CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3478 |
1.3453 |
-0.0025 |
-0.2% |
1.3545 |
| High |
1.3478 |
1.3458 |
-0.0020 |
-0.1% |
1.3547 |
| Low |
1.3475 |
1.3435 |
-0.0040 |
-0.3% |
1.3435 |
| Close |
1.3475 |
1.3443 |
-0.0032 |
-0.2% |
1.3443 |
| Range |
0.0003 |
0.0023 |
0.0020 |
666.7% |
0.0112 |
| ATR |
0.0029 |
0.0030 |
0.0001 |
2.7% |
0.0000 |
| Volume |
6 |
12 |
6 |
100.0% |
139 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3502 |
1.3456 |
|
| R3 |
1.3491 |
1.3479 |
1.3449 |
|
| R2 |
1.3468 |
1.3468 |
1.3447 |
|
| R1 |
1.3456 |
1.3456 |
1.3445 |
1.3451 |
| PP |
1.3445 |
1.3445 |
1.3445 |
1.3443 |
| S1 |
1.3433 |
1.3433 |
1.3441 |
1.3428 |
| S2 |
1.3422 |
1.3422 |
1.3439 |
|
| S3 |
1.3399 |
1.3410 |
1.3437 |
|
| S4 |
1.3376 |
1.3387 |
1.3430 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3811 |
1.3739 |
1.3505 |
|
| R3 |
1.3699 |
1.3627 |
1.3474 |
|
| R2 |
1.3587 |
1.3587 |
1.3464 |
|
| R1 |
1.3515 |
1.3515 |
1.3453 |
1.3495 |
| PP |
1.3475 |
1.3475 |
1.3475 |
1.3465 |
| S1 |
1.3403 |
1.3403 |
1.3433 |
1.3383 |
| S2 |
1.3363 |
1.3363 |
1.3422 |
|
| S3 |
1.3251 |
1.3291 |
1.3412 |
|
| S4 |
1.3139 |
1.3179 |
1.3381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3547 |
1.3435 |
0.0112 |
0.8% |
0.0010 |
0.1% |
7% |
False |
True |
27 |
| 10 |
1.3637 |
1.3435 |
0.0202 |
1.5% |
0.0013 |
0.1% |
4% |
False |
True |
30 |
| 20 |
1.3710 |
1.3435 |
0.0275 |
2.0% |
0.0018 |
0.1% |
3% |
False |
True |
29 |
| 40 |
1.3710 |
1.3435 |
0.0275 |
2.0% |
0.0021 |
0.2% |
3% |
False |
True |
19 |
| 60 |
1.3989 |
1.3435 |
0.0554 |
4.1% |
0.0024 |
0.2% |
1% |
False |
True |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3518 |
|
1.618 |
1.3495 |
|
1.000 |
1.3481 |
|
0.618 |
1.3472 |
|
HIGH |
1.3458 |
|
0.618 |
1.3449 |
|
0.500 |
1.3447 |
|
0.382 |
1.3444 |
|
LOW |
1.3435 |
|
0.618 |
1.3421 |
|
1.000 |
1.3412 |
|
1.618 |
1.3398 |
|
2.618 |
1.3375 |
|
4.250 |
1.3337 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3447 |
1.3457 |
| PP |
1.3445 |
1.3452 |
| S1 |
1.3444 |
1.3448 |
|