CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3411 |
1.3396 |
-0.0015 |
-0.1% |
1.3531 |
| High |
1.3417 |
1.3403 |
-0.0014 |
-0.1% |
1.3552 |
| Low |
1.3369 |
1.3373 |
0.0004 |
0.0% |
1.3422 |
| Close |
1.3393 |
1.3392 |
-0.0001 |
0.0% |
1.3433 |
| Range |
0.0048 |
0.0030 |
-0.0018 |
-37.5% |
0.0130 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
197,099 |
167,085 |
-30,014 |
-15.2% |
702,670 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3466 |
1.3409 |
|
| R3 |
1.3449 |
1.3436 |
1.3400 |
|
| R2 |
1.3419 |
1.3419 |
1.3398 |
|
| R1 |
1.3406 |
1.3406 |
1.3395 |
1.3398 |
| PP |
1.3389 |
1.3389 |
1.3389 |
1.3385 |
| S1 |
1.3376 |
1.3376 |
1.3389 |
1.3368 |
| S2 |
1.3359 |
1.3359 |
1.3387 |
|
| S3 |
1.3329 |
1.3346 |
1.3384 |
|
| S4 |
1.3299 |
1.3316 |
1.3376 |
|
|
| 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 |
1.3477 |
1.3369 |
0.0108 |
0.8% |
0.0038 |
0.3% |
21% |
False |
False |
144,009 |
| 10 |
1.3552 |
1.3369 |
0.0183 |
1.4% |
0.0041 |
0.3% |
13% |
False |
False |
144,133 |
| 20 |
1.3668 |
1.3369 |
0.0299 |
2.2% |
0.0044 |
0.3% |
8% |
False |
False |
139,727 |
| 40 |
1.3705 |
1.3369 |
0.0336 |
2.5% |
0.0053 |
0.4% |
7% |
False |
False |
129,788 |
| 60 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0054 |
0.4% |
4% |
False |
False |
87,644 |
| 80 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0053 |
0.4% |
4% |
False |
False |
65,871 |
| 100 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0056 |
0.4% |
4% |
False |
False |
52,757 |
| 120 |
1.3986 |
1.3369 |
0.0617 |
4.6% |
0.0054 |
0.4% |
4% |
False |
False |
43,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3531 |
|
2.618 |
1.3482 |
|
1.618 |
1.3452 |
|
1.000 |
1.3433 |
|
0.618 |
1.3422 |
|
HIGH |
1.3403 |
|
0.618 |
1.3392 |
|
0.500 |
1.3388 |
|
0.382 |
1.3384 |
|
LOW |
1.3373 |
|
0.618 |
1.3354 |
|
1.000 |
1.3343 |
|
1.618 |
1.3324 |
|
2.618 |
1.3294 |
|
4.250 |
1.3246 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3391 |
1.3408 |
| PP |
1.3389 |
1.3402 |
| S1 |
1.3388 |
1.3397 |
|