CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3661 |
1.3599 |
-0.0062 |
-0.5% |
1.3649 |
| High |
1.3668 |
1.3614 |
-0.0054 |
-0.4% |
1.3705 |
| Low |
1.3599 |
1.3579 |
-0.0020 |
-0.1% |
1.3599 |
| Close |
1.3606 |
1.3612 |
0.0006 |
0.0% |
1.3606 |
| Range |
0.0069 |
0.0035 |
-0.0034 |
-49.3% |
0.0106 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
161,639 |
126,211 |
-35,428 |
-21.9% |
533,732 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3707 |
1.3694 |
1.3631 |
|
| R3 |
1.3672 |
1.3659 |
1.3622 |
|
| R2 |
1.3637 |
1.3637 |
1.3618 |
|
| R1 |
1.3624 |
1.3624 |
1.3615 |
1.3631 |
| PP |
1.3602 |
1.3602 |
1.3602 |
1.3605 |
| S1 |
1.3589 |
1.3589 |
1.3609 |
1.3596 |
| S2 |
1.3567 |
1.3567 |
1.3606 |
|
| S3 |
1.3532 |
1.3554 |
1.3602 |
|
| S4 |
1.3497 |
1.3519 |
1.3593 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3955 |
1.3886 |
1.3664 |
|
| R3 |
1.3849 |
1.3780 |
1.3635 |
|
| R2 |
1.3743 |
1.3743 |
1.3625 |
|
| R1 |
1.3674 |
1.3674 |
1.3616 |
1.3656 |
| PP |
1.3637 |
1.3637 |
1.3637 |
1.3627 |
| S1 |
1.3568 |
1.3568 |
1.3596 |
1.3550 |
| S2 |
1.3531 |
1.3531 |
1.3587 |
|
| S3 |
1.3425 |
1.3462 |
1.3577 |
|
| S4 |
1.3319 |
1.3356 |
1.3548 |
|
|
| 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% |
0.0046 |
0.3% |
26% |
False |
True |
131,988 |
| 10 |
1.3705 |
1.3577 |
0.0128 |
0.9% |
0.0048 |
0.4% |
27% |
False |
False |
136,482 |
| 20 |
1.3705 |
1.3516 |
0.0189 |
1.4% |
0.0056 |
0.4% |
51% |
False |
False |
132,324 |
| 40 |
1.3840 |
1.3505 |
0.0335 |
2.5% |
0.0057 |
0.4% |
32% |
False |
False |
68,710 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
22% |
False |
False |
46,032 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
22% |
False |
False |
34,609 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
22% |
False |
False |
27,717 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0054 |
0.4% |
25% |
False |
False |
23,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3706 |
|
1.618 |
1.3671 |
|
1.000 |
1.3649 |
|
0.618 |
1.3636 |
|
HIGH |
1.3614 |
|
0.618 |
1.3601 |
|
0.500 |
1.3597 |
|
0.382 |
1.3592 |
|
LOW |
1.3579 |
|
0.618 |
1.3557 |
|
1.000 |
1.3544 |
|
1.618 |
1.3522 |
|
2.618 |
1.3487 |
|
4.250 |
1.3430 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3607 |
1.3633 |
| PP |
1.3602 |
1.3626 |
| S1 |
1.3597 |
1.3619 |
|