CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3533 |
1.3551 |
0.0018 |
0.1% |
1.3647 |
| High |
1.3572 |
1.3579 |
0.0007 |
0.1% |
1.3669 |
| Low |
1.3512 |
1.3521 |
0.0009 |
0.1% |
1.3512 |
| Close |
1.3564 |
1.3534 |
-0.0030 |
-0.2% |
1.3534 |
| Range |
0.0060 |
0.0058 |
-0.0002 |
-3.3% |
0.0157 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
209,557 |
47,042 |
-162,515 |
-77.6% |
868,275 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3719 |
1.3684 |
1.3566 |
|
| R3 |
1.3661 |
1.3626 |
1.3550 |
|
| R2 |
1.3603 |
1.3603 |
1.3545 |
|
| R1 |
1.3568 |
1.3568 |
1.3539 |
1.3557 |
| PP |
1.3545 |
1.3545 |
1.3545 |
1.3539 |
| S1 |
1.3510 |
1.3510 |
1.3529 |
1.3499 |
| S2 |
1.3487 |
1.3487 |
1.3523 |
|
| S3 |
1.3429 |
1.3452 |
1.3518 |
|
| S4 |
1.3371 |
1.3394 |
1.3502 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4043 |
1.3945 |
1.3620 |
|
| R3 |
1.3886 |
1.3788 |
1.3577 |
|
| R2 |
1.3729 |
1.3729 |
1.3563 |
|
| R1 |
1.3631 |
1.3631 |
1.3548 |
1.3602 |
| PP |
1.3572 |
1.3572 |
1.3572 |
1.3557 |
| S1 |
1.3474 |
1.3474 |
1.3520 |
1.3445 |
| S2 |
1.3415 |
1.3415 |
1.3505 |
|
| S3 |
1.3258 |
1.3317 |
1.3491 |
|
| S4 |
1.3101 |
1.3160 |
1.3448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3669 |
1.3512 |
0.0157 |
1.2% |
0.0062 |
0.5% |
14% |
False |
False |
173,655 |
| 10 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0069 |
0.5% |
18% |
False |
False |
205,585 |
| 20 |
1.3734 |
1.3502 |
0.0232 |
1.7% |
0.0059 |
0.4% |
14% |
False |
False |
170,746 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0061 |
0.4% |
7% |
False |
False |
164,066 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0064 |
0.5% |
7% |
False |
False |
164,239 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0067 |
0.5% |
7% |
False |
False |
138,552 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
10% |
False |
False |
111,167 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
10% |
False |
False |
92,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3826 |
|
2.618 |
1.3731 |
|
1.618 |
1.3673 |
|
1.000 |
1.3637 |
|
0.618 |
1.3615 |
|
HIGH |
1.3579 |
|
0.618 |
1.3557 |
|
0.500 |
1.3550 |
|
0.382 |
1.3543 |
|
LOW |
1.3521 |
|
0.618 |
1.3485 |
|
1.000 |
1.3463 |
|
1.618 |
1.3427 |
|
2.618 |
1.3369 |
|
4.250 |
1.3275 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3550 |
1.3546 |
| PP |
1.3545 |
1.3542 |
| S1 |
1.3539 |
1.3538 |
|