CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3623 |
1.3571 |
-0.0052 |
-0.4% |
1.3599 |
| High |
1.3631 |
1.3574 |
-0.0057 |
-0.4% |
1.3654 |
| Low |
1.3564 |
1.3523 |
-0.0041 |
-0.3% |
1.3579 |
| Close |
1.3571 |
1.3526 |
-0.0045 |
-0.3% |
1.3612 |
| Range |
0.0067 |
0.0051 |
-0.0016 |
-23.9% |
0.0075 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
210,434 |
132,949 |
-77,485 |
-36.8% |
623,131 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3661 |
1.3554 |
|
| R3 |
1.3643 |
1.3610 |
1.3540 |
|
| R2 |
1.3592 |
1.3592 |
1.3535 |
|
| R1 |
1.3559 |
1.3559 |
1.3531 |
1.3550 |
| PP |
1.3541 |
1.3541 |
1.3541 |
1.3537 |
| S1 |
1.3508 |
1.3508 |
1.3521 |
1.3499 |
| S2 |
1.3490 |
1.3490 |
1.3517 |
|
| S3 |
1.3439 |
1.3457 |
1.3512 |
|
| S4 |
1.3388 |
1.3406 |
1.3498 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3840 |
1.3801 |
1.3653 |
|
| R3 |
1.3765 |
1.3726 |
1.3633 |
|
| R2 |
1.3690 |
1.3690 |
1.3626 |
|
| R1 |
1.3651 |
1.3651 |
1.3619 |
1.3671 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3625 |
| S1 |
1.3576 |
1.3576 |
1.3605 |
1.3596 |
| S2 |
1.3540 |
1.3540 |
1.3598 |
|
| S3 |
1.3465 |
1.3501 |
1.3591 |
|
| S4 |
1.3390 |
1.3426 |
1.3571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3654 |
1.3523 |
0.0131 |
1.0% |
0.0051 |
0.4% |
2% |
False |
True |
138,365 |
| 10 |
1.3687 |
1.3523 |
0.0164 |
1.2% |
0.0048 |
0.4% |
2% |
False |
True |
134,111 |
| 20 |
1.3705 |
1.3523 |
0.0182 |
1.3% |
0.0051 |
0.4% |
2% |
False |
True |
138,262 |
| 40 |
1.3721 |
1.3505 |
0.0216 |
1.6% |
0.0056 |
0.4% |
10% |
False |
False |
92,030 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0056 |
0.4% |
4% |
False |
False |
61,763 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0057 |
0.4% |
4% |
False |
False |
46,431 |
| 100 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0058 |
0.4% |
4% |
False |
False |
37,185 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0054 |
0.4% |
8% |
False |
False |
31,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3791 |
|
2.618 |
1.3708 |
|
1.618 |
1.3657 |
|
1.000 |
1.3625 |
|
0.618 |
1.3606 |
|
HIGH |
1.3574 |
|
0.618 |
1.3555 |
|
0.500 |
1.3549 |
|
0.382 |
1.3542 |
|
LOW |
1.3523 |
|
0.618 |
1.3491 |
|
1.000 |
1.3472 |
|
1.618 |
1.3440 |
|
2.618 |
1.3389 |
|
4.250 |
1.3306 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3549 |
1.3584 |
| PP |
1.3541 |
1.3564 |
| S1 |
1.3534 |
1.3545 |
|