CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3602 |
1.3634 |
0.0032 |
0.2% |
1.3625 |
| High |
1.3650 |
1.3636 |
-0.0014 |
-0.1% |
1.3668 |
| Low |
1.3599 |
1.3587 |
-0.0012 |
-0.1% |
1.3587 |
| Close |
1.3635 |
1.3596 |
-0.0039 |
-0.3% |
1.3635 |
| Range |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0081 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
12,829 |
7,498 |
-5,331 |
-41.6% |
23,899 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3753 |
1.3724 |
1.3623 |
|
| R3 |
1.3704 |
1.3675 |
1.3609 |
|
| R2 |
1.3655 |
1.3655 |
1.3605 |
|
| R1 |
1.3626 |
1.3626 |
1.3600 |
1.3616 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3602 |
| S1 |
1.3577 |
1.3577 |
1.3592 |
1.3567 |
| S2 |
1.3557 |
1.3557 |
1.3587 |
|
| S3 |
1.3508 |
1.3528 |
1.3583 |
|
| S4 |
1.3459 |
1.3479 |
1.3569 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3835 |
1.3680 |
|
| R3 |
1.3792 |
1.3754 |
1.3657 |
|
| R2 |
1.3711 |
1.3711 |
1.3650 |
|
| R1 |
1.3673 |
1.3673 |
1.3642 |
1.3692 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3640 |
| S1 |
1.3592 |
1.3592 |
1.3628 |
1.3611 |
| S2 |
1.3549 |
1.3549 |
1.3620 |
|
| S3 |
1.3468 |
1.3511 |
1.3613 |
|
| S4 |
1.3387 |
1.3430 |
1.3590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3668 |
1.3587 |
0.0081 |
0.6% |
0.0049 |
0.4% |
11% |
False |
True |
6,279 |
| 10 |
1.3734 |
1.3587 |
0.0147 |
1.1% |
0.0049 |
0.4% |
6% |
False |
True |
3,900 |
| 20 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0055 |
0.4% |
2% |
False |
True |
2,808 |
| 40 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0054 |
0.4% |
2% |
False |
True |
1,692 |
| 60 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0058 |
0.4% |
2% |
False |
True |
1,216 |
| 80 |
1.3986 |
1.3490 |
0.0496 |
3.6% |
0.0055 |
0.4% |
21% |
False |
False |
943 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0052 |
0.4% |
22% |
False |
False |
809 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0047 |
0.3% |
22% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3844 |
|
2.618 |
1.3764 |
|
1.618 |
1.3715 |
|
1.000 |
1.3685 |
|
0.618 |
1.3666 |
|
HIGH |
1.3636 |
|
0.618 |
1.3617 |
|
0.500 |
1.3612 |
|
0.382 |
1.3606 |
|
LOW |
1.3587 |
|
0.618 |
1.3557 |
|
1.000 |
1.3538 |
|
1.618 |
1.3508 |
|
2.618 |
1.3459 |
|
4.250 |
1.3379 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3619 |
| PP |
1.3606 |
1.3611 |
| S1 |
1.3601 |
1.3604 |
|