CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3597 |
1.3626 |
0.0029 |
0.2% |
1.3623 |
| High |
1.3649 |
1.3639 |
-0.0010 |
-0.1% |
1.3668 |
| Low |
1.3585 |
1.3596 |
0.0011 |
0.1% |
1.3586 |
| Close |
1.3623 |
1.3599 |
-0.0024 |
-0.2% |
1.3634 |
| Range |
0.0064 |
0.0043 |
-0.0021 |
-32.8% |
0.0082 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
167,837 |
149,928 |
-17,909 |
-10.7% |
575,548 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3740 |
1.3713 |
1.3623 |
|
| R3 |
1.3697 |
1.3670 |
1.3611 |
|
| R2 |
1.3654 |
1.3654 |
1.3607 |
|
| R1 |
1.3627 |
1.3627 |
1.3603 |
1.3619 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3608 |
| S1 |
1.3584 |
1.3584 |
1.3595 |
1.3576 |
| S2 |
1.3568 |
1.3568 |
1.3591 |
|
| S3 |
1.3525 |
1.3541 |
1.3587 |
|
| S4 |
1.3482 |
1.3498 |
1.3575 |
|
|
| 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% |
0.0050 |
0.4% |
22% |
False |
False |
151,504 |
| 10 |
1.3722 |
1.3585 |
0.0137 |
1.0% |
0.0053 |
0.4% |
10% |
False |
False |
148,865 |
| 20 |
1.3993 |
1.3585 |
0.0408 |
3.0% |
0.0059 |
0.4% |
3% |
False |
False |
162,639 |
| 40 |
1.3993 |
1.3585 |
0.0408 |
3.0% |
0.0058 |
0.4% |
3% |
False |
False |
148,415 |
| 60 |
1.3993 |
1.3585 |
0.0408 |
3.0% |
0.0065 |
0.5% |
3% |
False |
False |
156,370 |
| 80 |
1.3993 |
1.3563 |
0.0430 |
3.2% |
0.0066 |
0.5% |
8% |
False |
False |
118,942 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0068 |
0.5% |
23% |
False |
False |
95,420 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
23% |
False |
False |
79,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3822 |
|
2.618 |
1.3752 |
|
1.618 |
1.3709 |
|
1.000 |
1.3682 |
|
0.618 |
1.3666 |
|
HIGH |
1.3639 |
|
0.618 |
1.3623 |
|
0.500 |
1.3618 |
|
0.382 |
1.3612 |
|
LOW |
1.3596 |
|
0.618 |
1.3569 |
|
1.000 |
1.3553 |
|
1.618 |
1.3526 |
|
2.618 |
1.3483 |
|
4.250 |
1.3413 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3617 |
| PP |
1.3611 |
1.3611 |
| S1 |
1.3605 |
1.3605 |
|