CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3626 |
1.3600 |
-0.0026 |
-0.2% |
1.3623 |
| High |
1.3639 |
1.3671 |
0.0032 |
0.2% |
1.3668 |
| Low |
1.3596 |
1.3502 |
-0.0094 |
-0.7% |
1.3586 |
| Close |
1.3599 |
1.3658 |
0.0059 |
0.4% |
1.3634 |
| Range |
0.0043 |
0.0169 |
0.0126 |
293.0% |
0.0082 |
| ATR |
0.0057 |
0.0065 |
0.0008 |
14.2% |
0.0000 |
| Volume |
149,928 |
505,682 |
355,754 |
237.3% |
575,548 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4117 |
1.4057 |
1.3751 |
|
| R3 |
1.3948 |
1.3888 |
1.3704 |
|
| R2 |
1.3779 |
1.3779 |
1.3689 |
|
| R1 |
1.3719 |
1.3719 |
1.3673 |
1.3749 |
| PP |
1.3610 |
1.3610 |
1.3610 |
1.3626 |
| S1 |
1.3550 |
1.3550 |
1.3643 |
1.3580 |
| S2 |
1.3441 |
1.3441 |
1.3627 |
|
| S3 |
1.3272 |
1.3381 |
1.3612 |
|
| S4 |
1.3103 |
1.3212 |
1.3565 |
|
|
| 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 |
1.3671 |
1.3502 |
0.0169 |
1.2% |
0.0076 |
0.6% |
92% |
True |
True |
227,312 |
| 10 |
1.3687 |
1.3502 |
0.0185 |
1.4% |
0.0061 |
0.4% |
84% |
False |
True |
181,867 |
| 20 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0066 |
0.5% |
32% |
False |
True |
181,388 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0060 |
0.4% |
32% |
False |
True |
157,066 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0067 |
0.5% |
32% |
False |
True |
163,763 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0068 |
0.5% |
32% |
False |
True |
125,256 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
34% |
False |
False |
100,473 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0070 |
0.5% |
34% |
False |
False |
83,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4389 |
|
2.618 |
1.4113 |
|
1.618 |
1.3944 |
|
1.000 |
1.3840 |
|
0.618 |
1.3775 |
|
HIGH |
1.3671 |
|
0.618 |
1.3606 |
|
0.500 |
1.3587 |
|
0.382 |
1.3567 |
|
LOW |
1.3502 |
|
0.618 |
1.3398 |
|
1.000 |
1.3333 |
|
1.618 |
1.3229 |
|
2.618 |
1.3060 |
|
4.250 |
1.2784 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3634 |
1.3634 |
| PP |
1.3610 |
1.3610 |
| S1 |
1.3587 |
1.3587 |
|