CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3551 |
1.3540 |
-0.0011 |
-0.1% |
1.3647 |
| High |
1.3579 |
1.3566 |
-0.0013 |
-0.1% |
1.3669 |
| Low |
1.3521 |
1.3513 |
-0.0008 |
-0.1% |
1.3512 |
| Close |
1.3534 |
1.3566 |
0.0032 |
0.2% |
1.3534 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-8.6% |
0.0157 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
47,042 |
9,222 |
-37,820 |
-80.4% |
868,275 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3707 |
1.3690 |
1.3595 |
|
| R3 |
1.3654 |
1.3637 |
1.3581 |
|
| R2 |
1.3601 |
1.3601 |
1.3576 |
|
| R1 |
1.3584 |
1.3584 |
1.3571 |
1.3593 |
| PP |
1.3548 |
1.3548 |
1.3548 |
1.3553 |
| S1 |
1.3531 |
1.3531 |
1.3561 |
1.3540 |
| S2 |
1.3495 |
1.3495 |
1.3556 |
|
| S3 |
1.3442 |
1.3478 |
1.3551 |
|
| S4 |
1.3389 |
1.3425 |
1.3537 |
|
|
| 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 |
1.3601 |
1.3512 |
0.0089 |
0.7% |
0.0055 |
0.4% |
61% |
False |
False |
140,929 |
| 10 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0069 |
0.5% |
37% |
False |
False |
190,472 |
| 20 |
1.3734 |
1.3502 |
0.0232 |
1.7% |
0.0060 |
0.4% |
28% |
False |
False |
165,296 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0061 |
0.4% |
13% |
False |
False |
161,558 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0063 |
0.5% |
13% |
False |
False |
160,905 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0067 |
0.5% |
13% |
False |
False |
138,655 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
16% |
False |
False |
111,254 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
16% |
False |
False |
92,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3791 |
|
2.618 |
1.3705 |
|
1.618 |
1.3652 |
|
1.000 |
1.3619 |
|
0.618 |
1.3599 |
|
HIGH |
1.3566 |
|
0.618 |
1.3546 |
|
0.500 |
1.3540 |
|
0.382 |
1.3533 |
|
LOW |
1.3513 |
|
0.618 |
1.3480 |
|
1.000 |
1.3460 |
|
1.618 |
1.3427 |
|
2.618 |
1.3374 |
|
4.250 |
1.3288 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3557 |
1.3559 |
| PP |
1.3548 |
1.3552 |
| S1 |
1.3540 |
1.3546 |
|