CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3578 |
1.3551 |
-0.0027 |
-0.2% |
1.3649 |
| High |
1.3593 |
1.3608 |
0.0015 |
0.1% |
1.3670 |
| Low |
1.3541 |
1.3546 |
0.0005 |
0.0% |
1.3516 |
| Close |
1.3547 |
1.3563 |
0.0016 |
0.1% |
1.3538 |
| Range |
0.0052 |
0.0062 |
0.0010 |
19.2% |
0.0154 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.1% |
0.0000 |
| Volume |
112,626 |
168,189 |
55,563 |
49.3% |
584,119 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3758 |
1.3723 |
1.3597 |
|
| R3 |
1.3696 |
1.3661 |
1.3580 |
|
| R2 |
1.3634 |
1.3634 |
1.3574 |
|
| R1 |
1.3599 |
1.3599 |
1.3569 |
1.3617 |
| PP |
1.3572 |
1.3572 |
1.3572 |
1.3581 |
| S1 |
1.3537 |
1.3537 |
1.3557 |
1.3555 |
| S2 |
1.3510 |
1.3510 |
1.3552 |
|
| S3 |
1.3448 |
1.3475 |
1.3546 |
|
| S4 |
1.3386 |
1.3413 |
1.3529 |
|
|
| 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 |
1.3608 |
1.3516 |
0.0092 |
0.7% |
0.0060 |
0.4% |
51% |
True |
False |
140,970 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0071 |
0.5% |
33% |
False |
False |
103,476 |
| 20 |
1.3721 |
1.3505 |
0.0216 |
1.6% |
0.0062 |
0.5% |
27% |
False |
False |
54,174 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
12% |
False |
False |
27,715 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
12% |
False |
False |
18,622 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
12% |
False |
False |
14,018 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
15% |
False |
False |
11,226 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0051 |
0.4% |
15% |
False |
False |
9,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3872 |
|
2.618 |
1.3770 |
|
1.618 |
1.3708 |
|
1.000 |
1.3670 |
|
0.618 |
1.3646 |
|
HIGH |
1.3608 |
|
0.618 |
1.3584 |
|
0.500 |
1.3577 |
|
0.382 |
1.3570 |
|
LOW |
1.3546 |
|
0.618 |
1.3508 |
|
1.000 |
1.3484 |
|
1.618 |
1.3446 |
|
2.618 |
1.3384 |
|
4.250 |
1.3283 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3563 |
| PP |
1.3572 |
1.3563 |
| S1 |
1.3568 |
1.3563 |
|