CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3438 |
1.3445 |
0.0007 |
0.1% |
1.3537 |
| High |
1.3449 |
1.3450 |
0.0001 |
0.0% |
1.3555 |
| Low |
1.3433 |
1.3411 |
-0.0022 |
-0.2% |
1.3429 |
| Close |
1.3440 |
1.3415 |
-0.0025 |
-0.2% |
1.3437 |
| Range |
0.0016 |
0.0039 |
0.0023 |
143.8% |
0.0126 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
926 |
612 |
-314 |
-33.9% |
6,621 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3518 |
1.3436 |
|
| R3 |
1.3503 |
1.3479 |
1.3426 |
|
| R2 |
1.3464 |
1.3464 |
1.3422 |
|
| R1 |
1.3440 |
1.3440 |
1.3419 |
1.3433 |
| PP |
1.3425 |
1.3425 |
1.3425 |
1.3422 |
| S1 |
1.3401 |
1.3401 |
1.3411 |
1.3394 |
| S2 |
1.3386 |
1.3386 |
1.3408 |
|
| S3 |
1.3347 |
1.3362 |
1.3404 |
|
| S4 |
1.3308 |
1.3323 |
1.3394 |
|
|
| 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 |
1.3490 |
1.3411 |
0.0079 |
0.6% |
0.0033 |
0.2% |
5% |
False |
True |
1,497 |
| 10 |
1.3576 |
1.3411 |
0.0165 |
1.2% |
0.0037 |
0.3% |
2% |
False |
True |
966 |
| 20 |
1.3709 |
1.3411 |
0.0298 |
2.2% |
0.0040 |
0.3% |
1% |
False |
True |
829 |
| 40 |
1.3709 |
1.3411 |
0.0298 |
2.2% |
0.0048 |
0.4% |
1% |
False |
True |
572 |
| 60 |
1.3980 |
1.3411 |
0.0569 |
4.2% |
0.0046 |
0.3% |
1% |
False |
True |
491 |
| 80 |
1.3980 |
1.3411 |
0.0569 |
4.2% |
0.0042 |
0.3% |
1% |
False |
True |
372 |
| 100 |
1.3980 |
1.3411 |
0.0569 |
4.2% |
0.0040 |
0.3% |
1% |
False |
True |
303 |
| 120 |
1.3980 |
1.3411 |
0.0569 |
4.2% |
0.0038 |
0.3% |
1% |
False |
True |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3616 |
|
2.618 |
1.3552 |
|
1.618 |
1.3513 |
|
1.000 |
1.3489 |
|
0.618 |
1.3474 |
|
HIGH |
1.3450 |
|
0.618 |
1.3435 |
|
0.500 |
1.3431 |
|
0.382 |
1.3426 |
|
LOW |
1.3411 |
|
0.618 |
1.3387 |
|
1.000 |
1.3372 |
|
1.618 |
1.3348 |
|
2.618 |
1.3309 |
|
4.250 |
1.3245 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3431 |
1.3444 |
| PP |
1.3425 |
1.3434 |
| S1 |
1.3420 |
1.3425 |
|