CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3629 |
1.3573 |
-0.0056 |
-0.4% |
1.3613 |
| High |
1.3634 |
1.3576 |
-0.0058 |
-0.4% |
1.3657 |
| Low |
1.3571 |
1.3530 |
-0.0041 |
-0.3% |
1.3588 |
| Close |
1.3577 |
1.3532 |
-0.0045 |
-0.3% |
1.3618 |
| Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0069 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
331 |
576 |
245 |
74.0% |
4,873 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3654 |
1.3557 |
|
| R3 |
1.3638 |
1.3608 |
1.3545 |
|
| R2 |
1.3592 |
1.3592 |
1.3540 |
|
| R1 |
1.3562 |
1.3562 |
1.3536 |
1.3554 |
| PP |
1.3546 |
1.3546 |
1.3546 |
1.3542 |
| S1 |
1.3516 |
1.3516 |
1.3528 |
1.3508 |
| S2 |
1.3500 |
1.3500 |
1.3524 |
|
| S3 |
1.3454 |
1.3470 |
1.3519 |
|
| S4 |
1.3408 |
1.3424 |
1.3507 |
|
|
| 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 |
1.3656 |
1.3530 |
0.0126 |
0.9% |
0.0048 |
0.4% |
2% |
False |
True |
335 |
| 10 |
1.3692 |
1.3530 |
0.0162 |
1.2% |
0.0044 |
0.3% |
1% |
False |
True |
656 |
| 20 |
1.3709 |
1.3530 |
0.0179 |
1.3% |
0.0046 |
0.3% |
1% |
False |
True |
510 |
| 40 |
1.3709 |
1.3510 |
0.0199 |
1.5% |
0.0048 |
0.4% |
11% |
False |
False |
493 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0046 |
0.3% |
5% |
False |
False |
342 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0043 |
0.3% |
5% |
False |
False |
264 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0039 |
0.3% |
5% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3772 |
|
2.618 |
1.3696 |
|
1.618 |
1.3650 |
|
1.000 |
1.3622 |
|
0.618 |
1.3604 |
|
HIGH |
1.3576 |
|
0.618 |
1.3558 |
|
0.500 |
1.3553 |
|
0.382 |
1.3548 |
|
LOW |
1.3530 |
|
0.618 |
1.3502 |
|
1.000 |
1.3484 |
|
1.618 |
1.3456 |
|
2.618 |
1.3410 |
|
4.250 |
1.3335 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3553 |
1.3589 |
| PP |
1.3546 |
1.3570 |
| S1 |
1.3539 |
1.3551 |
|