.3397 |
-0.0001 |
0.0% |
1.3437 |
| Range |
0.0046 |
0.0028 |
-0.0018 |
-39.1% |
0.0126 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
795 |
6,005 |
5,210 |
655.3% |
6,621 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3466 |
1.3412 |
|
| R3 |
1.3450 |
1.3438 |
1.3405 |
|
| R2 |
1.3422 |
1.3422 |
1.3402 |
|
| R1 |
1.3410 |
1.3410 |
1.3400 |
1.3402 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3391 |
| S1 |
1.3382 |
1.3382 |
1.3394 |
1.3374 |
| S2 |
1.3366 |
1.3366 |
1.3392 |
|
| S3 |
1.3338 |
1.3354 |
1.3389 |
|
| S4 |
1.3310 |
1.3326 |
1.3382 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3852 |
1.3770 |
1.3506 |
|
| R3 |
1.3726 |
1.3644 |
1.3472 |
|
| R2 |
1.3600 |
1.3600 |
1.3460 |
|
| R1 |
1.3518 |
1.3518 |
1.3449 |
1.3496 |
| PP |
1.3474 |
1.3474 |
1.3474 |
1.3463 |
| S1 |
1.3392 |
1.3392 |
1.3425 |
1.3370 |
| S2 |
1.3348 |
1.3348 |
1.3414 |
|
| S3 |
1.3222 |
1.3266 |
1.3402 |
|
| S4 |
1.3096 |
1.3140 |
1.3368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3477 |
1.3375 |
0.0102 |
0.8% |
0.0035 |
0.3% |
22% |
False |
False |
2,501 |
| 10 |
1.3555 |
1.3375 |
0.0180 |
1.3% |
0.0038 |
0.3% |
12% |
False |
False |
1,525 |
| 20 |
1.3674 |
1.3375 |
0.0299 |
2.2% |
0.0040 |
0.3% |
7% |
False |
False |
1,104 |
| 40 |
1.3709 |
1.3375 |
0.0334 |
2.5% |
0.0048 |
0.4% |
7% |
False |
False |
739 |
| 60 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0046 |
0.3% |
4% |
False |
False |
603 |
| 80 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0042 |
0.3% |
4% |
False |
False |
456 |
| 100 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0041 |
0.3% |
4% |
False |
False |
370 |
| 120 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0038 |
0.3% |
4% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3526 |
|
2.618 |
1.3480 |
|
1.618 |
1.3452 |
|
1.000 |
1.3435 |
|
0.618 |
1.3424 |
|
HIGH |
1.3407 |
|
0.618 |
1.3396 |
|
0.500 |
1.3393 |
|
0.382 |
1.3390 |
|
LOW |
1.3379 |
|
0.618 |
1.3362 |
|
1.000 |
1.3351 |
|
1.618 |
1.3334 |
|
2.618 |
1.3306 |
|
4.250 |
1.3260 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3396 |
1.3413 |
| PP |
1.3394 |
1.3407 |
| S1 |
1.3393 |
1.3402 |
|