CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3613 |
1.3619 |
0.0006 |
0.0% |
1.3655 |
| High |
1.3619 |
1.3625 |
0.0006 |
0.0% |
1.3709 |
| Low |
1.3588 |
1.3603 |
0.0015 |
0.1% |
1.3606 |
| Close |
1.3618 |
1.3620 |
0.0002 |
0.0% |
1.3612 |
| Range |
0.0031 |
0.0022 |
-0.0009 |
-29.0% |
0.0103 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
3,112 |
686 |
-2,426 |
-78.0% |
1,812 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3682 |
1.3673 |
1.3632 |
|
| R3 |
1.3660 |
1.3651 |
1.3626 |
|
| R2 |
1.3638 |
1.3638 |
1.3624 |
|
| R1 |
1.3629 |
1.3629 |
1.3622 |
1.3634 |
| PP |
1.3616 |
1.3616 |
1.3616 |
1.3618 |
| S1 |
1.3607 |
1.3607 |
1.3618 |
1.3612 |
| S2 |
1.3594 |
1.3594 |
1.3616 |
|
| S3 |
1.3572 |
1.3585 |
1.3614 |
|
| S4 |
1.3550 |
1.3563 |
1.3608 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3885 |
1.3669 |
|
| R3 |
1.3848 |
1.3782 |
1.3640 |
|
| R2 |
1.3745 |
1.3745 |
1.3631 |
|
| R1 |
1.3679 |
1.3679 |
1.3621 |
1.3661 |
| PP |
1.3642 |
1.3642 |
1.3642 |
1.3633 |
| S1 |
1.3576 |
1.3576 |
1.3603 |
1.3558 |
| S2 |
1.3539 |
1.3539 |
1.3593 |
|
| S3 |
1.3436 |
1.3473 |
1.3584 |
|
| S4 |
1.3333 |
1.3370 |
1.3555 |
|
|
| 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% |
0.0037 |
0.3% |
26% |
False |
False |
1,068 |
| 10 |
1.3709 |
1.3588 |
0.0121 |
0.9% |
0.0042 |
0.3% |
26% |
False |
False |
682 |
| 20 |
1.3709 |
1.3518 |
0.0191 |
1.4% |
0.0047 |
0.3% |
53% |
False |
False |
518 |
| 40 |
1.3753 |
1.3510 |
0.0243 |
1.8% |
0.0047 |
0.3% |
45% |
False |
False |
448 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0043 |
0.3% |
23% |
False |
False |
307 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0041 |
0.3% |
23% |
False |
False |
237 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0037 |
0.3% |
23% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3719 |
|
2.618 |
1.3683 |
|
1.618 |
1.3661 |
|
1.000 |
1.3647 |
|
0.618 |
1.3639 |
|
HIGH |
1.3625 |
|
0.618 |
1.3617 |
|
0.500 |
1.3614 |
|
0.382 |
1.3611 |
|
LOW |
1.3603 |
|
0.618 |
1.3589 |
|
1.000 |
1.3581 |
|
1.618 |
1.3567 |
|
2.618 |
1.3545 |
|
4.250 |
1.3510 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3631 |
| PP |
1.3616 |
1.3627 |
| S1 |
1.3614 |
1.3624 |
|