CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3649 |
1.3697 |
0.0048 |
0.4% |
1.3597 |
| High |
1.3702 |
1.3705 |
0.0003 |
0.0% |
1.3656 |
| Low |
1.3644 |
1.3679 |
0.0035 |
0.3% |
1.3577 |
| Close |
1.3698 |
1.3683 |
-0.0015 |
-0.1% |
1.3649 |
| Range |
0.0058 |
0.0026 |
-0.0032 |
-55.2% |
0.0079 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
145,256 |
120,550 |
-24,706 |
-17.0% |
704,885 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3767 |
1.3751 |
1.3697 |
|
| R3 |
1.3741 |
1.3725 |
1.3690 |
|
| R2 |
1.3715 |
1.3715 |
1.3688 |
|
| R1 |
1.3699 |
1.3699 |
1.3685 |
1.3694 |
| PP |
1.3689 |
1.3689 |
1.3689 |
1.3687 |
| S1 |
1.3673 |
1.3673 |
1.3681 |
1.3668 |
| S2 |
1.3663 |
1.3663 |
1.3678 |
|
| S3 |
1.3637 |
1.3647 |
1.3676 |
|
| S4 |
1.3611 |
1.3621 |
1.3669 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3864 |
1.3836 |
1.3692 |
|
| R3 |
1.3785 |
1.3757 |
1.3671 |
|
| R2 |
1.3706 |
1.3706 |
1.3663 |
|
| R1 |
1.3678 |
1.3678 |
1.3656 |
1.3692 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3635 |
| S1 |
1.3599 |
1.3599 |
1.3642 |
1.3613 |
| S2 |
1.3548 |
1.3548 |
1.3635 |
|
| S3 |
1.3469 |
1.3520 |
1.3627 |
|
| S4 |
1.3390 |
1.3441 |
1.3606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3705 |
1.3579 |
0.0126 |
0.9% |
0.0049 |
0.4% |
83% |
True |
False |
142,184 |
| 10 |
1.3705 |
1.3546 |
0.0159 |
1.2% |
0.0055 |
0.4% |
86% |
True |
False |
142,413 |
| 20 |
1.3705 |
1.3505 |
0.0200 |
1.5% |
0.0062 |
0.5% |
89% |
True |
False |
114,830 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
37% |
False |
False |
58,950 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
37% |
False |
False |
39,493 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
37% |
False |
False |
29,688 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
37% |
False |
False |
23,777 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
39% |
False |
False |
19,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3816 |
|
2.618 |
1.3773 |
|
1.618 |
1.3747 |
|
1.000 |
1.3731 |
|
0.618 |
1.3721 |
|
HIGH |
1.3705 |
|
0.618 |
1.3695 |
|
0.500 |
1.3692 |
|
0.382 |
1.3689 |
|
LOW |
1.3679 |
|
0.618 |
1.3663 |
|
1.000 |
1.3653 |
|
1.618 |
1.3637 |
|
2.618 |
1.3611 |
|
4.250 |
1.3569 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3692 |
1.3675 |
| PP |
1.3689 |
1.3666 |
| S1 |
1.3686 |
1.3658 |
|