CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3592 |
1.3601 |
0.0009 |
0.1% |
1.3623 |
| High |
1.3626 |
1.3650 |
0.0024 |
0.2% |
1.3668 |
| Low |
1.3586 |
1.3598 |
0.0012 |
0.1% |
1.3586 |
| Close |
1.3602 |
1.3634 |
0.0032 |
0.2% |
1.3634 |
| Range |
0.0040 |
0.0052 |
0.0012 |
30.0% |
0.0082 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
126,642 |
152,758 |
26,116 |
20.6% |
575,548 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3783 |
1.3761 |
1.3663 |
|
| R3 |
1.3731 |
1.3709 |
1.3648 |
|
| R2 |
1.3679 |
1.3679 |
1.3644 |
|
| R1 |
1.3657 |
1.3657 |
1.3639 |
1.3668 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3633 |
| S1 |
1.3605 |
1.3605 |
1.3629 |
1.3616 |
| S2 |
1.3575 |
1.3575 |
1.3624 |
|
| S3 |
1.3523 |
1.3553 |
1.3620 |
|
| S4 |
1.3471 |
1.3501 |
1.3605 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3837 |
1.3679 |
|
| R3 |
1.3793 |
1.3755 |
1.3657 |
|
| R2 |
1.3711 |
1.3711 |
1.3649 |
|
| R1 |
1.3673 |
1.3673 |
1.3642 |
1.3692 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3639 |
| S1 |
1.3591 |
1.3591 |
1.3626 |
1.3610 |
| S2 |
1.3547 |
1.3547 |
1.3619 |
|
| S3 |
1.3465 |
1.3509 |
1.3611 |
|
| S4 |
1.3383 |
1.3427 |
1.3589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3668 |
1.3586 |
0.0082 |
0.6% |
0.0048 |
0.4% |
59% |
False |
False |
139,410 |
| 10 |
1.3734 |
1.3586 |
0.0148 |
1.1% |
0.0049 |
0.4% |
32% |
False |
False |
135,906 |
| 20 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0059 |
0.4% |
12% |
False |
False |
160,960 |
| 40 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0059 |
0.4% |
12% |
False |
False |
151,858 |
| 60 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0066 |
0.5% |
12% |
False |
False |
149,829 |
| 80 |
1.3993 |
1.3483 |
0.0510 |
3.7% |
0.0067 |
0.5% |
30% |
False |
False |
112,999 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
30% |
False |
False |
90,650 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0068 |
0.5% |
30% |
False |
False |
75,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3871 |
|
2.618 |
1.3786 |
|
1.618 |
1.3734 |
|
1.000 |
1.3702 |
|
0.618 |
1.3682 |
|
HIGH |
1.3650 |
|
0.618 |
1.3630 |
|
0.500 |
1.3624 |
|
0.382 |
1.3618 |
|
LOW |
1.3598 |
|
0.618 |
1.3566 |
|
1.000 |
1.3546 |
|
1.618 |
1.3514 |
|
2.618 |
1.3462 |
|
4.250 |
1.3377 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3629 |
| PP |
1.3627 |
1.3623 |
| S1 |
1.3624 |
1.3618 |
|