CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3601 |
1.3631 |
0.0030 |
0.2% |
1.3623 |
| High |
1.3650 |
1.3636 |
-0.0014 |
-0.1% |
1.3668 |
| Low |
1.3598 |
1.3586 |
-0.0012 |
-0.1% |
1.3586 |
| Close |
1.3634 |
1.3595 |
-0.0039 |
-0.3% |
1.3634 |
| Range |
0.0052 |
0.0050 |
-0.0002 |
-3.8% |
0.0082 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
152,758 |
160,355 |
7,597 |
5.0% |
575,548 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3756 |
1.3725 |
1.3623 |
|
| R3 |
1.3706 |
1.3675 |
1.3609 |
|
| R2 |
1.3656 |
1.3656 |
1.3604 |
|
| R1 |
1.3625 |
1.3625 |
1.3600 |
1.3616 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3601 |
| S1 |
1.3575 |
1.3575 |
1.3590 |
1.3566 |
| S2 |
1.3556 |
1.3556 |
1.3586 |
|
| S3 |
1.3506 |
1.3525 |
1.3581 |
|
| S4 |
1.3456 |
1.3475 |
1.3568 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3837 |
1.3679 |
|
| R3 |
1.3793 |
1.3755 |
1.3657 |
|
| R2 |
1.3711 |
1.3711 |
1.3649 |
|
| R1 |
1.3673 |
1.3673 |
1.3642 |
1.3692 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3639 |
| S1 |
1.3591 |
1.3591 |
1.3626 |
1.3610 |
| S2 |
1.3547 |
1.3547 |
1.3619 |
|
| S3 |
1.3465 |
1.3509 |
1.3611 |
|
| S4 |
1.3383 |
1.3427 |
1.3589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3668 |
1.3586 |
0.0082 |
0.6% |
0.0050 |
0.4% |
11% |
False |
True |
147,180 |
| 10 |
1.3734 |
1.3586 |
0.0148 |
1.1% |
0.0050 |
0.4% |
6% |
False |
True |
140,120 |
| 20 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0058 |
0.4% |
2% |
False |
True |
159,133 |
| 40 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0058 |
0.4% |
2% |
False |
True |
148,761 |
| 60 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0064 |
0.5% |
2% |
False |
True |
152,075 |
| 80 |
1.3993 |
1.3483 |
0.0510 |
3.8% |
0.0067 |
0.5% |
22% |
False |
False |
114,995 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
22% |
False |
False |
92,250 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0068 |
0.5% |
22% |
False |
False |
76,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3849 |
|
2.618 |
1.3767 |
|
1.618 |
1.3717 |
|
1.000 |
1.3686 |
|
0.618 |
1.3667 |
|
HIGH |
1.3636 |
|
0.618 |
1.3617 |
|
0.500 |
1.3611 |
|
0.382 |
1.3605 |
|
LOW |
1.3586 |
|
0.618 |
1.3555 |
|
1.000 |
1.3536 |
|
1.618 |
1.3505 |
|
2.618 |
1.3455 |
|
4.250 |
1.3374 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3611 |
1.3618 |
| PP |
1.3606 |
1.3610 |
| S1 |
1.3600 |
1.3603 |
|