CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3586 |
1.3562 |
-0.0024 |
-0.2% |
1.3667 |
| High |
1.3587 |
1.3617 |
0.0030 |
0.2% |
1.3667 |
| Low |
1.3550 |
1.3562 |
0.0012 |
0.1% |
1.3518 |
| Close |
1.3553 |
1.3569 |
0.0016 |
0.1% |
1.3544 |
| Range |
0.0037 |
0.0055 |
0.0018 |
48.6% |
0.0149 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.5% |
0.0000 |
| Volume |
127 |
116 |
-11 |
-8.7% |
1,969 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3748 |
1.3713 |
1.3599 |
|
| R3 |
1.3693 |
1.3658 |
1.3584 |
|
| R2 |
1.3638 |
1.3638 |
1.3579 |
|
| R1 |
1.3603 |
1.3603 |
1.3574 |
1.3621 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3591 |
| S1 |
1.3548 |
1.3548 |
1.3564 |
1.3566 |
| S2 |
1.3528 |
1.3528 |
1.3559 |
|
| S3 |
1.3473 |
1.3493 |
1.3554 |
|
| S4 |
1.3418 |
1.3438 |
1.3539 |
|
|
| 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 |
1.3617 |
1.3518 |
0.0099 |
0.7% |
0.0053 |
0.4% |
52% |
True |
False |
398 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0065 |
0.5% |
35% |
False |
False |
358 |
| 20 |
1.3706 |
1.3510 |
0.0196 |
1.4% |
0.0053 |
0.4% |
30% |
False |
False |
480 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0047 |
0.3% |
13% |
False |
False |
260 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0041 |
0.3% |
13% |
False |
False |
184 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0037 |
0.3% |
13% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3851 |
|
2.618 |
1.3761 |
|
1.618 |
1.3706 |
|
1.000 |
1.3672 |
|
0.618 |
1.3651 |
|
HIGH |
1.3617 |
|
0.618 |
1.3596 |
|
0.500 |
1.3590 |
|
0.382 |
1.3583 |
|
LOW |
1.3562 |
|
0.618 |
1.3528 |
|
1.000 |
1.3507 |
|
1.618 |
1.3473 |
|
2.618 |
1.3418 |
|
4.250 |
1.3328 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3590 |
1.3571 |
| PP |
1.3583 |
1.3570 |
| S1 |
1.3576 |
1.3570 |
|