CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3702 |
1.3692 |
-0.0010 |
-0.1% |
1.3596 |
| High |
1.3709 |
1.3692 |
-0.0017 |
-0.1% |
1.3660 |
| Low |
1.3688 |
1.3649 |
-0.0039 |
-0.3% |
1.3584 |
| Close |
1.3688 |
1.3663 |
-0.0025 |
-0.2% |
1.3654 |
| Range |
0.0021 |
0.0043 |
0.0022 |
104.8% |
0.0076 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
941 |
369 |
-572 |
-60.8% |
1,515 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3773 |
1.3687 |
|
| R3 |
1.3754 |
1.3730 |
1.3675 |
|
| R2 |
1.3711 |
1.3711 |
1.3671 |
|
| R1 |
1.3687 |
1.3687 |
1.3667 |
1.3678 |
| PP |
1.3668 |
1.3668 |
1.3668 |
1.3663 |
| S1 |
1.3644 |
1.3644 |
1.3659 |
1.3635 |
| S2 |
1.3625 |
1.3625 |
1.3655 |
|
| S3 |
1.3582 |
1.3601 |
1.3651 |
|
| S4 |
1.3539 |
1.3558 |
1.3639 |
|
|
| 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% |
0.0043 |
0.3% |
62% |
False |
False |
459 |
| 10 |
1.3709 |
1.3574 |
0.0135 |
1.0% |
0.0045 |
0.3% |
66% |
False |
False |
390 |
| 20 |
1.3709 |
1.3510 |
0.0199 |
1.5% |
0.0055 |
0.4% |
77% |
False |
False |
374 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0049 |
0.4% |
33% |
False |
False |
353 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0043 |
0.3% |
33% |
False |
False |
241 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0041 |
0.3% |
33% |
False |
False |
187 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0037 |
0.3% |
33% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3805 |
|
1.618 |
1.3762 |
|
1.000 |
1.3735 |
|
0.618 |
1.3719 |
|
HIGH |
1.3692 |
|
0.618 |
1.3676 |
|
0.500 |
1.3671 |
|
0.382 |
1.3665 |
|
LOW |
1.3649 |
|
0.618 |
1.3622 |
|
1.000 |
1.3606 |
|
1.618 |
1.3579 |
|
2.618 |
1.3536 |
|
4.250 |
1.3466 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3671 |
1.3679 |
| PP |
1.3668 |
1.3674 |
| S1 |
1.3666 |
1.3668 |
|