CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3606 |
1.3609 |
0.0003 |
0.0% |
1.3618 |
| High |
1.3643 |
1.3625 |
-0.0018 |
-0.1% |
1.3670 |
| Low |
1.3604 |
1.3599 |
-0.0005 |
0.0% |
1.3592 |
| Close |
1.3637 |
1.3599 |
-0.0038 |
-0.3% |
1.3637 |
| Range |
0.0039 |
0.0026 |
-0.0013 |
-33.3% |
0.0078 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
236 |
41 |
-195 |
-82.6% |
1,725 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3686 |
1.3668 |
1.3613 |
|
| R3 |
1.3660 |
1.3642 |
1.3606 |
|
| R2 |
1.3634 |
1.3634 |
1.3604 |
|
| R1 |
1.3616 |
1.3616 |
1.3601 |
1.3612 |
| PP |
1.3608 |
1.3608 |
1.3608 |
1.3606 |
| S1 |
1.3590 |
1.3590 |
1.3597 |
1.3586 |
| S2 |
1.3582 |
1.3582 |
1.3594 |
|
| S3 |
1.3556 |
1.3564 |
1.3592 |
|
| S4 |
1.3530 |
1.3538 |
1.3585 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3830 |
1.3680 |
|
| R3 |
1.3789 |
1.3752 |
1.3658 |
|
| R2 |
1.3711 |
1.3711 |
1.3651 |
|
| R1 |
1.3674 |
1.3674 |
1.3644 |
1.3693 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3642 |
| S1 |
1.3596 |
1.3596 |
1.3630 |
1.3615 |
| S2 |
1.3555 |
1.3555 |
1.3623 |
|
| S3 |
1.3477 |
1.3518 |
1.3616 |
|
| S4 |
1.3399 |
1.3440 |
1.3594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3670 |
1.3592 |
0.0078 |
0.6% |
0.0039 |
0.3% |
9% |
False |
False |
353 |
| 10 |
1.3735 |
1.3592 |
0.0143 |
1.1% |
0.0038 |
0.3% |
5% |
False |
False |
597 |
| 20 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0042 |
0.3% |
2% |
False |
False |
329 |
| 40 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0036 |
0.3% |
2% |
False |
False |
173 |
| 60 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0035 |
0.3% |
2% |
False |
False |
124 |
| 80 |
1.3980 |
1.3529 |
0.0451 |
3.3% |
0.0033 |
0.2% |
16% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3736 |
|
2.618 |
1.3693 |
|
1.618 |
1.3667 |
|
1.000 |
1.3651 |
|
0.618 |
1.3641 |
|
HIGH |
1.3625 |
|
0.618 |
1.3615 |
|
0.500 |
1.3612 |
|
0.382 |
1.3609 |
|
LOW |
1.3599 |
|
0.618 |
1.3583 |
|
1.000 |
1.3573 |
|
1.618 |
1.3557 |
|
2.618 |
1.3531 |
|
4.250 |
1.3489 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3618 |
| PP |
1.3608 |
1.3612 |
| S1 |
1.3603 |
1.3605 |
|