CME Euro FX (E) Future March 2015
| 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 |
1.3386 |
1.3391 |
0.0005 |
0.0% |
1.3545 |
| High |
1.3410 |
1.3403 |
-0.0007 |
-0.1% |
1.3547 |
| Low |
1.3385 |
1.3390 |
0.0005 |
0.0% |
1.3435 |
| Close |
1.3404 |
1.3403 |
-0.0001 |
0.0% |
1.3443 |
| Range |
0.0025 |
0.0013 |
-0.0012 |
-48.0% |
0.0112 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
13 |
10 |
-3 |
-23.1% |
139 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3438 |
1.3433 |
1.3410 |
|
| R3 |
1.3425 |
1.3420 |
1.3407 |
|
| R2 |
1.3412 |
1.3412 |
1.3405 |
|
| R1 |
1.3407 |
1.3407 |
1.3404 |
1.3410 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3400 |
| S1 |
1.3394 |
1.3394 |
1.3402 |
1.3397 |
| S2 |
1.3386 |
1.3386 |
1.3401 |
|
| S3 |
1.3373 |
1.3381 |
1.3399 |
|
| S4 |
1.3360 |
1.3368 |
1.3396 |
|
|
| 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 |
1.3458 |
1.3385 |
0.0073 |
0.5% |
0.0015 |
0.1% |
25% |
False |
False |
18 |
| 10 |
1.3549 |
1.3385 |
0.0164 |
1.2% |
0.0013 |
0.1% |
11% |
False |
False |
27 |
| 20 |
1.3664 |
1.3385 |
0.0279 |
2.1% |
0.0017 |
0.1% |
6% |
False |
False |
32 |
| 40 |
1.3710 |
1.3385 |
0.0325 |
2.4% |
0.0021 |
0.2% |
6% |
False |
False |
21 |
| 60 |
1.3989 |
1.3385 |
0.0604 |
4.5% |
0.0022 |
0.2% |
3% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3458 |
|
2.618 |
1.3437 |
|
1.618 |
1.3424 |
|
1.000 |
1.3416 |
|
0.618 |
1.3411 |
|
HIGH |
1.3403 |
|
0.618 |
1.3398 |
|
0.500 |
1.3397 |
|
0.382 |
1.3395 |
|
LOW |
1.3390 |
|
0.618 |
1.3382 |
|
1.000 |
1.3377 |
|
1.618 |
1.3369 |
|
2.618 |
1.3356 |
|
4.250 |
1.3335 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3401 |
1.3404 |
| PP |
1.3399 |
1.3403 |
| S1 |
1.3397 |
1.3403 |
|