CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3649 |
1.3595 |
-0.0054 |
-0.4% |
1.3634 |
| High |
1.3670 |
1.3603 |
-0.0067 |
-0.5% |
1.3679 |
| Low |
1.3584 |
1.3535 |
-0.0049 |
-0.4% |
1.3505 |
| Close |
1.3589 |
1.3545 |
-0.0044 |
-0.3% |
1.3649 |
| Range |
0.0086 |
0.0068 |
-0.0018 |
-20.9% |
0.0174 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
53,051 |
99,323 |
46,272 |
87.2% |
57,461 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3765 |
1.3723 |
1.3582 |
|
| R3 |
1.3697 |
1.3655 |
1.3564 |
|
| R2 |
1.3629 |
1.3629 |
1.3557 |
|
| R1 |
1.3587 |
1.3587 |
1.3551 |
1.3574 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3555 |
| S1 |
1.3519 |
1.3519 |
1.3539 |
1.3506 |
| S2 |
1.3493 |
1.3493 |
1.3533 |
|
| S3 |
1.3425 |
1.3451 |
1.3526 |
|
| S4 |
1.3357 |
1.3383 |
1.3508 |
|
|
| 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% |
0.0084 |
0.6% |
23% |
False |
False |
39,327 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0067 |
0.5% |
23% |
False |
False |
23,090 |
| 20 |
1.3767 |
1.3505 |
0.0262 |
1.9% |
0.0060 |
0.4% |
15% |
False |
False |
12,346 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0057 |
0.4% |
8% |
False |
False |
6,672 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0060 |
0.4% |
8% |
False |
False |
4,570 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0057 |
0.4% |
8% |
False |
False |
3,470 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
11% |
False |
False |
2,832 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0050 |
0.4% |
11% |
False |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3892 |
|
2.618 |
1.3781 |
|
1.618 |
1.3713 |
|
1.000 |
1.3671 |
|
0.618 |
1.3645 |
|
HIGH |
1.3603 |
|
0.618 |
1.3577 |
|
0.500 |
1.3569 |
|
0.382 |
1.3561 |
|
LOW |
1.3535 |
|
0.618 |
1.3493 |
|
1.000 |
1.3467 |
|
1.618 |
1.3425 |
|
2.618 |
1.3357 |
|
4.250 |
1.3246 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3569 |
1.3607 |
| PP |
1.3561 |
1.3586 |
| S1 |
1.3553 |
1.3566 |
|