CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3662 |
0.0062 |
0.5% |
1.3631 |
| High |
1.3671 |
1.3677 |
0.0006 |
0.0% |
1.3677 |
| Low |
1.3502 |
1.3621 |
0.0119 |
0.9% |
1.3502 |
| Close |
1.3658 |
1.3647 |
-0.0011 |
-0.1% |
1.3647 |
| Range |
0.0169 |
0.0056 |
-0.0113 |
-66.9% |
0.0175 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
505,682 |
203,782 |
-301,900 |
-59.7% |
1,187,584 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3816 |
1.3788 |
1.3678 |
|
| R3 |
1.3760 |
1.3732 |
1.3662 |
|
| R2 |
1.3704 |
1.3704 |
1.3657 |
|
| R1 |
1.3676 |
1.3676 |
1.3652 |
1.3662 |
| PP |
1.3648 |
1.3648 |
1.3648 |
1.3642 |
| S1 |
1.3620 |
1.3620 |
1.3642 |
1.3606 |
| S2 |
1.3592 |
1.3592 |
1.3637 |
|
| S3 |
1.3536 |
1.3564 |
1.3632 |
|
| S4 |
1.3480 |
1.3508 |
1.3616 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4134 |
1.4065 |
1.3743 |
|
| R3 |
1.3959 |
1.3890 |
1.3695 |
|
| R2 |
1.3784 |
1.3784 |
1.3679 |
|
| R1 |
1.3715 |
1.3715 |
1.3663 |
1.3750 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3626 |
| S1 |
1.3540 |
1.3540 |
1.3631 |
1.3575 |
| S2 |
1.3434 |
1.3434 |
1.3615 |
|
| S3 |
1.3259 |
1.3365 |
1.3599 |
|
| S4 |
1.3084 |
1.3190 |
1.3551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0076 |
0.6% |
83% |
True |
False |
237,516 |
| 10 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0062 |
0.5% |
83% |
True |
False |
188,463 |
| 20 |
1.3843 |
1.3502 |
0.0341 |
2.5% |
0.0060 |
0.4% |
43% |
False |
False |
173,708 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0059 |
0.4% |
30% |
False |
False |
158,204 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0066 |
0.5% |
30% |
False |
False |
165,108 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0068 |
0.5% |
30% |
False |
False |
127,796 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
32% |
False |
False |
102,507 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0070 |
0.5% |
32% |
False |
False |
85,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3915 |
|
2.618 |
1.3824 |
|
1.618 |
1.3768 |
|
1.000 |
1.3733 |
|
0.618 |
1.3712 |
|
HIGH |
1.3677 |
|
0.618 |
1.3656 |
|
0.500 |
1.3649 |
|
0.382 |
1.3642 |
|
LOW |
1.3621 |
|
0.618 |
1.3586 |
|
1.000 |
1.3565 |
|
1.618 |
1.3530 |
|
2.618 |
1.3474 |
|
4.250 |
1.3383 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3649 |
1.3628 |
| PP |
1.3648 |
1.3609 |
| S1 |
1.3648 |
1.3590 |
|