CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3529 |
1.3531 |
0.0002 |
0.0% |
1.3611 |
| High |
1.3538 |
1.3552 |
0.0014 |
0.1% |
1.3644 |
| Low |
1.3493 |
1.3515 |
0.0022 |
0.2% |
1.3493 |
| Close |
1.3528 |
1.3525 |
-0.0003 |
0.0% |
1.3528 |
| Range |
0.0045 |
0.0037 |
-0.0008 |
-17.8% |
0.0151 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
161,533 |
96,406 |
-65,127 |
-40.3% |
729,984 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3620 |
1.3545 |
|
| R3 |
1.3605 |
1.3583 |
1.3535 |
|
| R2 |
1.3568 |
1.3568 |
1.3532 |
|
| R1 |
1.3546 |
1.3546 |
1.3528 |
1.3539 |
| PP |
1.3531 |
1.3531 |
1.3531 |
1.3527 |
| S1 |
1.3509 |
1.3509 |
1.3522 |
1.3502 |
| S2 |
1.3494 |
1.3494 |
1.3518 |
|
| S3 |
1.3457 |
1.3472 |
1.3515 |
|
| S4 |
1.3420 |
1.3435 |
1.3505 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4008 |
1.3919 |
1.3611 |
|
| R3 |
1.3857 |
1.3768 |
1.3570 |
|
| R2 |
1.3706 |
1.3706 |
1.3556 |
|
| R1 |
1.3617 |
1.3617 |
1.3542 |
1.3586 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3540 |
| S1 |
1.3466 |
1.3466 |
1.3514 |
1.3435 |
| S2 |
1.3404 |
1.3404 |
1.3500 |
|
| S3 |
1.3253 |
1.3315 |
1.3486 |
|
| S4 |
1.3102 |
1.3164 |
1.3445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3631 |
1.3493 |
0.0138 |
1.0% |
0.0045 |
0.3% |
23% |
False |
False |
143,943 |
| 10 |
1.3654 |
1.3493 |
0.0161 |
1.2% |
0.0044 |
0.3% |
20% |
False |
False |
132,331 |
| 20 |
1.3705 |
1.3493 |
0.0212 |
1.6% |
0.0046 |
0.3% |
15% |
False |
False |
134,406 |
| 40 |
1.3705 |
1.3493 |
0.0212 |
1.6% |
0.0054 |
0.4% |
15% |
False |
False |
101,324 |
| 60 |
1.3986 |
1.3493 |
0.0493 |
3.6% |
0.0056 |
0.4% |
6% |
False |
False |
68,017 |
| 80 |
1.3986 |
1.3493 |
0.0493 |
3.6% |
0.0056 |
0.4% |
6% |
False |
False |
51,119 |
| 100 |
1.3986 |
1.3493 |
0.0493 |
3.6% |
0.0058 |
0.4% |
6% |
False |
False |
40,948 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
7% |
False |
False |
34,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3649 |
|
1.618 |
1.3612 |
|
1.000 |
1.3589 |
|
0.618 |
1.3575 |
|
HIGH |
1.3552 |
|
0.618 |
1.3538 |
|
0.500 |
1.3534 |
|
0.382 |
1.3529 |
|
LOW |
1.3515 |
|
0.618 |
1.3492 |
|
1.000 |
1.3478 |
|
1.618 |
1.3455 |
|
2.618 |
1.3418 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3534 |
1.3524 |
| PP |
1.3531 |
1.3523 |
| S1 |
1.3528 |
1.3523 |
|