CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3544 |
-0.0011 |
-0.1% |
1.3649 |
| High |
1.3583 |
1.3585 |
0.0002 |
0.0% |
1.3670 |
| Low |
1.3525 |
1.3517 |
-0.0008 |
-0.1% |
1.3516 |
| Close |
1.3538 |
1.3572 |
0.0034 |
0.3% |
1.3538 |
| Range |
0.0058 |
0.0068 |
0.0010 |
17.2% |
0.0154 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.8% |
0.0000 |
| Volume |
155,653 |
131,468 |
-24,185 |
-15.5% |
584,119 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3762 |
1.3735 |
1.3609 |
|
| R3 |
1.3694 |
1.3667 |
1.3591 |
|
| R2 |
1.3626 |
1.3626 |
1.3584 |
|
| R1 |
1.3599 |
1.3599 |
1.3578 |
1.3613 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3565 |
| S1 |
1.3531 |
1.3531 |
1.3566 |
1.3545 |
| S2 |
1.3490 |
1.3490 |
1.3560 |
|
| S3 |
1.3422 |
1.3463 |
1.3553 |
|
| S4 |
1.3354 |
1.3395 |
1.3535 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.3941 |
1.3623 |
|
| R3 |
1.3883 |
1.3787 |
1.3580 |
|
| R2 |
1.3729 |
1.3729 |
1.3566 |
|
| R1 |
1.3633 |
1.3633 |
1.3552 |
1.3604 |
| PP |
1.3575 |
1.3575 |
1.3575 |
1.3560 |
| S1 |
1.3479 |
1.3479 |
1.3524 |
1.3450 |
| S2 |
1.3421 |
1.3421 |
1.3510 |
|
| S3 |
1.3267 |
1.3325 |
1.3496 |
|
| S4 |
1.3113 |
1.3171 |
1.3453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3603 |
1.3516 |
0.0087 |
0.6% |
0.0058 |
0.4% |
64% |
False |
False |
132,507 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0071 |
0.5% |
39% |
False |
False |
76,555 |
| 20 |
1.3734 |
1.3505 |
0.0229 |
1.7% |
0.0060 |
0.4% |
29% |
False |
False |
40,227 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
14% |
False |
False |
20,710 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
14% |
False |
False |
13,948 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
14% |
False |
False |
10,509 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0056 |
0.4% |
17% |
False |
False |
8,461 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0051 |
0.4% |
17% |
False |
False |
7,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3874 |
|
2.618 |
1.3763 |
|
1.618 |
1.3695 |
|
1.000 |
1.3653 |
|
0.618 |
1.3627 |
|
HIGH |
1.3585 |
|
0.618 |
1.3559 |
|
0.500 |
1.3551 |
|
0.382 |
1.3543 |
|
LOW |
1.3517 |
|
0.618 |
1.3475 |
|
1.000 |
1.3449 |
|
1.618 |
1.3407 |
|
2.618 |
1.3339 |
|
4.250 |
1.3228 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3565 |
1.3565 |
| PP |
1.3558 |
1.3558 |
| S1 |
1.3551 |
1.3551 |
|