CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3534 |
1.3471 |
-0.0063 |
-0.5% |
1.3613 |
| High |
1.3534 |
1.3478 |
-0.0056 |
-0.4% |
1.3648 |
| Low |
1.3468 |
1.3462 |
-0.0006 |
0.0% |
1.3501 |
| Close |
1.3473 |
1.3464 |
-0.0009 |
-0.1% |
1.3533 |
| Range |
0.0066 |
0.0016 |
-0.0050 |
-75.8% |
0.0147 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
107 |
1,257 |
1,150 |
1,074.8% |
2,021 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3516 |
1.3506 |
1.3473 |
|
| R3 |
1.3500 |
1.3490 |
1.3468 |
|
| R2 |
1.3484 |
1.3484 |
1.3467 |
|
| R1 |
1.3474 |
1.3474 |
1.3465 |
1.3471 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3467 |
| S1 |
1.3458 |
1.3458 |
1.3463 |
1.3455 |
| S2 |
1.3452 |
1.3452 |
1.3461 |
|
| S3 |
1.3436 |
1.3442 |
1.3460 |
|
| S4 |
1.3420 |
1.3426 |
1.3455 |
|
|
| 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 |
1.3555 |
1.3462 |
0.0093 |
0.7% |
0.0035 |
0.3% |
2% |
False |
True |
572 |
| 10 |
1.3656 |
1.3462 |
0.0194 |
1.4% |
0.0042 |
0.3% |
1% |
False |
True |
454 |
| 20 |
1.3709 |
1.3462 |
0.0247 |
1.8% |
0.0042 |
0.3% |
1% |
False |
True |
578 |
| 40 |
1.3709 |
1.3462 |
0.0247 |
1.8% |
0.0047 |
0.4% |
1% |
False |
True |
433 |
| 60 |
1.3980 |
1.3462 |
0.0518 |
3.8% |
0.0047 |
0.3% |
0% |
False |
True |
388 |
| 80 |
1.3980 |
1.3462 |
0.0518 |
3.8% |
0.0042 |
0.3% |
0% |
False |
True |
298 |
| 100 |
1.3980 |
1.3462 |
0.0518 |
3.8% |
0.0039 |
0.3% |
0% |
False |
True |
241 |
| 120 |
1.3980 |
1.3462 |
0.0518 |
3.8% |
0.0038 |
0.3% |
0% |
False |
True |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3546 |
|
2.618 |
1.3520 |
|
1.618 |
1.3504 |
|
1.000 |
1.3494 |
|
0.618 |
1.3488 |
|
HIGH |
1.3478 |
|
0.618 |
1.3472 |
|
0.500 |
1.3470 |
|
0.382 |
1.3468 |
|
LOW |
1.3462 |
|
0.618 |
1.3452 |
|
1.000 |
1.3446 |
|
1.618 |
1.3436 |
|
2.618 |
1.3420 |
|
4.250 |
1.3394 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3470 |
1.3509 |
| PP |
1.3468 |
1.3494 |
| S1 |
1.3466 |
1.3479 |
|