CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3465 |
1.3434 |
-0.0031 |
-0.2% |
1.3531 |
| High |
1.3477 |
1.3446 |
-0.0031 |
-0.2% |
1.3552 |
| Low |
1.3422 |
1.3428 |
0.0006 |
0.0% |
1.3422 |
| Close |
1.3433 |
1.3435 |
0.0002 |
0.0% |
1.3433 |
| Range |
0.0055 |
0.0018 |
-0.0037 |
-67.3% |
0.0130 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
142,916 |
79,710 |
-63,206 |
-44.2% |
702,670 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3490 |
1.3481 |
1.3445 |
|
| R3 |
1.3472 |
1.3463 |
1.3440 |
|
| R2 |
1.3454 |
1.3454 |
1.3438 |
|
| R1 |
1.3445 |
1.3445 |
1.3437 |
1.3450 |
| PP |
1.3436 |
1.3436 |
1.3436 |
1.3439 |
| S1 |
1.3427 |
1.3427 |
1.3433 |
1.3432 |
| S2 |
1.3418 |
1.3418 |
1.3432 |
|
| S3 |
1.3400 |
1.3409 |
1.3430 |
|
| S4 |
1.3382 |
1.3391 |
1.3425 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3859 |
1.3776 |
1.3505 |
|
| R3 |
1.3729 |
1.3646 |
1.3469 |
|
| R2 |
1.3599 |
1.3599 |
1.3457 |
|
| R1 |
1.3516 |
1.3516 |
1.3445 |
1.3493 |
| PP |
1.3469 |
1.3469 |
1.3469 |
1.3457 |
| S1 |
1.3386 |
1.3386 |
1.3421 |
1.3363 |
| S2 |
1.3339 |
1.3339 |
1.3409 |
|
| S3 |
1.3209 |
1.3256 |
1.3397 |
|
| S4 |
1.3079 |
1.3126 |
1.3362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3532 |
1.3422 |
0.0110 |
0.8% |
0.0042 |
0.3% |
12% |
False |
False |
137,194 |
| 10 |
1.3631 |
1.3422 |
0.0209 |
1.6% |
0.0044 |
0.3% |
6% |
False |
False |
140,569 |
| 20 |
1.3705 |
1.3422 |
0.0283 |
2.1% |
0.0044 |
0.3% |
5% |
False |
False |
133,461 |
| 40 |
1.3705 |
1.3422 |
0.0283 |
2.1% |
0.0054 |
0.4% |
5% |
False |
False |
117,830 |
| 60 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0055 |
0.4% |
2% |
False |
False |
79,366 |
| 80 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0054 |
0.4% |
2% |
False |
False |
59,670 |
| 100 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0057 |
0.4% |
2% |
False |
False |
47,792 |
| 120 |
1.3986 |
1.3422 |
0.0564 |
4.2% |
0.0055 |
0.4% |
2% |
False |
False |
39,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3493 |
|
1.618 |
1.3475 |
|
1.000 |
1.3464 |
|
0.618 |
1.3457 |
|
HIGH |
1.3446 |
|
0.618 |
1.3439 |
|
0.500 |
1.3437 |
|
0.382 |
1.3435 |
|
LOW |
1.3428 |
|
0.618 |
1.3417 |
|
1.000 |
1.3410 |
|
1.618 |
1.3399 |
|
2.618 |
1.3381 |
|
4.250 |
1.3352 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3437 |
1.3454 |
| PP |
1.3436 |
1.3448 |
| S1 |
1.3436 |
1.3441 |
|