CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3597 |
1.3607 |
0.0010 |
0.1% |
1.3544 |
| High |
1.3617 |
1.3632 |
0.0015 |
0.1% |
1.3648 |
| Low |
1.3577 |
1.3587 |
0.0010 |
0.1% |
1.3517 |
| Close |
1.3607 |
1.3606 |
-0.0001 |
0.0% |
1.3596 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0131 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
102,386 |
157,381 |
54,995 |
53.7% |
697,533 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3720 |
1.3631 |
|
| R3 |
1.3698 |
1.3675 |
1.3618 |
|
| R2 |
1.3653 |
1.3653 |
1.3614 |
|
| R1 |
1.3630 |
1.3630 |
1.3610 |
1.3619 |
| PP |
1.3608 |
1.3608 |
1.3608 |
1.3603 |
| S1 |
1.3585 |
1.3585 |
1.3602 |
1.3574 |
| S2 |
1.3563 |
1.3563 |
1.3598 |
|
| S3 |
1.3518 |
1.3540 |
1.3594 |
|
| S4 |
1.3473 |
1.3495 |
1.3581 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3980 |
1.3919 |
1.3668 |
|
| R3 |
1.3849 |
1.3788 |
1.3632 |
|
| R2 |
1.3718 |
1.3718 |
1.3620 |
|
| R1 |
1.3657 |
1.3657 |
1.3608 |
1.3688 |
| PP |
1.3587 |
1.3587 |
1.3587 |
1.3602 |
| S1 |
1.3526 |
1.3526 |
1.3584 |
1.3557 |
| S2 |
1.3456 |
1.3456 |
1.3572 |
|
| S3 |
1.3325 |
1.3395 |
1.3560 |
|
| S4 |
1.3194 |
1.3264 |
1.3524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3648 |
1.3546 |
0.0102 |
0.7% |
0.0061 |
0.4% |
59% |
False |
False |
142,641 |
| 10 |
1.3648 |
1.3516 |
0.0132 |
1.0% |
0.0058 |
0.4% |
68% |
False |
False |
138,904 |
| 20 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0062 |
0.5% |
58% |
False |
False |
80,997 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
21% |
False |
False |
41,306 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
21% |
False |
False |
27,667 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
21% |
False |
False |
20,829 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0056 |
0.4% |
24% |
False |
False |
16,676 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0053 |
0.4% |
24% |
False |
False |
13,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3823 |
|
2.618 |
1.3750 |
|
1.618 |
1.3705 |
|
1.000 |
1.3677 |
|
0.618 |
1.3660 |
|
HIGH |
1.3632 |
|
0.618 |
1.3615 |
|
0.500 |
1.3610 |
|
0.382 |
1.3604 |
|
LOW |
1.3587 |
|
0.618 |
1.3559 |
|
1.000 |
1.3542 |
|
1.618 |
1.3514 |
|
2.618 |
1.3469 |
|
4.250 |
1.3396 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3610 |
1.3605 |
| PP |
1.3608 |
1.3604 |
| S1 |
1.3607 |
1.3603 |
|