CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3419 |
1.3386 |
-0.0033 |
-0.2% |
1.3545 |
| High |
1.3422 |
1.3410 |
-0.0012 |
-0.1% |
1.3547 |
| Low |
1.3418 |
1.3385 |
-0.0033 |
-0.2% |
1.3435 |
| Close |
1.3422 |
1.3404 |
-0.0018 |
-0.1% |
1.3443 |
| Range |
0.0004 |
0.0025 |
0.0021 |
525.0% |
0.0112 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
2.2% |
0.0000 |
| Volume |
25 |
13 |
-12 |
-48.0% |
139 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3464 |
1.3418 |
|
| R3 |
1.3450 |
1.3439 |
1.3411 |
|
| R2 |
1.3425 |
1.3425 |
1.3409 |
|
| R1 |
1.3414 |
1.3414 |
1.3406 |
1.3420 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3402 |
| S1 |
1.3389 |
1.3389 |
1.3402 |
1.3395 |
| S2 |
1.3375 |
1.3375 |
1.3399 |
|
| S3 |
1.3350 |
1.3364 |
1.3397 |
|
| S4 |
1.3325 |
1.3339 |
1.3390 |
|
|
| 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 |
1.3478 |
1.3385 |
0.0093 |
0.7% |
0.0013 |
0.1% |
20% |
False |
True |
17 |
| 10 |
1.3549 |
1.3385 |
0.0164 |
1.2% |
0.0012 |
0.1% |
12% |
False |
True |
29 |
| 20 |
1.3696 |
1.3385 |
0.0311 |
2.3% |
0.0018 |
0.1% |
6% |
False |
True |
32 |
| 40 |
1.3710 |
1.3385 |
0.0325 |
2.4% |
0.0020 |
0.2% |
6% |
False |
True |
21 |
| 60 |
1.3989 |
1.3385 |
0.0604 |
4.5% |
0.0023 |
0.2% |
3% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3516 |
|
2.618 |
1.3475 |
|
1.618 |
1.3450 |
|
1.000 |
1.3435 |
|
0.618 |
1.3425 |
|
HIGH |
1.3410 |
|
0.618 |
1.3400 |
|
0.500 |
1.3398 |
|
0.382 |
1.3395 |
|
LOW |
1.3385 |
|
0.618 |
1.3370 |
|
1.000 |
1.3360 |
|
1.618 |
1.3345 |
|
2.618 |
1.3320 |
|
4.250 |
1.3279 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3402 |
1.3419 |
| PP |
1.3400 |
1.3414 |
| S1 |
1.3398 |
1.3409 |
|