CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3537 |
1.3534 |
-0.0003 |
0.0% |
1.3613 |
| High |
1.3555 |
1.3534 |
-0.0021 |
-0.2% |
1.3648 |
| Low |
1.3522 |
1.3468 |
-0.0054 |
-0.4% |
1.3501 |
| Close |
1.3530 |
1.3473 |
-0.0057 |
-0.4% |
1.3533 |
| Range |
0.0033 |
0.0066 |
0.0033 |
100.0% |
0.0147 |
| ATR |
0.0045 |
0.0046 |
0.0002 |
3.4% |
0.0000 |
| Volume |
567 |
107 |
-460 |
-81.1% |
2,021 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3690 |
1.3647 |
1.3509 |
|
| R3 |
1.3624 |
1.3581 |
1.3491 |
|
| R2 |
1.3558 |
1.3558 |
1.3485 |
|
| R1 |
1.3515 |
1.3515 |
1.3479 |
1.3504 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3486 |
| S1 |
1.3449 |
1.3449 |
1.3467 |
1.3438 |
| S2 |
1.3426 |
1.3426 |
1.3461 |
|
| S3 |
1.3360 |
1.3383 |
1.3455 |
|
| S4 |
1.3294 |
1.3317 |
1.3437 |
|
|
| 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 |
1.3576 |
1.3468 |
0.0108 |
0.8% |
0.0041 |
0.3% |
5% |
False |
True |
436 |
| 10 |
1.3657 |
1.3468 |
0.0189 |
1.4% |
0.0044 |
0.3% |
3% |
False |
True |
377 |
| 20 |
1.3709 |
1.3468 |
0.0241 |
1.8% |
0.0043 |
0.3% |
2% |
False |
True |
529 |
| 40 |
1.3709 |
1.3468 |
0.0241 |
1.8% |
0.0048 |
0.4% |
2% |
False |
True |
429 |
| 60 |
1.3980 |
1.3468 |
0.0512 |
3.8% |
0.0047 |
0.3% |
1% |
False |
True |
368 |
| 80 |
1.3980 |
1.3468 |
0.0512 |
3.8% |
0.0042 |
0.3% |
1% |
False |
True |
283 |
| 100 |
1.3980 |
1.3468 |
0.0512 |
3.8% |
0.0039 |
0.3% |
1% |
False |
True |
229 |
| 120 |
1.3980 |
1.3468 |
0.0512 |
3.8% |
0.0038 |
0.3% |
1% |
False |
True |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3815 |
|
2.618 |
1.3707 |
|
1.618 |
1.3641 |
|
1.000 |
1.3600 |
|
0.618 |
1.3575 |
|
HIGH |
1.3534 |
|
0.618 |
1.3509 |
|
0.500 |
1.3501 |
|
0.382 |
1.3493 |
|
LOW |
1.3468 |
|
0.618 |
1.3427 |
|
1.000 |
1.3402 |
|
1.618 |
1.3361 |
|
2.618 |
1.3295 |
|
4.250 |
1.3188 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3501 |
1.3512 |
| PP |
1.3492 |
1.3499 |
| S1 |
1.3482 |
1.3486 |
|