CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3468 |
1.3463 |
-0.0005 |
0.0% |
1.3611 |
| High |
1.3476 |
1.3486 |
0.0010 |
0.1% |
1.3644 |
| Low |
1.3456 |
1.3439 |
-0.0017 |
-0.1% |
1.3493 |
| Close |
1.3459 |
1.3465 |
0.0006 |
0.0% |
1.3528 |
| Range |
0.0020 |
0.0047 |
0.0027 |
135.0% |
0.0151 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
125,308 |
146,497 |
21,189 |
16.9% |
729,984 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3604 |
1.3582 |
1.3491 |
|
| R3 |
1.3557 |
1.3535 |
1.3478 |
|
| R2 |
1.3510 |
1.3510 |
1.3474 |
|
| R1 |
1.3488 |
1.3488 |
1.3469 |
1.3499 |
| PP |
1.3463 |
1.3463 |
1.3463 |
1.3469 |
| S1 |
1.3441 |
1.3441 |
1.3461 |
1.3452 |
| S2 |
1.3416 |
1.3416 |
1.3456 |
|
| S3 |
1.3369 |
1.3394 |
1.3452 |
|
| S4 |
1.3322 |
1.3347 |
1.3439 |
|
|
| 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 |
1.3552 |
1.3439 |
0.0113 |
0.8% |
0.0044 |
0.3% |
23% |
False |
True |
144,257 |
| 10 |
1.3644 |
1.3439 |
0.0205 |
1.5% |
0.0044 |
0.3% |
13% |
False |
True |
138,628 |
| 20 |
1.3705 |
1.3439 |
0.0266 |
2.0% |
0.0046 |
0.3% |
10% |
False |
True |
137,080 |
| 40 |
1.3705 |
1.3439 |
0.0266 |
2.0% |
0.0054 |
0.4% |
10% |
False |
True |
112,720 |
| 60 |
1.3986 |
1.3439 |
0.0547 |
4.1% |
0.0056 |
0.4% |
5% |
False |
True |
75,727 |
| 80 |
1.3986 |
1.3439 |
0.0547 |
4.1% |
0.0055 |
0.4% |
5% |
False |
True |
56,893 |
| 100 |
1.3986 |
1.3439 |
0.0547 |
4.1% |
0.0057 |
0.4% |
5% |
False |
True |
45,580 |
| 120 |
1.3986 |
1.3439 |
0.0547 |
4.1% |
0.0055 |
0.4% |
5% |
False |
True |
37,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3686 |
|
2.618 |
1.3609 |
|
1.618 |
1.3562 |
|
1.000 |
1.3533 |
|
0.618 |
1.3515 |
|
HIGH |
1.3486 |
|
0.618 |
1.3468 |
|
0.500 |
1.3463 |
|
0.382 |
1.3457 |
|
LOW |
1.3439 |
|
0.618 |
1.3410 |
|
1.000 |
1.3392 |
|
1.618 |
1.3363 |
|
2.618 |
1.3316 |
|
4.250 |
1.3239 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3464 |
1.3486 |
| PP |
1.3463 |
1.3479 |
| S1 |
1.3463 |
1.3472 |
|