CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3608 |
1.3633 |
0.0025 |
0.2% |
1.3544 |
| High |
1.3656 |
1.3645 |
-0.0011 |
-0.1% |
1.3648 |
| Low |
1.3604 |
1.3579 |
-0.0025 |
-0.2% |
1.3517 |
| Close |
1.3631 |
1.3611 |
-0.0020 |
-0.1% |
1.3596 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0131 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.7% |
0.0000 |
| Volume |
150,113 |
176,878 |
26,765 |
17.8% |
697,533 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3776 |
1.3647 |
|
| R3 |
1.3744 |
1.3710 |
1.3629 |
|
| R2 |
1.3678 |
1.3678 |
1.3623 |
|
| R1 |
1.3644 |
1.3644 |
1.3617 |
1.3628 |
| PP |
1.3612 |
1.3612 |
1.3612 |
1.3604 |
| S1 |
1.3578 |
1.3578 |
1.3605 |
1.3562 |
| S2 |
1.3546 |
1.3546 |
1.3599 |
|
| S3 |
1.3480 |
1.3512 |
1.3593 |
|
| S4 |
1.3414 |
1.3446 |
1.3575 |
|
|
| 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 |
1.3567 |
0.0089 |
0.7% |
0.0055 |
0.4% |
49% |
False |
False |
143,766 |
| 10 |
1.3656 |
1.3517 |
0.0139 |
1.0% |
0.0060 |
0.4% |
68% |
False |
False |
143,994 |
| 20 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0064 |
0.5% |
61% |
False |
False |
96,935 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
22% |
False |
False |
49,383 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
22% |
False |
False |
33,107 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
22% |
False |
False |
24,907 |
| 100 |
1.3986 |
1.3490 |
0.0496 |
3.6% |
0.0057 |
0.4% |
24% |
False |
False |
19,939 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0053 |
0.4% |
25% |
False |
False |
16,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3926 |
|
2.618 |
1.3818 |
|
1.618 |
1.3752 |
|
1.000 |
1.3711 |
|
0.618 |
1.3686 |
|
HIGH |
1.3645 |
|
0.618 |
1.3620 |
|
0.500 |
1.3612 |
|
0.382 |
1.3604 |
|
LOW |
1.3579 |
|
0.618 |
1.3538 |
|
1.000 |
1.3513 |
|
1.618 |
1.3472 |
|
2.618 |
1.3406 |
|
4.250 |
1.3299 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3618 |
| PP |
1.3612 |
1.3615 |
| S1 |
1.3611 |
1.3613 |
|