CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3471 |
1.3466 |
-0.0005 |
0.0% |
1.3613 |
| High |
1.3478 |
1.3490 |
0.0012 |
0.1% |
1.3648 |
| Low |
1.3462 |
1.3443 |
-0.0019 |
-0.1% |
1.3501 |
| Close |
1.3464 |
1.3469 |
0.0005 |
0.0% |
1.3533 |
| Range |
0.0016 |
0.0047 |
0.0031 |
193.8% |
0.0147 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,257 |
519 |
-738 |
-58.7% |
2,021 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3586 |
1.3495 |
|
| R3 |
1.3561 |
1.3539 |
1.3482 |
|
| R2 |
1.3514 |
1.3514 |
1.3478 |
|
| R1 |
1.3492 |
1.3492 |
1.3473 |
1.3503 |
| PP |
1.3467 |
1.3467 |
1.3467 |
1.3473 |
| S1 |
1.3445 |
1.3445 |
1.3465 |
1.3456 |
| S2 |
1.3420 |
1.3420 |
1.3460 |
|
| S3 |
1.3373 |
1.3398 |
1.3456 |
|
| S4 |
1.3326 |
1.3351 |
1.3443 |
|
|
| 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 |
1.3443 |
0.0112 |
0.8% |
0.0041 |
0.3% |
23% |
False |
True |
549 |
| 10 |
1.3648 |
1.3443 |
0.0205 |
1.5% |
0.0040 |
0.3% |
13% |
False |
True |
481 |
| 20 |
1.3709 |
1.3443 |
0.0266 |
2.0% |
0.0042 |
0.3% |
10% |
False |
True |
593 |
| 40 |
1.3709 |
1.3443 |
0.0266 |
2.0% |
0.0048 |
0.4% |
10% |
False |
True |
441 |
| 60 |
1.3980 |
1.3443 |
0.0537 |
4.0% |
0.0047 |
0.3% |
5% |
False |
True |
397 |
| 80 |
1.3980 |
1.3443 |
0.0537 |
4.0% |
0.0042 |
0.3% |
5% |
False |
True |
303 |
| 100 |
1.3980 |
1.3443 |
0.0537 |
4.0% |
0.0039 |
0.3% |
5% |
False |
True |
246 |
| 120 |
1.3980 |
1.3443 |
0.0537 |
4.0% |
0.0038 |
0.3% |
5% |
False |
True |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3690 |
|
2.618 |
1.3613 |
|
1.618 |
1.3566 |
|
1.000 |
1.3537 |
|
0.618 |
1.3519 |
|
HIGH |
1.3490 |
|
0.618 |
1.3472 |
|
0.500 |
1.3467 |
|
0.382 |
1.3461 |
|
LOW |
1.3443 |
|
0.618 |
1.3414 |
|
1.000 |
1.3396 |
|
1.618 |
1.3367 |
|
2.618 |
1.3320 |
|
4.250 |
1.3243 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3468 |
1.3489 |
| PP |
1.3467 |
1.3482 |
| S1 |
1.3467 |
1.3476 |
|