CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3664 |
1.3649 |
-0.0015 |
-0.1% |
1.3634 |
| High |
1.3679 |
1.3670 |
-0.0009 |
-0.1% |
1.3679 |
| Low |
1.3623 |
1.3584 |
-0.0039 |
-0.3% |
1.3505 |
| Close |
1.3649 |
1.3589 |
-0.0060 |
-0.4% |
1.3649 |
| Range |
0.0056 |
0.0086 |
0.0030 |
53.6% |
0.0174 |
| ATR |
0.0062 |
0.0063 |
0.0002 |
2.8% |
0.0000 |
| Volume |
17,021 |
53,051 |
36,030 |
211.7% |
57,461 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3872 |
1.3817 |
1.3636 |
|
| R3 |
1.3786 |
1.3731 |
1.3613 |
|
| R2 |
1.3700 |
1.3700 |
1.3605 |
|
| R1 |
1.3645 |
1.3645 |
1.3597 |
1.3630 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3607 |
| S1 |
1.3559 |
1.3559 |
1.3581 |
1.3544 |
| S2 |
1.3528 |
1.3528 |
1.3573 |
|
| S3 |
1.3442 |
1.3473 |
1.3565 |
|
| S4 |
1.3356 |
1.3387 |
1.3542 |
|
|
| 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% |
0.0083 |
0.6% |
48% |
False |
False |
20,602 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0066 |
0.5% |
48% |
False |
False |
13,441 |
| 20 |
1.3771 |
1.3505 |
0.0266 |
2.0% |
0.0058 |
0.4% |
32% |
False |
False |
7,668 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
17% |
False |
False |
4,195 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
17% |
False |
False |
2,920 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
17% |
False |
False |
2,229 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
20% |
False |
False |
1,839 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0049 |
0.4% |
20% |
False |
False |
1,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4036 |
|
2.618 |
1.3895 |
|
1.618 |
1.3809 |
|
1.000 |
1.3756 |
|
0.618 |
1.3723 |
|
HIGH |
1.3670 |
|
0.618 |
1.3637 |
|
0.500 |
1.3627 |
|
0.382 |
1.3617 |
|
LOW |
1.3584 |
|
0.618 |
1.3531 |
|
1.000 |
1.3498 |
|
1.618 |
1.3445 |
|
2.618 |
1.3359 |
|
4.250 |
1.3219 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3627 |
1.3592 |
| PP |
1.3614 |
1.3591 |
| S1 |
1.3602 |
1.3590 |
|