CME Euro FX (E) Future March 2015
| 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 |
1.3391 |
1.3405 |
0.0014 |
0.1% |
1.3449 |
| High |
1.3403 |
1.3446 |
0.0043 |
0.3% |
1.3453 |
| Low |
1.3390 |
1.3402 |
0.0012 |
0.1% |
1.3385 |
| Close |
1.3403 |
1.3440 |
0.0037 |
0.3% |
1.3440 |
| Range |
0.0013 |
0.0044 |
0.0031 |
238.5% |
0.0068 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
4.1% |
0.0000 |
| Volume |
10 |
307 |
297 |
2,970.0% |
387 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3561 |
1.3545 |
1.3464 |
|
| R3 |
1.3517 |
1.3501 |
1.3452 |
|
| R2 |
1.3473 |
1.3473 |
1.3448 |
|
| R1 |
1.3457 |
1.3457 |
1.3444 |
1.3465 |
| PP |
1.3429 |
1.3429 |
1.3429 |
1.3434 |
| S1 |
1.3413 |
1.3413 |
1.3436 |
1.3421 |
| S2 |
1.3385 |
1.3385 |
1.3432 |
|
| S3 |
1.3341 |
1.3369 |
1.3428 |
|
| S4 |
1.3297 |
1.3325 |
1.3416 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3630 |
1.3603 |
1.3477 |
|
| R3 |
1.3562 |
1.3535 |
1.3459 |
|
| R2 |
1.3494 |
1.3494 |
1.3452 |
|
| R1 |
1.3467 |
1.3467 |
1.3446 |
1.3447 |
| PP |
1.3426 |
1.3426 |
1.3426 |
1.3416 |
| S1 |
1.3399 |
1.3399 |
1.3434 |
1.3379 |
| S2 |
1.3358 |
1.3358 |
1.3428 |
|
| S3 |
1.3290 |
1.3331 |
1.3421 |
|
| S4 |
1.3222 |
1.3263 |
1.3403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3453 |
1.3385 |
0.0068 |
0.5% |
0.0019 |
0.1% |
81% |
False |
False |
77 |
| 10 |
1.3547 |
1.3385 |
0.0162 |
1.2% |
0.0014 |
0.1% |
34% |
False |
False |
52 |
| 20 |
1.3664 |
1.3385 |
0.0279 |
2.1% |
0.0017 |
0.1% |
20% |
False |
False |
45 |
| 40 |
1.3710 |
1.3385 |
0.0325 |
2.4% |
0.0019 |
0.1% |
17% |
False |
False |
29 |
| 60 |
1.3989 |
1.3385 |
0.0604 |
4.5% |
0.0023 |
0.2% |
9% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3633 |
|
2.618 |
1.3561 |
|
1.618 |
1.3517 |
|
1.000 |
1.3490 |
|
0.618 |
1.3473 |
|
HIGH |
1.3446 |
|
0.618 |
1.3429 |
|
0.500 |
1.3424 |
|
0.382 |
1.3419 |
|
LOW |
1.3402 |
|
0.618 |
1.3375 |
|
1.000 |
1.3358 |
|
1.618 |
1.3331 |
|
2.618 |
1.3287 |
|
4.250 |
1.3215 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3435 |
1.3432 |
| PP |
1.3429 |
1.3424 |
| S1 |
1.3424 |
1.3416 |
|