CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3697 |
1.3683 |
-0.0014 |
-0.1% |
1.3597 |
| High |
1.3705 |
1.3687 |
-0.0018 |
-0.1% |
1.3656 |
| Low |
1.3679 |
1.3643 |
-0.0036 |
-0.3% |
1.3577 |
| Close |
1.3683 |
1.3658 |
-0.0025 |
-0.2% |
1.3649 |
| Range |
0.0026 |
0.0044 |
0.0018 |
69.2% |
0.0079 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
120,550 |
106,287 |
-14,263 |
-11.8% |
704,885 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3795 |
1.3770 |
1.3682 |
|
| R3 |
1.3751 |
1.3726 |
1.3670 |
|
| R2 |
1.3707 |
1.3707 |
1.3666 |
|
| R1 |
1.3682 |
1.3682 |
1.3662 |
1.3673 |
| PP |
1.3663 |
1.3663 |
1.3663 |
1.3658 |
| S1 |
1.3638 |
1.3638 |
1.3654 |
1.3629 |
| S2 |
1.3619 |
1.3619 |
1.3650 |
|
| S3 |
1.3575 |
1.3594 |
1.3646 |
|
| S4 |
1.3531 |
1.3550 |
1.3634 |
|
|
| 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% |
0.0048 |
0.3% |
63% |
False |
False |
133,419 |
| 10 |
1.3705 |
1.3563 |
0.0142 |
1.0% |
0.0053 |
0.4% |
67% |
False |
False |
136,222 |
| 20 |
1.3705 |
1.3505 |
0.0200 |
1.5% |
0.0062 |
0.5% |
77% |
False |
False |
119,849 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
32% |
False |
False |
61,603 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
32% |
False |
False |
41,252 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
32% |
False |
False |
31,014 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
32% |
False |
False |
24,840 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
34% |
False |
False |
20,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3874 |
|
2.618 |
1.3802 |
|
1.618 |
1.3758 |
|
1.000 |
1.3731 |
|
0.618 |
1.3714 |
|
HIGH |
1.3687 |
|
0.618 |
1.3670 |
|
0.500 |
1.3665 |
|
0.382 |
1.3660 |
|
LOW |
1.3643 |
|
0.618 |
1.3616 |
|
1.000 |
1.3599 |
|
1.618 |
1.3572 |
|
2.618 |
1.3528 |
|
4.250 |
1.3456 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3665 |
1.3674 |
| PP |
1.3663 |
1.3669 |
| S1 |
1.3660 |
1.3663 |
|