CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3655 |
1.3702 |
0.0047 |
0.3% |
1.3596 |
| High |
1.3704 |
1.3709 |
0.0005 |
0.0% |
1.3660 |
| Low |
1.3652 |
1.3688 |
0.0036 |
0.3% |
1.3584 |
| Close |
1.3703 |
1.3688 |
-0.0015 |
-0.1% |
1.3654 |
| Range |
0.0052 |
0.0021 |
-0.0031 |
-59.6% |
0.0076 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
269 |
941 |
672 |
249.8% |
1,515 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3758 |
1.3744 |
1.3700 |
|
| R3 |
1.3737 |
1.3723 |
1.3694 |
|
| R2 |
1.3716 |
1.3716 |
1.3692 |
|
| R1 |
1.3702 |
1.3702 |
1.3690 |
1.3699 |
| PP |
1.3695 |
1.3695 |
1.3695 |
1.3693 |
| S1 |
1.3681 |
1.3681 |
1.3686 |
1.3678 |
| S2 |
1.3674 |
1.3674 |
1.3684 |
|
| S3 |
1.3653 |
1.3660 |
1.3682 |
|
| S4 |
1.3632 |
1.3639 |
1.3676 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3861 |
1.3833 |
1.3696 |
|
| R3 |
1.3785 |
1.3757 |
1.3675 |
|
| R2 |
1.3709 |
1.3709 |
1.3668 |
|
| R1 |
1.3681 |
1.3681 |
1.3661 |
1.3695 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3640 |
| S1 |
1.3605 |
1.3605 |
1.3647 |
1.3619 |
| S2 |
1.3557 |
1.3557 |
1.3640 |
|
| S3 |
1.3481 |
1.3529 |
1.3633 |
|
| S4 |
1.3405 |
1.3453 |
1.3612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3709 |
1.3588 |
0.0121 |
0.9% |
0.0044 |
0.3% |
83% |
True |
False |
429 |
| 10 |
1.3709 |
1.3562 |
0.0147 |
1.1% |
0.0047 |
0.3% |
86% |
True |
False |
365 |
| 20 |
1.3709 |
1.3510 |
0.0199 |
1.5% |
0.0055 |
0.4% |
89% |
True |
False |
360 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0049 |
0.4% |
38% |
False |
False |
344 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0043 |
0.3% |
38% |
False |
False |
235 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0041 |
0.3% |
38% |
False |
False |
183 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0037 |
0.3% |
38% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3798 |
|
2.618 |
1.3764 |
|
1.618 |
1.3743 |
|
1.000 |
1.3730 |
|
0.618 |
1.3722 |
|
HIGH |
1.3709 |
|
0.618 |
1.3701 |
|
0.500 |
1.3699 |
|
0.382 |
1.3696 |
|
LOW |
1.3688 |
|
0.618 |
1.3675 |
|
1.000 |
1.3667 |
|
1.618 |
1.3654 |
|
2.618 |
1.3633 |
|
4.250 |
1.3599 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3699 |
1.3680 |
| PP |
1.3695 |
1.3672 |
| S1 |
1.3692 |
1.3664 |
|