CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3631 |
1.3597 |
-0.0034 |
-0.2% |
1.3623 |
| High |
1.3636 |
1.3649 |
0.0013 |
0.1% |
1.3668 |
| Low |
1.3586 |
1.3585 |
-0.0001 |
0.0% |
1.3586 |
| Close |
1.3595 |
1.3623 |
0.0028 |
0.2% |
1.3634 |
| Range |
0.0050 |
0.0064 |
0.0014 |
28.0% |
0.0082 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.8% |
0.0000 |
| Volume |
160,355 |
167,837 |
7,482 |
4.7% |
575,548 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3811 |
1.3781 |
1.3658 |
|
| R3 |
1.3747 |
1.3717 |
1.3641 |
|
| R2 |
1.3683 |
1.3683 |
1.3635 |
|
| R1 |
1.3653 |
1.3653 |
1.3629 |
1.3668 |
| PP |
1.3619 |
1.3619 |
1.3619 |
1.3627 |
| S1 |
1.3589 |
1.3589 |
1.3617 |
1.3604 |
| S2 |
1.3555 |
1.3555 |
1.3611 |
|
| S3 |
1.3491 |
1.3525 |
1.3605 |
|
| S4 |
1.3427 |
1.3461 |
1.3588 |
|
|
| 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 |
1.3650 |
1.3585 |
0.0065 |
0.5% |
0.0052 |
0.4% |
58% |
False |
True |
149,971 |
| 10 |
1.3722 |
1.3585 |
0.0137 |
1.0% |
0.0053 |
0.4% |
28% |
False |
True |
145,042 |
| 20 |
1.3993 |
1.3585 |
0.0408 |
3.0% |
0.0060 |
0.4% |
9% |
False |
True |
163,536 |
| 40 |
1.3993 |
1.3585 |
0.0408 |
3.0% |
0.0058 |
0.4% |
9% |
False |
True |
147,289 |
| 60 |
1.3993 |
1.3585 |
0.0408 |
3.0% |
0.0064 |
0.5% |
9% |
False |
True |
154,451 |
| 80 |
1.3993 |
1.3554 |
0.0439 |
3.2% |
0.0066 |
0.5% |
16% |
False |
False |
117,086 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
28% |
False |
False |
93,926 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
28% |
False |
False |
78,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3921 |
|
2.618 |
1.3817 |
|
1.618 |
1.3753 |
|
1.000 |
1.3713 |
|
0.618 |
1.3689 |
|
HIGH |
1.3649 |
|
0.618 |
1.3625 |
|
0.500 |
1.3617 |
|
0.382 |
1.3609 |
|
LOW |
1.3585 |
|
0.618 |
1.3545 |
|
1.000 |
1.3521 |
|
1.618 |
1.3481 |
|
2.618 |
1.3417 |
|
4.250 |
1.3313 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3621 |
1.3621 |
| PP |
1.3619 |
1.3619 |
| S1 |
1.3617 |
1.3618 |
|