CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3602 |
1.3664 |
0.0062 |
0.5% |
1.3634 |
| High |
1.3672 |
1.3679 |
0.0007 |
0.1% |
1.3679 |
| Low |
1.3505 |
1.3623 |
0.0118 |
0.9% |
1.3505 |
| Close |
1.3660 |
1.3649 |
-0.0011 |
-0.1% |
1.3649 |
| Range |
0.0167 |
0.0056 |
-0.0111 |
-66.5% |
0.0174 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
21,345 |
17,021 |
-4,324 |
-20.3% |
57,461 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3818 |
1.3790 |
1.3680 |
|
| R3 |
1.3762 |
1.3734 |
1.3664 |
|
| R2 |
1.3706 |
1.3706 |
1.3659 |
|
| R1 |
1.3678 |
1.3678 |
1.3654 |
1.3664 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3644 |
| S1 |
1.3622 |
1.3622 |
1.3644 |
1.3608 |
| S2 |
1.3594 |
1.3594 |
1.3639 |
|
| S3 |
1.3538 |
1.3566 |
1.3634 |
|
| S4 |
1.3482 |
1.3510 |
1.3618 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4133 |
1.4065 |
1.3745 |
|
| R3 |
1.3959 |
1.3891 |
1.3697 |
|
| R2 |
1.3785 |
1.3785 |
1.3681 |
|
| R1 |
1.3717 |
1.3717 |
1.3665 |
1.3751 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3628 |
| S1 |
1.3543 |
1.3543 |
1.3633 |
1.3577 |
| S2 |
1.3437 |
1.3437 |
1.3617 |
|
| S3 |
1.3263 |
1.3369 |
1.3601 |
|
| S4 |
1.3089 |
1.3195 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0076 |
0.6% |
83% |
True |
False |
11,492 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0061 |
0.4% |
83% |
True |
False |
8,317 |
| 20 |
1.3840 |
1.3505 |
0.0335 |
2.5% |
0.0058 |
0.4% |
43% |
False |
False |
5,096 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
30% |
False |
False |
2,887 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
30% |
False |
False |
2,037 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0056 |
0.4% |
30% |
False |
False |
1,566 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
32% |
False |
False |
1,308 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0049 |
0.4% |
32% |
False |
False |
1,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3917 |
|
2.618 |
1.3826 |
|
1.618 |
1.3770 |
|
1.000 |
1.3735 |
|
0.618 |
1.3714 |
|
HIGH |
1.3679 |
|
0.618 |
1.3658 |
|
0.500 |
1.3651 |
|
0.382 |
1.3644 |
|
LOW |
1.3623 |
|
0.618 |
1.3588 |
|
1.000 |
1.3567 |
|
1.618 |
1.3532 |
|
2.618 |
1.3476 |
|
4.250 |
1.3385 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3651 |
1.3630 |
| PP |
1.3650 |
1.3611 |
| S1 |
1.3650 |
1.3592 |
|