CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3445 |
1.3415 |
-0.0030 |
-0.2% |
1.3537 |
| High |
1.3450 |
1.3421 |
-0.0029 |
-0.2% |
1.3555 |
| Low |
1.3411 |
1.3375 |
-0.0036 |
-0.3% |
1.3429 |
| Close |
1.3415 |
1.3398 |
-0.0017 |
-0.1% |
1.3437 |
| Range |
0.0039 |
0.0046 |
0.0007 |
17.9% |
0.0126 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.7% |
0.0000 |
| Volume |
612 |
795 |
183 |
29.9% |
6,621 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3536 |
1.3513 |
1.3423 |
|
| R3 |
1.3490 |
1.3467 |
1.3411 |
|
| R2 |
1.3444 |
1.3444 |
1.3406 |
|
| R1 |
1.3421 |
1.3421 |
1.3402 |
1.3410 |
| PP |
1.3398 |
1.3398 |
1.3398 |
1.3392 |
| S1 |
1.3375 |
1.3375 |
1.3394 |
1.3364 |
| S2 |
1.3352 |
1.3352 |
1.3390 |
|
| S3 |
1.3306 |
1.3329 |
1.3385 |
|
| S4 |
1.3260 |
1.3283 |
1.3373 |
|
|
| 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 |
1.3375 |
0.0115 |
0.9% |
0.0039 |
0.3% |
20% |
False |
True |
1,404 |
| 10 |
1.3555 |
1.3375 |
0.0180 |
1.3% |
0.0037 |
0.3% |
13% |
False |
True |
988 |
| 20 |
1.3692 |
1.3375 |
0.0317 |
2.4% |
0.0041 |
0.3% |
7% |
False |
True |
822 |
| 40 |
1.3709 |
1.3375 |
0.0334 |
2.5% |
0.0048 |
0.4% |
7% |
False |
True |
591 |
| 60 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0046 |
0.3% |
4% |
False |
True |
504 |
| 80 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0042 |
0.3% |
4% |
False |
True |
382 |
| 100 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0041 |
0.3% |
4% |
False |
True |
310 |
| 120 |
1.3980 |
1.3375 |
0.0605 |
4.5% |
0.0038 |
0.3% |
4% |
False |
True |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3617 |
|
2.618 |
1.3541 |
|
1.618 |
1.3495 |
|
1.000 |
1.3467 |
|
0.618 |
1.3449 |
|
HIGH |
1.3421 |
|
0.618 |
1.3403 |
|
0.500 |
1.3398 |
|
0.382 |
1.3393 |
|
LOW |
1.3375 |
|
0.618 |
1.3347 |
|
1.000 |
1.3329 |
|
1.618 |
1.3301 |
|
2.618 |
1.3255 |
|
4.250 |
1.3180 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3398 |
1.3413 |
| PP |
1.3398 |
1.3408 |
| S1 |
1.3398 |
1.3403 |
|