CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3547 |
1.3586 |
0.0039 |
0.3% |
1.3667 |
| High |
1.3586 |
1.3587 |
0.0001 |
0.0% |
1.3667 |
| Low |
1.3525 |
1.3550 |
0.0025 |
0.2% |
1.3518 |
| Close |
1.3578 |
1.3553 |
-0.0025 |
-0.2% |
1.3544 |
| Range |
0.0061 |
0.0037 |
-0.0024 |
-39.3% |
0.0149 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
395 |
127 |
-268 |
-67.8% |
1,969 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3651 |
1.3573 |
|
| R3 |
1.3637 |
1.3614 |
1.3563 |
|
| R2 |
1.3600 |
1.3600 |
1.3560 |
|
| R1 |
1.3577 |
1.3577 |
1.3556 |
1.3570 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3560 |
| S1 |
1.3540 |
1.3540 |
1.3550 |
1.3533 |
| S2 |
1.3526 |
1.3526 |
1.3546 |
|
| S3 |
1.3489 |
1.3503 |
1.3543 |
|
| S4 |
1.3452 |
1.3466 |
1.3533 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3933 |
1.3626 |
|
| R3 |
1.3874 |
1.3784 |
1.3585 |
|
| R2 |
1.3725 |
1.3725 |
1.3571 |
|
| R1 |
1.3635 |
1.3635 |
1.3558 |
1.3606 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3562 |
| S1 |
1.3486 |
1.3486 |
1.3530 |
1.3457 |
| S2 |
1.3427 |
1.3427 |
1.3517 |
|
| S3 |
1.3278 |
1.3337 |
1.3503 |
|
| S4 |
1.3129 |
1.3188 |
1.3462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3590 |
1.3518 |
0.0072 |
0.5% |
0.0049 |
0.4% |
49% |
False |
False |
403 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0063 |
0.5% |
25% |
False |
False |
355 |
| 20 |
1.3706 |
1.3510 |
0.0196 |
1.4% |
0.0051 |
0.4% |
22% |
False |
False |
476 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0046 |
0.3% |
9% |
False |
False |
257 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
9% |
False |
False |
182 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0037 |
0.3% |
9% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3744 |
|
2.618 |
1.3684 |
|
1.618 |
1.3647 |
|
1.000 |
1.3624 |
|
0.618 |
1.3610 |
|
HIGH |
1.3587 |
|
0.618 |
1.3573 |
|
0.500 |
1.3569 |
|
0.382 |
1.3564 |
|
LOW |
1.3550 |
|
0.618 |
1.3527 |
|
1.000 |
1.3513 |
|
1.618 |
1.3490 |
|
2.618 |
1.3453 |
|
4.250 |
1.3393 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3569 |
1.3558 |
| PP |
1.3563 |
1.3556 |
| S1 |
1.3558 |
1.3555 |
|