CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3562 |
1.3597 |
0.0035 |
0.3% |
1.3667 |
| High |
1.3617 |
1.3652 |
0.0035 |
0.3% |
1.3667 |
| Low |
1.3562 |
1.3597 |
0.0035 |
0.3% |
1.3518 |
| Close |
1.3569 |
1.3616 |
0.0047 |
0.3% |
1.3544 |
| Range |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0149 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.9% |
0.0000 |
| Volume |
116 |
458 |
342 |
294.8% |
1,969 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3756 |
1.3646 |
|
| R3 |
1.3732 |
1.3701 |
1.3631 |
|
| R2 |
1.3677 |
1.3677 |
1.3626 |
|
| R1 |
1.3646 |
1.3646 |
1.3621 |
1.3662 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3629 |
| S1 |
1.3591 |
1.3591 |
1.3611 |
1.3607 |
| S2 |
1.3567 |
1.3567 |
1.3606 |
|
| S3 |
1.3512 |
1.3536 |
1.3601 |
|
| S4 |
1.3457 |
1.3481 |
1.3586 |
|
|
| 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 |
1.3652 |
1.3525 |
0.0127 |
0.9% |
0.0053 |
0.4% |
72% |
True |
False |
413 |
| 10 |
1.3680 |
1.3518 |
0.0162 |
1.2% |
0.0054 |
0.4% |
60% |
False |
False |
387 |
| 20 |
1.3685 |
1.3510 |
0.0175 |
1.3% |
0.0052 |
0.4% |
61% |
False |
False |
401 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0048 |
0.3% |
23% |
False |
False |
271 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0041 |
0.3% |
23% |
False |
False |
190 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0038 |
0.3% |
23% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3886 |
|
2.618 |
1.3796 |
|
1.618 |
1.3741 |
|
1.000 |
1.3707 |
|
0.618 |
1.3686 |
|
HIGH |
1.3652 |
|
0.618 |
1.3631 |
|
0.500 |
1.3625 |
|
0.382 |
1.3618 |
|
LOW |
1.3597 |
|
0.618 |
1.3563 |
|
1.000 |
1.3542 |
|
1.618 |
1.3508 |
|
2.618 |
1.3453 |
|
4.250 |
1.3363 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3625 |
1.3611 |
| PP |
1.3622 |
1.3606 |
| S1 |
1.3619 |
1.3601 |
|