CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3607 |
1.3667 |
0.0060 |
0.4% |
1.3609 |
| High |
1.3673 |
1.3680 |
0.0007 |
0.1% |
1.3680 |
| Low |
1.3510 |
1.3630 |
0.0120 |
0.9% |
1.3510 |
| Close |
1.3663 |
1.3653 |
-0.0010 |
-0.1% |
1.3653 |
| Range |
0.0163 |
0.0050 |
-0.0113 |
-69.3% |
0.0170 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
162 |
813 |
651 |
401.9% |
1,127 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3779 |
1.3681 |
|
| R3 |
1.3754 |
1.3729 |
1.3667 |
|
| R2 |
1.3704 |
1.3704 |
1.3662 |
|
| R1 |
1.3679 |
1.3679 |
1.3658 |
1.3667 |
| PP |
1.3654 |
1.3654 |
1.3654 |
1.3648 |
| S1 |
1.3629 |
1.3629 |
1.3648 |
1.3617 |
| S2 |
1.3604 |
1.3604 |
1.3644 |
|
| S3 |
1.3554 |
1.3579 |
1.3639 |
|
| S4 |
1.3504 |
1.3529 |
1.3626 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4059 |
1.3747 |
|
| R3 |
1.3954 |
1.3889 |
1.3700 |
|
| R2 |
1.3784 |
1.3784 |
1.3684 |
|
| R1 |
1.3719 |
1.3719 |
1.3669 |
1.3752 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3631 |
| S1 |
1.3549 |
1.3549 |
1.3637 |
1.3582 |
| S2 |
1.3444 |
1.3444 |
1.3622 |
|
| S3 |
1.3274 |
1.3379 |
1.3606 |
|
| S4 |
1.3104 |
1.3209 |
1.3560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3680 |
1.3510 |
0.0170 |
1.2% |
0.0062 |
0.5% |
84% |
True |
False |
225 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.2% |
0.0051 |
0.4% |
84% |
True |
False |
489 |
| 20 |
1.3833 |
1.3510 |
0.0323 |
2.4% |
0.0047 |
0.3% |
44% |
False |
False |
379 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0040 |
0.3% |
30% |
False |
False |
198 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0039 |
0.3% |
30% |
False |
False |
141 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0035 |
0.3% |
30% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3893 |
|
2.618 |
1.3811 |
|
1.618 |
1.3761 |
|
1.000 |
1.3730 |
|
0.618 |
1.3711 |
|
HIGH |
1.3680 |
|
0.618 |
1.3661 |
|
0.500 |
1.3655 |
|
0.382 |
1.3649 |
|
LOW |
1.3630 |
|
0.618 |
1.3599 |
|
1.000 |
1.3580 |
|
1.618 |
1.3549 |
|
2.618 |
1.3499 |
|
4.250 |
1.3418 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3655 |
1.3634 |
| PP |
1.3654 |
1.3614 |
| S1 |
1.3654 |
1.3595 |
|