CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3595 |
1.3547 |
-0.0048 |
-0.4% |
1.3634 |
| High |
1.3603 |
1.3559 |
-0.0044 |
-0.3% |
1.3679 |
| Low |
1.3535 |
1.3523 |
-0.0012 |
-0.1% |
1.3505 |
| Close |
1.3545 |
1.3530 |
-0.0015 |
-0.1% |
1.3649 |
| Range |
0.0068 |
0.0036 |
-0.0032 |
-47.1% |
0.0174 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
99,323 |
139,176 |
39,853 |
40.1% |
57,461 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3624 |
1.3550 |
|
| R3 |
1.3609 |
1.3588 |
1.3540 |
|
| R2 |
1.3573 |
1.3573 |
1.3537 |
|
| R1 |
1.3552 |
1.3552 |
1.3533 |
1.3545 |
| PP |
1.3537 |
1.3537 |
1.3537 |
1.3534 |
| S1 |
1.3516 |
1.3516 |
1.3527 |
1.3509 |
| S2 |
1.3501 |
1.3501 |
1.3523 |
|
| S3 |
1.3465 |
1.3480 |
1.3520 |
|
| S4 |
1.3429 |
1.3444 |
1.3510 |
|
|
| 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% |
14% |
False |
False |
65,983 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0066 |
0.5% |
14% |
False |
False |
36,724 |
| 20 |
1.3734 |
1.3505 |
0.0229 |
1.7% |
0.0058 |
0.4% |
11% |
False |
False |
19,281 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0057 |
0.4% |
5% |
False |
False |
10,145 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0060 |
0.4% |
5% |
False |
False |
6,888 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0058 |
0.4% |
5% |
False |
False |
5,210 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
8% |
False |
False |
4,223 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0050 |
0.4% |
8% |
False |
False |
3,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3712 |
|
2.618 |
1.3653 |
|
1.618 |
1.3617 |
|
1.000 |
1.3595 |
|
0.618 |
1.3581 |
|
HIGH |
1.3559 |
|
0.618 |
1.3545 |
|
0.500 |
1.3541 |
|
0.382 |
1.3537 |
|
LOW |
1.3523 |
|
0.618 |
1.3501 |
|
1.000 |
1.3487 |
|
1.618 |
1.3465 |
|
2.618 |
1.3429 |
|
4.250 |
1.3370 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3541 |
1.3597 |
| PP |
1.3537 |
1.3574 |
| S1 |
1.3534 |
1.3552 |
|