CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3616 |
1.3649 |
0.0033 |
0.2% |
1.3597 |
| High |
1.3656 |
1.3702 |
0.0046 |
0.3% |
1.3656 |
| Low |
1.3611 |
1.3644 |
0.0033 |
0.2% |
1.3577 |
| Close |
1.3649 |
1.3698 |
0.0049 |
0.4% |
1.3649 |
| Range |
0.0045 |
0.0058 |
0.0013 |
28.9% |
0.0079 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
118,127 |
145,256 |
27,129 |
23.0% |
704,885 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3855 |
1.3835 |
1.3730 |
|
| R3 |
1.3797 |
1.3777 |
1.3714 |
|
| R2 |
1.3739 |
1.3739 |
1.3709 |
|
| R1 |
1.3719 |
1.3719 |
1.3703 |
1.3729 |
| PP |
1.3681 |
1.3681 |
1.3681 |
1.3687 |
| S1 |
1.3661 |
1.3661 |
1.3693 |
1.3671 |
| S2 |
1.3623 |
1.3623 |
1.3687 |
|
| S3 |
1.3565 |
1.3603 |
1.3682 |
|
| S4 |
1.3507 |
1.3545 |
1.3666 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3864 |
1.3836 |
1.3692 |
|
| R3 |
1.3785 |
1.3757 |
1.3671 |
|
| R2 |
1.3706 |
1.3706 |
1.3663 |
|
| R1 |
1.3678 |
1.3678 |
1.3656 |
1.3692 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3635 |
| S1 |
1.3599 |
1.3599 |
1.3642 |
1.3613 |
| S2 |
1.3548 |
1.3548 |
1.3635 |
|
| S3 |
1.3469 |
1.3520 |
1.3627 |
|
| S4 |
1.3390 |
1.3441 |
1.3606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3702 |
1.3579 |
0.0123 |
0.9% |
0.0053 |
0.4% |
97% |
True |
False |
149,551 |
| 10 |
1.3702 |
1.3541 |
0.0161 |
1.2% |
0.0058 |
0.4% |
98% |
True |
False |
141,620 |
| 20 |
1.3702 |
1.3505 |
0.0197 |
1.4% |
0.0064 |
0.5% |
98% |
True |
False |
109,087 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
40% |
False |
False |
55,948 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
40% |
False |
False |
37,490 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
40% |
False |
False |
28,184 |
| 100 |
1.3986 |
1.3490 |
0.0496 |
3.6% |
0.0057 |
0.4% |
42% |
False |
False |
22,572 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
42% |
False |
False |
18,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3949 |
|
2.618 |
1.3854 |
|
1.618 |
1.3796 |
|
1.000 |
1.3760 |
|
0.618 |
1.3738 |
|
HIGH |
1.3702 |
|
0.618 |
1.3680 |
|
0.500 |
1.3673 |
|
0.382 |
1.3666 |
|
LOW |
1.3644 |
|
0.618 |
1.3608 |
|
1.000 |
1.3586 |
|
1.618 |
1.3550 |
|
2.618 |
1.3492 |
|
4.250 |
1.3398 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3690 |
1.3679 |
| PP |
1.3681 |
1.3660 |
| S1 |
1.3673 |
1.3641 |
|