CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3573 |
1.3536 |
-0.0037 |
-0.3% |
1.3613 |
| High |
1.3576 |
1.3546 |
-0.0030 |
-0.2% |
1.3657 |
| Low |
1.3530 |
1.3525 |
-0.0005 |
0.0% |
1.3588 |
| Close |
1.3532 |
1.3535 |
0.0003 |
0.0% |
1.3618 |
| Range |
0.0046 |
0.0021 |
-0.0025 |
-54.3% |
0.0069 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
576 |
637 |
61 |
10.6% |
4,873 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3598 |
1.3588 |
1.3547 |
|
| R3 |
1.3577 |
1.3567 |
1.3541 |
|
| R2 |
1.3556 |
1.3556 |
1.3539 |
|
| R1 |
1.3546 |
1.3546 |
1.3537 |
1.3541 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3533 |
| S1 |
1.3525 |
1.3525 |
1.3533 |
1.3520 |
| S2 |
1.3514 |
1.3514 |
1.3531 |
|
| S3 |
1.3493 |
1.3504 |
1.3529 |
|
| S4 |
1.3472 |
1.3483 |
1.3523 |
|
|
| 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 |
1.3648 |
1.3525 |
0.0123 |
0.9% |
0.0040 |
0.3% |
8% |
False |
True |
414 |
| 10 |
1.3674 |
1.3525 |
0.0149 |
1.1% |
0.0042 |
0.3% |
7% |
False |
True |
683 |
| 20 |
1.3709 |
1.3525 |
0.0184 |
1.4% |
0.0044 |
0.3% |
5% |
False |
True |
536 |
| 40 |
1.3709 |
1.3510 |
0.0199 |
1.5% |
0.0048 |
0.4% |
13% |
False |
False |
508 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0046 |
0.3% |
5% |
False |
False |
352 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
5% |
False |
False |
272 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0039 |
0.3% |
5% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3635 |
|
2.618 |
1.3601 |
|
1.618 |
1.3580 |
|
1.000 |
1.3567 |
|
0.618 |
1.3559 |
|
HIGH |
1.3546 |
|
0.618 |
1.3538 |
|
0.500 |
1.3536 |
|
0.382 |
1.3533 |
|
LOW |
1.3525 |
|
0.618 |
1.3512 |
|
1.000 |
1.3504 |
|
1.618 |
1.3491 |
|
2.618 |
1.3470 |
|
4.250 |
1.3436 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3536 |
1.3580 |
| PP |
1.3535 |
1.3565 |
| S1 |
1.3535 |
1.3550 |
|