CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3404 |
1.3396 |
-0.0008 |
-0.1% |
1.3438 |
| High |
1.3407 |
1.3451 |
0.0044 |
0.3% |
1.3451 |
| Low |
1.3379 |
1.3387 |
0.0008 |
0.1% |
1.3375 |
| Close |
1.3397 |
1.3435 |
0.0038 |
0.3% |
1.3435 |
| Range |
0.0028 |
0.0064 |
0.0036 |
128.6% |
0.0076 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
3.9% |
0.0000 |
| Volume |
6,005 |
3,563 |
-2,442 |
-40.7% |
11,901 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3616 |
1.3590 |
1.3470 |
|
| R3 |
1.3552 |
1.3526 |
1.3453 |
|
| R2 |
1.3488 |
1.3488 |
1.3447 |
|
| R1 |
1.3462 |
1.3462 |
1.3441 |
1.3475 |
| PP |
1.3424 |
1.3424 |
1.3424 |
1.3431 |
| S1 |
1.3398 |
1.3398 |
1.3429 |
1.3411 |
| S2 |
1.3360 |
1.3360 |
1.3423 |
|
| S3 |
1.3296 |
1.3334 |
1.3417 |
|
| S4 |
1.3232 |
1.3270 |
1.3400 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3618 |
1.3477 |
|
| R3 |
1.3572 |
1.3542 |
1.3456 |
|
| R2 |
1.3496 |
1.3496 |
1.3449 |
|
| R1 |
1.3466 |
1.3466 |
1.3442 |
1.3443 |
| PP |
1.3420 |
1.3420 |
1.3420 |
1.3409 |
| S1 |
1.3390 |
1.3390 |
1.3428 |
1.3367 |
| S2 |
1.3344 |
1.3344 |
1.3421 |
|
| S3 |
1.3268 |
1.3314 |
1.3414 |
|
| S4 |
1.3192 |
1.3238 |
1.3393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3451 |
1.3375 |
0.0076 |
0.6% |
0.0039 |
0.3% |
79% |
True |
False |
2,380 |
| 10 |
1.3555 |
1.3375 |
0.0180 |
1.3% |
0.0040 |
0.3% |
33% |
False |
False |
1,852 |
| 20 |
1.3657 |
1.3375 |
0.0282 |
2.1% |
0.0040 |
0.3% |
21% |
False |
False |
1,270 |
| 40 |
1.3709 |
1.3375 |
0.0334 |
2.5% |
0.0045 |
0.3% |
18% |
False |
False |
824 |
| 60 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0047 |
0.4% |
10% |
False |
False |
662 |
| 80 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0043 |
0.3% |
10% |
False |
False |
501 |
| 100 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0041 |
0.3% |
10% |
False |
False |
406 |
| 120 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0038 |
0.3% |
10% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3723 |
|
2.618 |
1.3619 |
|
1.618 |
1.3555 |
|
1.000 |
1.3515 |
|
0.618 |
1.3491 |
|
HIGH |
1.3451 |
|
0.618 |
1.3427 |
|
0.500 |
1.3419 |
|
0.382 |
1.3411 |
|
LOW |
1.3387 |
|
0.618 |
1.3347 |
|
1.000 |
1.3323 |
|
1.618 |
1.3283 |
|
2.618 |
1.3219 |
|
4.250 |
1.3115 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3428 |
| PP |
1.3424 |
1.3420 |
| S1 |
1.3419 |
1.3413 |
|