CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3683 |
1.3661 |
-0.0022 |
-0.2% |
1.3597 |
| High |
1.3687 |
1.3668 |
-0.0019 |
-0.1% |
1.3656 |
| Low |
1.3643 |
1.3599 |
-0.0044 |
-0.3% |
1.3577 |
| Close |
1.3658 |
1.3606 |
-0.0052 |
-0.4% |
1.3649 |
| Range |
0.0044 |
0.0069 |
0.0025 |
56.8% |
0.0079 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.7% |
0.0000 |
| Volume |
106,287 |
161,639 |
55,352 |
52.1% |
704,885 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3831 |
1.3788 |
1.3644 |
|
| R3 |
1.3762 |
1.3719 |
1.3625 |
|
| R2 |
1.3693 |
1.3693 |
1.3619 |
|
| R1 |
1.3650 |
1.3650 |
1.3612 |
1.3637 |
| PP |
1.3624 |
1.3624 |
1.3624 |
1.3618 |
| S1 |
1.3581 |
1.3581 |
1.3600 |
1.3568 |
| S2 |
1.3555 |
1.3555 |
1.3593 |
|
| S3 |
1.3486 |
1.3512 |
1.3587 |
|
| S4 |
1.3417 |
1.3443 |
1.3568 |
|
|
| 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 |
1.3599 |
0.0106 |
0.8% |
0.0048 |
0.4% |
7% |
False |
True |
130,371 |
| 10 |
1.3705 |
1.3567 |
0.0138 |
1.0% |
0.0052 |
0.4% |
28% |
False |
False |
137,069 |
| 20 |
1.3705 |
1.3516 |
0.0189 |
1.4% |
0.0057 |
0.4% |
48% |
False |
False |
126,864 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
21% |
False |
False |
65,622 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
21% |
False |
False |
43,942 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
21% |
False |
False |
33,032 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
21% |
False |
False |
26,456 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0054 |
0.4% |
24% |
False |
False |
22,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3961 |
|
2.618 |
1.3849 |
|
1.618 |
1.3780 |
|
1.000 |
1.3737 |
|
0.618 |
1.3711 |
|
HIGH |
1.3668 |
|
0.618 |
1.3642 |
|
0.500 |
1.3634 |
|
0.382 |
1.3625 |
|
LOW |
1.3599 |
|
0.618 |
1.3556 |
|
1.000 |
1.3530 |
|
1.618 |
1.3487 |
|
2.618 |
1.3418 |
|
4.250 |
1.3306 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3634 |
1.3652 |
| PP |
1.3624 |
1.3637 |
| S1 |
1.3615 |
1.3621 |
|