CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3621 |
1.3607 |
-0.0014 |
-0.1% |
1.3618 |
| High |
1.3636 |
1.3673 |
0.0037 |
0.3% |
1.3670 |
| Low |
1.3602 |
1.3510 |
-0.0092 |
-0.7% |
1.3592 |
| Close |
1.3604 |
1.3663 |
0.0059 |
0.4% |
1.3637 |
| Range |
0.0034 |
0.0163 |
0.0129 |
379.4% |
0.0078 |
| ATR |
0.0045 |
0.0053 |
0.0008 |
19.0% |
0.0000 |
| Volume |
87 |
162 |
75 |
86.2% |
1,725 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4047 |
1.3753 |
|
| R3 |
1.3941 |
1.3884 |
1.3708 |
|
| R2 |
1.3778 |
1.3778 |
1.3693 |
|
| R1 |
1.3721 |
1.3721 |
1.3678 |
1.3750 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3630 |
| S1 |
1.3558 |
1.3558 |
1.3648 |
1.3587 |
| S2 |
1.3452 |
1.3452 |
1.3633 |
|
| S3 |
1.3289 |
1.3395 |
1.3618 |
|
| S4 |
1.3126 |
1.3232 |
1.3573 |
|
|
| 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 |
1.3673 |
1.3510 |
0.0163 |
1.2% |
0.0060 |
0.4% |
94% |
True |
True |
110 |
| 10 |
1.3685 |
1.3510 |
0.0175 |
1.3% |
0.0050 |
0.4% |
87% |
False |
True |
414 |
| 20 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0051 |
0.4% |
33% |
False |
True |
338 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0040 |
0.3% |
33% |
False |
True |
178 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0039 |
0.3% |
33% |
False |
True |
127 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0035 |
0.3% |
33% |
False |
True |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4366 |
|
2.618 |
1.4100 |
|
1.618 |
1.3937 |
|
1.000 |
1.3836 |
|
0.618 |
1.3774 |
|
HIGH |
1.3673 |
|
0.618 |
1.3611 |
|
0.500 |
1.3592 |
|
0.382 |
1.3572 |
|
LOW |
1.3510 |
|
0.618 |
1.3409 |
|
1.000 |
1.3347 |
|
1.618 |
1.3246 |
|
2.618 |
1.3083 |
|
4.250 |
1.2817 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3639 |
1.3639 |
| PP |
1.3615 |
1.3615 |
| S1 |
1.3592 |
1.3592 |
|