CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3396 |
1.3427 |
0.0031 |
0.2% |
1.3438 |
| High |
1.3451 |
1.3436 |
-0.0015 |
-0.1% |
1.3451 |
| Low |
1.3387 |
1.3418 |
0.0031 |
0.2% |
1.3375 |
| Close |
1.3435 |
1.3426 |
-0.0009 |
-0.1% |
1.3435 |
| Range |
0.0064 |
0.0018 |
-0.0046 |
-71.9% |
0.0076 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
3,563 |
1,422 |
-2,141 |
-60.1% |
11,901 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3471 |
1.3436 |
|
| R3 |
1.3463 |
1.3453 |
1.3431 |
|
| R2 |
1.3445 |
1.3445 |
1.3429 |
|
| R1 |
1.3435 |
1.3435 |
1.3428 |
1.3431 |
| PP |
1.3427 |
1.3427 |
1.3427 |
1.3425 |
| S1 |
1.3417 |
1.3417 |
1.3424 |
1.3413 |
| S2 |
1.3409 |
1.3409 |
1.3423 |
|
| S3 |
1.3391 |
1.3399 |
1.3421 |
|
| S4 |
1.3373 |
1.3381 |
1.3416 |
|
|
| 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% |
67% |
False |
False |
2,479 |
| 10 |
1.3534 |
1.3375 |
0.0159 |
1.2% |
0.0039 |
0.3% |
32% |
False |
False |
1,937 |
| 20 |
1.3657 |
1.3375 |
0.0282 |
2.1% |
0.0039 |
0.3% |
18% |
False |
False |
1,186 |
| 40 |
1.3709 |
1.3375 |
0.0334 |
2.5% |
0.0044 |
0.3% |
15% |
False |
False |
839 |
| 60 |
1.3833 |
1.3375 |
0.0458 |
3.4% |
0.0045 |
0.3% |
11% |
False |
False |
686 |
| 80 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0042 |
0.3% |
8% |
False |
False |
519 |
| 100 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0041 |
0.3% |
8% |
False |
False |
420 |
| 120 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0038 |
0.3% |
8% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3513 |
|
2.618 |
1.3483 |
|
1.618 |
1.3465 |
|
1.000 |
1.3454 |
|
0.618 |
1.3447 |
|
HIGH |
1.3436 |
|
0.618 |
1.3429 |
|
0.500 |
1.3427 |
|
0.382 |
1.3425 |
|
LOW |
1.3418 |
|
0.618 |
1.3407 |
|
1.000 |
1.3400 |
|
1.618 |
1.3389 |
|
2.618 |
1.3371 |
|
4.250 |
1.3342 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3427 |
1.3422 |
| PP |
1.3427 |
1.3419 |
| S1 |
1.3426 |
1.3415 |
|