CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3544 |
1.3578 |
0.0034 |
0.3% |
1.3649 |
| High |
1.3585 |
1.3593 |
0.0008 |
0.1% |
1.3670 |
| Low |
1.3517 |
1.3541 |
0.0024 |
0.2% |
1.3516 |
| Close |
1.3572 |
1.3547 |
-0.0025 |
-0.2% |
1.3538 |
| Range |
0.0068 |
0.0052 |
-0.0016 |
-23.5% |
0.0154 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
131,468 |
112,626 |
-18,842 |
-14.3% |
584,119 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3716 |
1.3684 |
1.3576 |
|
| R3 |
1.3664 |
1.3632 |
1.3561 |
|
| R2 |
1.3612 |
1.3612 |
1.3557 |
|
| R1 |
1.3580 |
1.3580 |
1.3552 |
1.3570 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3556 |
| S1 |
1.3528 |
1.3528 |
1.3542 |
1.3518 |
| S2 |
1.3508 |
1.3508 |
1.3537 |
|
| S3 |
1.3456 |
1.3476 |
1.3533 |
|
| S4 |
1.3404 |
1.3424 |
1.3518 |
|
|
| 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 |
1.3593 |
1.3516 |
0.0077 |
0.6% |
0.0055 |
0.4% |
40% |
True |
False |
135,167 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0070 |
0.5% |
24% |
False |
False |
87,247 |
| 20 |
1.3721 |
1.3505 |
0.0216 |
1.6% |
0.0060 |
0.4% |
19% |
False |
False |
45,799 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0058 |
0.4% |
9% |
False |
False |
23,514 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0059 |
0.4% |
9% |
False |
False |
15,821 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0059 |
0.4% |
9% |
False |
False |
11,916 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
12% |
False |
False |
9,587 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0051 |
0.4% |
12% |
False |
False |
7,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3814 |
|
2.618 |
1.3729 |
|
1.618 |
1.3677 |
|
1.000 |
1.3645 |
|
0.618 |
1.3625 |
|
HIGH |
1.3593 |
|
0.618 |
1.3573 |
|
0.500 |
1.3567 |
|
0.382 |
1.3561 |
|
LOW |
1.3541 |
|
0.618 |
1.3509 |
|
1.000 |
1.3489 |
|
1.618 |
1.3457 |
|
2.618 |
1.3405 |
|
4.250 |
1.3320 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3567 |
1.3555 |
| PP |
1.3560 |
1.3552 |
| S1 |
1.3554 |
1.3550 |
|