CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3536 |
1.3537 |
0.0001 |
0.0% |
1.3613 |
| High |
1.3542 |
1.3555 |
0.0013 |
0.1% |
1.3648 |
| Low |
1.3501 |
1.3522 |
0.0021 |
0.2% |
1.3501 |
| Close |
1.3533 |
1.3530 |
-0.0003 |
0.0% |
1.3533 |
| Range |
0.0041 |
0.0033 |
-0.0008 |
-19.5% |
0.0147 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
295 |
567 |
272 |
92.2% |
2,021 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3635 |
1.3615 |
1.3548 |
|
| R3 |
1.3602 |
1.3582 |
1.3539 |
|
| R2 |
1.3569 |
1.3569 |
1.3536 |
|
| R1 |
1.3549 |
1.3549 |
1.3533 |
1.3543 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3532 |
| S1 |
1.3516 |
1.3516 |
1.3527 |
1.3510 |
| S2 |
1.3503 |
1.3503 |
1.3524 |
|
| S3 |
1.3470 |
1.3483 |
1.3521 |
|
| S4 |
1.3437 |
1.3450 |
1.3512 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4002 |
1.3914 |
1.3614 |
|
| R3 |
1.3855 |
1.3767 |
1.3573 |
|
| R2 |
1.3708 |
1.3708 |
1.3560 |
|
| R1 |
1.3620 |
1.3620 |
1.3546 |
1.3591 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3546 |
| S1 |
1.3473 |
1.3473 |
1.3520 |
1.3444 |
| S2 |
1.3414 |
1.3414 |
1.3506 |
|
| S3 |
1.3267 |
1.3326 |
1.3493 |
|
| S4 |
1.3120 |
1.3179 |
1.3452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3634 |
1.3501 |
0.0133 |
1.0% |
0.0041 |
0.3% |
22% |
False |
False |
481 |
| 10 |
1.3657 |
1.3501 |
0.0156 |
1.2% |
0.0040 |
0.3% |
19% |
False |
False |
434 |
| 20 |
1.3709 |
1.3501 |
0.0208 |
1.5% |
0.0042 |
0.3% |
14% |
False |
False |
539 |
| 40 |
1.3709 |
1.3501 |
0.0208 |
1.5% |
0.0047 |
0.4% |
14% |
False |
False |
477 |
| 60 |
1.3980 |
1.3501 |
0.0479 |
3.5% |
0.0046 |
0.3% |
6% |
False |
False |
366 |
| 80 |
1.3980 |
1.3501 |
0.0479 |
3.5% |
0.0042 |
0.3% |
6% |
False |
False |
282 |
| 100 |
1.3980 |
1.3501 |
0.0479 |
3.5% |
0.0039 |
0.3% |
6% |
False |
False |
228 |
| 120 |
1.3980 |
1.3493 |
0.0487 |
3.6% |
0.0038 |
0.3% |
8% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3695 |
|
2.618 |
1.3641 |
|
1.618 |
1.3608 |
|
1.000 |
1.3588 |
|
0.618 |
1.3575 |
|
HIGH |
1.3555 |
|
0.618 |
1.3542 |
|
0.500 |
1.3539 |
|
0.382 |
1.3535 |
|
LOW |
1.3522 |
|
0.618 |
1.3502 |
|
1.000 |
1.3489 |
|
1.618 |
1.3469 |
|
2.618 |
1.3436 |
|
4.250 |
1.3382 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3539 |
1.3529 |
| PP |
1.3536 |
1.3529 |
| S1 |
1.3533 |
1.3528 |
|