CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3599 |
1.3609 |
0.0010 |
0.1% |
1.3649 |
| High |
1.3614 |
1.3621 |
0.0007 |
0.1% |
1.3705 |
| Low |
1.3579 |
1.3592 |
0.0013 |
0.1% |
1.3599 |
| Close |
1.3612 |
1.3614 |
0.0002 |
0.0% |
1.3606 |
| Range |
0.0035 |
0.0029 |
-0.0006 |
-17.1% |
0.0106 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
126,211 |
100,355 |
-25,856 |
-20.5% |
533,732 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3696 |
1.3684 |
1.3630 |
|
| R3 |
1.3667 |
1.3655 |
1.3622 |
|
| R2 |
1.3638 |
1.3638 |
1.3619 |
|
| R1 |
1.3626 |
1.3626 |
1.3617 |
1.3632 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3612 |
| S1 |
1.3597 |
1.3597 |
1.3611 |
1.3603 |
| S2 |
1.3580 |
1.3580 |
1.3609 |
|
| S3 |
1.3551 |
1.3568 |
1.3606 |
|
| S4 |
1.3522 |
1.3539 |
1.3598 |
|
|
| 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% |
0.0041 |
0.3% |
28% |
False |
False |
123,008 |
| 10 |
1.3705 |
1.3579 |
0.0126 |
0.9% |
0.0047 |
0.3% |
28% |
False |
False |
136,279 |
| 20 |
1.3705 |
1.3516 |
0.0189 |
1.4% |
0.0053 |
0.4% |
52% |
False |
False |
134,689 |
| 40 |
1.3771 |
1.3505 |
0.0266 |
2.0% |
0.0056 |
0.4% |
41% |
False |
False |
71,179 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
23% |
False |
False |
47,693 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
23% |
False |
False |
35,862 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
23% |
False |
False |
28,721 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0054 |
0.4% |
25% |
False |
False |
23,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3744 |
|
2.618 |
1.3697 |
|
1.618 |
1.3668 |
|
1.000 |
1.3650 |
|
0.618 |
1.3639 |
|
HIGH |
1.3621 |
|
0.618 |
1.3610 |
|
0.500 |
1.3607 |
|
0.382 |
1.3603 |
|
LOW |
1.3592 |
|
0.618 |
1.3574 |
|
1.000 |
1.3563 |
|
1.618 |
1.3545 |
|
2.618 |
1.3516 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3624 |
| PP |
1.3609 |
1.3620 |
| S1 |
1.3607 |
1.3617 |
|