CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3466 |
1.3471 |
0.0005 |
0.0% |
1.3537 |
| High |
1.3490 |
1.3477 |
-0.0013 |
-0.1% |
1.3555 |
| Low |
1.3443 |
1.3429 |
-0.0014 |
-0.1% |
1.3429 |
| Close |
1.3469 |
1.3437 |
-0.0032 |
-0.2% |
1.3437 |
| Range |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0126 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.6% |
0.0000 |
| Volume |
519 |
4,171 |
3,652 |
703.7% |
6,621 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3592 |
1.3562 |
1.3463 |
|
| R3 |
1.3544 |
1.3514 |
1.3450 |
|
| R2 |
1.3496 |
1.3496 |
1.3446 |
|
| R1 |
1.3466 |
1.3466 |
1.3441 |
1.3457 |
| PP |
1.3448 |
1.3448 |
1.3448 |
1.3443 |
| S1 |
1.3418 |
1.3418 |
1.3433 |
1.3409 |
| S2 |
1.3400 |
1.3400 |
1.3428 |
|
| S3 |
1.3352 |
1.3370 |
1.3424 |
|
| S4 |
1.3304 |
1.3322 |
1.3411 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3852 |
1.3770 |
1.3506 |
|
| R3 |
1.3726 |
1.3644 |
1.3472 |
|
| R2 |
1.3600 |
1.3600 |
1.3460 |
|
| R1 |
1.3518 |
1.3518 |
1.3449 |
1.3496 |
| PP |
1.3474 |
1.3474 |
1.3474 |
1.3463 |
| S1 |
1.3392 |
1.3392 |
1.3425 |
1.3370 |
| S2 |
1.3348 |
1.3348 |
1.3414 |
|
| S3 |
1.3222 |
1.3266 |
1.3402 |
|
| S4 |
1.3096 |
1.3140 |
1.3368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3555 |
1.3429 |
0.0126 |
0.9% |
0.0042 |
0.3% |
6% |
False |
True |
1,324 |
| 10 |
1.3648 |
1.3429 |
0.0219 |
1.6% |
0.0042 |
0.3% |
4% |
False |
True |
864 |
| 20 |
1.3709 |
1.3429 |
0.0280 |
2.1% |
0.0041 |
0.3% |
3% |
False |
True |
782 |
| 40 |
1.3709 |
1.3429 |
0.0280 |
2.1% |
0.0048 |
0.4% |
3% |
False |
True |
540 |
| 60 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0046 |
0.3% |
1% |
False |
True |
466 |
| 80 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0043 |
0.3% |
1% |
False |
True |
354 |
| 100 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0040 |
0.3% |
1% |
False |
True |
288 |
| 120 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0038 |
0.3% |
1% |
False |
True |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3603 |
|
1.618 |
1.3555 |
|
1.000 |
1.3525 |
|
0.618 |
1.3507 |
|
HIGH |
1.3477 |
|
0.618 |
1.3459 |
|
0.500 |
1.3453 |
|
0.382 |
1.3447 |
|
LOW |
1.3429 |
|
0.618 |
1.3399 |
|
1.000 |
1.3381 |
|
1.618 |
1.3351 |
|
2.618 |
1.3303 |
|
4.250 |
1.3225 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3453 |
1.3460 |
| PP |
1.3448 |
1.3452 |
| S1 |
1.3442 |
1.3445 |
|