CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3613 |
1.3629 |
0.0016 |
0.1% |
1.3613 |
| High |
1.3648 |
1.3634 |
-0.0014 |
-0.1% |
1.3657 |
| Low |
1.3606 |
1.3571 |
-0.0035 |
-0.3% |
1.3588 |
| Close |
1.3628 |
1.3577 |
-0.0051 |
-0.4% |
1.3618 |
| Range |
0.0042 |
0.0063 |
0.0021 |
50.0% |
0.0069 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.5% |
0.0000 |
| Volume |
182 |
331 |
149 |
81.9% |
4,873 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3783 |
1.3743 |
1.3612 |
|
| R3 |
1.3720 |
1.3680 |
1.3594 |
|
| R2 |
1.3657 |
1.3657 |
1.3589 |
|
| R1 |
1.3617 |
1.3617 |
1.3583 |
1.3606 |
| PP |
1.3594 |
1.3594 |
1.3594 |
1.3588 |
| S1 |
1.3554 |
1.3554 |
1.3571 |
1.3543 |
| S2 |
1.3531 |
1.3531 |
1.3565 |
|
| S3 |
1.3468 |
1.3491 |
1.3560 |
|
| S4 |
1.3405 |
1.3428 |
1.3542 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3828 |
1.3792 |
1.3656 |
|
| R3 |
1.3759 |
1.3723 |
1.3637 |
|
| R2 |
1.3690 |
1.3690 |
1.3631 |
|
| R1 |
1.3654 |
1.3654 |
1.3624 |
1.3672 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3630 |
| S1 |
1.3585 |
1.3585 |
1.3612 |
1.3603 |
| S2 |
1.3552 |
1.3552 |
1.3605 |
|
| S3 |
1.3483 |
1.3516 |
1.3599 |
|
| S4 |
1.3414 |
1.3447 |
1.3580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3657 |
1.3571 |
0.0086 |
0.6% |
0.0047 |
0.3% |
7% |
False |
True |
317 |
| 10 |
1.3709 |
1.3571 |
0.0138 |
1.0% |
0.0042 |
0.3% |
4% |
False |
True |
692 |
| 20 |
1.3709 |
1.3550 |
0.0159 |
1.2% |
0.0045 |
0.3% |
17% |
False |
False |
488 |
| 40 |
1.3735 |
1.3510 |
0.0225 |
1.7% |
0.0048 |
0.4% |
30% |
False |
False |
479 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0045 |
0.3% |
14% |
False |
False |
332 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
14% |
False |
False |
257 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0039 |
0.3% |
14% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3902 |
|
2.618 |
1.3799 |
|
1.618 |
1.3736 |
|
1.000 |
1.3697 |
|
0.618 |
1.3673 |
|
HIGH |
1.3634 |
|
0.618 |
1.3610 |
|
0.500 |
1.3603 |
|
0.382 |
1.3595 |
|
LOW |
1.3571 |
|
0.618 |
1.3532 |
|
1.000 |
1.3508 |
|
1.618 |
1.3469 |
|
2.618 |
1.3406 |
|
4.250 |
1.3303 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3603 |
1.3610 |
| PP |
1.3594 |
1.3599 |
| S1 |
1.3586 |
1.3588 |
|