CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3629 |
1.3602 |
-0.0027 |
-0.2% |
1.3625 |
| High |
1.3642 |
1.3672 |
0.0030 |
0.2% |
1.3668 |
| Low |
1.3598 |
1.3505 |
-0.0093 |
-0.7% |
1.3587 |
| Close |
1.3600 |
1.3660 |
0.0060 |
0.4% |
1.3635 |
| Range |
0.0044 |
0.0167 |
0.0123 |
279.5% |
0.0081 |
| ATR |
0.0054 |
0.0062 |
0.0008 |
14.9% |
0.0000 |
| Volume |
5,896 |
21,345 |
15,449 |
262.0% |
23,899 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4113 |
1.4054 |
1.3752 |
|
| R3 |
1.3946 |
1.3887 |
1.3706 |
|
| R2 |
1.3779 |
1.3779 |
1.3691 |
|
| R1 |
1.3720 |
1.3720 |
1.3675 |
1.3750 |
| PP |
1.3612 |
1.3612 |
1.3612 |
1.3627 |
| S1 |
1.3553 |
1.3553 |
1.3645 |
1.3583 |
| S2 |
1.3445 |
1.3445 |
1.3629 |
|
| S3 |
1.3278 |
1.3386 |
1.3614 |
|
| S4 |
1.3111 |
1.3219 |
1.3568 |
|
|
| 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 |
1.3672 |
1.3505 |
0.0167 |
1.2% |
0.0075 |
0.5% |
93% |
True |
True |
10,653 |
| 10 |
1.3687 |
1.3505 |
0.0182 |
1.3% |
0.0060 |
0.4% |
85% |
False |
True |
6,910 |
| 20 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0063 |
0.5% |
32% |
False |
True |
4,380 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
32% |
False |
True |
2,480 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
32% |
False |
True |
1,755 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
32% |
False |
True |
1,354 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0053 |
0.4% |
35% |
False |
False |
1,138 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0048 |
0.4% |
35% |
False |
False |
950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4382 |
|
2.618 |
1.4109 |
|
1.618 |
1.3942 |
|
1.000 |
1.3839 |
|
0.618 |
1.3775 |
|
HIGH |
1.3672 |
|
0.618 |
1.3608 |
|
0.500 |
1.3589 |
|
0.382 |
1.3569 |
|
LOW |
1.3505 |
|
0.618 |
1.3402 |
|
1.000 |
1.3338 |
|
1.618 |
1.3235 |
|
2.618 |
1.3068 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3636 |
| PP |
1.3612 |
1.3612 |
| S1 |
1.3589 |
1.3589 |
|