CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3614 |
1.3639 |
0.0025 |
0.2% |
1.3547 |
| High |
1.3660 |
1.3647 |
-0.0013 |
-0.1% |
1.3652 |
| Low |
1.3612 |
1.3588 |
-0.0024 |
-0.2% |
1.3525 |
| Close |
1.3636 |
1.3616 |
-0.0020 |
-0.1% |
1.3601 |
| Range |
0.0048 |
0.0059 |
0.0011 |
22.9% |
0.0127 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.7% |
0.0000 |
| Volume |
223 |
393 |
170 |
76.2% |
1,449 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3794 |
1.3764 |
1.3648 |
|
| R3 |
1.3735 |
1.3705 |
1.3632 |
|
| R2 |
1.3676 |
1.3676 |
1.3627 |
|
| R1 |
1.3646 |
1.3646 |
1.3621 |
1.3632 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3610 |
| S1 |
1.3587 |
1.3587 |
1.3611 |
1.3573 |
| S2 |
1.3558 |
1.3558 |
1.3605 |
|
| S3 |
1.3499 |
1.3528 |
1.3600 |
|
| S4 |
1.3440 |
1.3469 |
1.3584 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3974 |
1.3914 |
1.3671 |
|
| R3 |
1.3847 |
1.3787 |
1.3636 |
|
| R2 |
1.3720 |
1.3720 |
1.3624 |
|
| R1 |
1.3660 |
1.3660 |
1.3613 |
1.3690 |
| PP |
1.3593 |
1.3593 |
1.3593 |
1.3608 |
| S1 |
1.3533 |
1.3533 |
1.3589 |
1.3563 |
| S2 |
1.3466 |
1.3466 |
1.3578 |
|
| S3 |
1.3339 |
1.3406 |
1.3566 |
|
| S4 |
1.3212 |
1.3279 |
1.3531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3660 |
1.3574 |
0.0086 |
0.6% |
0.0049 |
0.4% |
49% |
False |
False |
309 |
| 10 |
1.3660 |
1.3525 |
0.0135 |
1.0% |
0.0051 |
0.4% |
67% |
False |
False |
361 |
| 20 |
1.3680 |
1.3510 |
0.0170 |
1.2% |
0.0054 |
0.4% |
62% |
False |
False |
298 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0048 |
0.4% |
23% |
False |
False |
309 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0044 |
0.3% |
23% |
False |
False |
212 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0039 |
0.3% |
23% |
False |
False |
164 |
| 100 |
1.3980 |
1.3505 |
0.0475 |
3.5% |
0.0037 |
0.3% |
23% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3898 |
|
2.618 |
1.3801 |
|
1.618 |
1.3742 |
|
1.000 |
1.3706 |
|
0.618 |
1.3683 |
|
HIGH |
1.3647 |
|
0.618 |
1.3624 |
|
0.500 |
1.3618 |
|
0.382 |
1.3611 |
|
LOW |
1.3588 |
|
0.618 |
1.3552 |
|
1.000 |
1.3529 |
|
1.618 |
1.3493 |
|
2.618 |
1.3434 |
|
4.250 |
1.3337 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3624 |
| PP |
1.3617 |
1.3621 |
| S1 |
1.3617 |
1.3619 |
|