CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3471 |
1.3438 |
-0.0033 |
-0.2% |
1.3537 |
| High |
1.3477 |
1.3449 |
-0.0028 |
-0.2% |
1.3555 |
| Low |
1.3429 |
1.3433 |
0.0004 |
0.0% |
1.3429 |
| Close |
1.3437 |
1.3440 |
0.0003 |
0.0% |
1.3437 |
| Range |
0.0048 |
0.0016 |
-0.0032 |
-66.7% |
0.0126 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
4,171 |
926 |
-3,245 |
-77.8% |
6,621 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3489 |
1.3480 |
1.3449 |
|
| R3 |
1.3473 |
1.3464 |
1.3444 |
|
| R2 |
1.3457 |
1.3457 |
1.3443 |
|
| R1 |
1.3448 |
1.3448 |
1.3441 |
1.3453 |
| PP |
1.3441 |
1.3441 |
1.3441 |
1.3443 |
| S1 |
1.3432 |
1.3432 |
1.3439 |
1.3437 |
| S2 |
1.3425 |
1.3425 |
1.3437 |
|
| S3 |
1.3409 |
1.3416 |
1.3436 |
|
| S4 |
1.3393 |
1.3400 |
1.3431 |
|
|
| 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 |
1.3534 |
1.3429 |
0.0105 |
0.8% |
0.0039 |
0.3% |
10% |
False |
False |
1,396 |
| 10 |
1.3634 |
1.3429 |
0.0205 |
1.5% |
0.0040 |
0.3% |
5% |
False |
False |
938 |
| 20 |
1.3709 |
1.3429 |
0.0280 |
2.1% |
0.0040 |
0.3% |
4% |
False |
False |
812 |
| 40 |
1.3709 |
1.3429 |
0.0280 |
2.1% |
0.0047 |
0.4% |
4% |
False |
False |
557 |
| 60 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0046 |
0.3% |
2% |
False |
False |
482 |
| 80 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0043 |
0.3% |
2% |
False |
False |
365 |
| 100 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0040 |
0.3% |
2% |
False |
False |
297 |
| 120 |
1.3980 |
1.3429 |
0.0551 |
4.1% |
0.0038 |
0.3% |
2% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3517 |
|
2.618 |
1.3491 |
|
1.618 |
1.3475 |
|
1.000 |
1.3465 |
|
0.618 |
1.3459 |
|
HIGH |
1.3449 |
|
0.618 |
1.3443 |
|
0.500 |
1.3441 |
|
0.382 |
1.3439 |
|
LOW |
1.3433 |
|
0.618 |
1.3423 |
|
1.000 |
1.3417 |
|
1.618 |
1.3407 |
|
2.618 |
1.3391 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3441 |
1.3460 |
| PP |
1.3441 |
1.3453 |
| S1 |
1.3440 |
1.3447 |
|