CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3592 |
1.3545 |
-0.0047 |
-0.3% |
1.3631 |
| High |
1.3601 |
1.3557 |
-0.0044 |
-0.3% |
1.3677 |
| Low |
1.3533 |
1.3522 |
-0.0011 |
-0.1% |
1.3502 |
| Close |
1.3544 |
1.3528 |
-0.0016 |
-0.1% |
1.3647 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.5% |
0.0175 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
208,054 |
230,773 |
22,719 |
10.9% |
1,187,584 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3641 |
1.3619 |
1.3547 |
|
| R3 |
1.3606 |
1.3584 |
1.3538 |
|
| R2 |
1.3571 |
1.3571 |
1.3534 |
|
| R1 |
1.3549 |
1.3549 |
1.3531 |
1.3543 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3532 |
| S1 |
1.3514 |
1.3514 |
1.3525 |
1.3508 |
| S2 |
1.3501 |
1.3501 |
1.3522 |
|
| S3 |
1.3466 |
1.3479 |
1.3518 |
|
| S4 |
1.3431 |
1.3444 |
1.3509 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4134 |
1.4065 |
1.3743 |
|
| R3 |
1.3959 |
1.3890 |
1.3695 |
|
| R2 |
1.3784 |
1.3784 |
1.3679 |
|
| R1 |
1.3715 |
1.3715 |
1.3663 |
1.3750 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3626 |
| S1 |
1.3540 |
1.3540 |
1.3631 |
1.3575 |
| S2 |
1.3434 |
1.3434 |
1.3615 |
|
| S3 |
1.3259 |
1.3365 |
1.3599 |
|
| S4 |
1.3084 |
1.3190 |
1.3551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0083 |
0.6% |
15% |
False |
False |
264,228 |
| 10 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0066 |
0.5% |
15% |
False |
False |
207,866 |
| 20 |
1.3734 |
1.3502 |
0.0232 |
1.7% |
0.0059 |
0.4% |
11% |
False |
False |
176,906 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0060 |
0.4% |
5% |
False |
False |
163,908 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0065 |
0.5% |
5% |
False |
False |
165,709 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0067 |
0.5% |
5% |
False |
False |
135,387 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
9% |
False |
False |
108,609 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0070 |
0.5% |
9% |
False |
False |
90,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3706 |
|
2.618 |
1.3649 |
|
1.618 |
1.3614 |
|
1.000 |
1.3592 |
|
0.618 |
1.3579 |
|
HIGH |
1.3557 |
|
0.618 |
1.3544 |
|
0.500 |
1.3540 |
|
0.382 |
1.3535 |
|
LOW |
1.3522 |
|
0.618 |
1.3500 |
|
1.000 |
1.3487 |
|
1.618 |
1.3465 |
|
2.618 |
1.3430 |
|
4.250 |
1.3373 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3540 |
1.3596 |
| PP |
1.3536 |
1.3573 |
| S1 |
1.3532 |
1.3551 |
|