CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3607 |
1.3608 |
0.0001 |
0.0% |
1.3544 |
| High |
1.3632 |
1.3656 |
0.0024 |
0.2% |
1.3648 |
| Low |
1.3587 |
1.3604 |
0.0017 |
0.1% |
1.3517 |
| Close |
1.3606 |
1.3631 |
0.0025 |
0.2% |
1.3596 |
| Range |
0.0045 |
0.0052 |
0.0007 |
15.6% |
0.0131 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
157,381 |
150,113 |
-7,268 |
-4.6% |
697,533 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3786 |
1.3761 |
1.3660 |
|
| R3 |
1.3734 |
1.3709 |
1.3645 |
|
| R2 |
1.3682 |
1.3682 |
1.3641 |
|
| R1 |
1.3657 |
1.3657 |
1.3636 |
1.3670 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3637 |
| S1 |
1.3605 |
1.3605 |
1.3626 |
1.3618 |
| S2 |
1.3578 |
1.3578 |
1.3621 |
|
| S3 |
1.3526 |
1.3553 |
1.3617 |
|
| S4 |
1.3474 |
1.3501 |
1.3602 |
|
|
| 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 |
1.3656 |
1.3563 |
0.0093 |
0.7% |
0.0059 |
0.4% |
73% |
True |
False |
139,026 |
| 10 |
1.3656 |
1.3516 |
0.0140 |
1.0% |
0.0059 |
0.4% |
82% |
True |
False |
139,998 |
| 20 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0063 |
0.5% |
72% |
False |
False |
88,361 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
26% |
False |
False |
45,051 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
26% |
False |
False |
30,164 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
26% |
False |
False |
22,704 |
| 100 |
1.3986 |
1.3490 |
0.0496 |
3.6% |
0.0056 |
0.4% |
28% |
False |
False |
18,171 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0053 |
0.4% |
29% |
False |
False |
15,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3877 |
|
2.618 |
1.3792 |
|
1.618 |
1.3740 |
|
1.000 |
1.3708 |
|
0.618 |
1.3688 |
|
HIGH |
1.3656 |
|
0.618 |
1.3636 |
|
0.500 |
1.3630 |
|
0.382 |
1.3624 |
|
LOW |
1.3604 |
|
0.618 |
1.3572 |
|
1.000 |
1.3552 |
|
1.618 |
1.3520 |
|
2.618 |
1.3468 |
|
4.250 |
1.3383 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3626 |
| PP |
1.3630 |
1.3621 |
| S1 |
1.3630 |
1.3617 |
|