CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3662 |
1.3647 |
-0.0015 |
-0.1% |
1.3631 |
| High |
1.3677 |
1.3669 |
-0.0008 |
-0.1% |
1.3677 |
| Low |
1.3621 |
1.3582 |
-0.0039 |
-0.3% |
1.3502 |
| Close |
1.3647 |
1.3588 |
-0.0059 |
-0.4% |
1.3647 |
| Range |
0.0056 |
0.0087 |
0.0031 |
55.4% |
0.0175 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.6% |
0.0000 |
| Volume |
203,782 |
172,849 |
-30,933 |
-15.2% |
1,187,584 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3874 |
1.3818 |
1.3636 |
|
| R3 |
1.3787 |
1.3731 |
1.3612 |
|
| R2 |
1.3700 |
1.3700 |
1.3604 |
|
| R1 |
1.3644 |
1.3644 |
1.3596 |
1.3629 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3605 |
| S1 |
1.3557 |
1.3557 |
1.3580 |
1.3542 |
| S2 |
1.3526 |
1.3526 |
1.3572 |
|
| S3 |
1.3439 |
1.3470 |
1.3564 |
|
| S4 |
1.3352 |
1.3383 |
1.3540 |
|
|
| 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% |
0.0084 |
0.6% |
49% |
False |
False |
240,015 |
| 10 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0067 |
0.5% |
49% |
False |
False |
193,598 |
| 20 |
1.3773 |
1.3502 |
0.0271 |
2.0% |
0.0060 |
0.4% |
32% |
False |
False |
170,760 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0060 |
0.4% |
18% |
False |
False |
159,098 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0066 |
0.5% |
18% |
False |
False |
164,498 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0068 |
0.5% |
18% |
False |
False |
129,930 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
21% |
False |
False |
104,234 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0070 |
0.5% |
21% |
False |
False |
86,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4039 |
|
2.618 |
1.3897 |
|
1.618 |
1.3810 |
|
1.000 |
1.3756 |
|
0.618 |
1.3723 |
|
HIGH |
1.3669 |
|
0.618 |
1.3636 |
|
0.500 |
1.3626 |
|
0.382 |
1.3615 |
|
LOW |
1.3582 |
|
0.618 |
1.3528 |
|
1.000 |
1.3495 |
|
1.618 |
1.3441 |
|
2.618 |
1.3354 |
|
4.250 |
1.3212 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3626 |
1.3590 |
| PP |
1.3613 |
1.3589 |
| S1 |
1.3601 |
1.3589 |
|