CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3647 |
1.3592 |
-0.0055 |
-0.4% |
1.3631 |
| High |
1.3669 |
1.3601 |
-0.0068 |
-0.5% |
1.3677 |
| Low |
1.3582 |
1.3533 |
-0.0049 |
-0.4% |
1.3502 |
| Close |
1.3588 |
1.3544 |
-0.0044 |
-0.3% |
1.3647 |
| Range |
0.0087 |
0.0068 |
-0.0019 |
-21.8% |
0.0175 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.3% |
0.0000 |
| Volume |
172,849 |
208,054 |
35,205 |
20.4% |
1,187,584 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3763 |
1.3722 |
1.3581 |
|
| R3 |
1.3695 |
1.3654 |
1.3563 |
|
| R2 |
1.3627 |
1.3627 |
1.3556 |
|
| R1 |
1.3586 |
1.3586 |
1.3550 |
1.3573 |
| PP |
1.3559 |
1.3559 |
1.3559 |
1.3553 |
| S1 |
1.3518 |
1.3518 |
1.3538 |
1.3505 |
| S2 |
1.3491 |
1.3491 |
1.3532 |
|
| S3 |
1.3423 |
1.3450 |
1.3525 |
|
| S4 |
1.3355 |
1.3382 |
1.3507 |
|
|
| 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% |
0.0085 |
0.6% |
24% |
False |
False |
248,059 |
| 10 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0068 |
0.5% |
24% |
False |
False |
199,015 |
| 20 |
1.3770 |
1.3502 |
0.0268 |
2.0% |
0.0062 |
0.5% |
16% |
False |
False |
176,091 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0061 |
0.4% |
9% |
False |
False |
161,578 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0065 |
0.5% |
9% |
False |
False |
164,096 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0067 |
0.5% |
9% |
False |
False |
132,517 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
12% |
False |
False |
106,310 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0070 |
0.5% |
12% |
False |
False |
88,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3890 |
|
2.618 |
1.3779 |
|
1.618 |
1.3711 |
|
1.000 |
1.3669 |
|
0.618 |
1.3643 |
|
HIGH |
1.3601 |
|
0.618 |
1.3575 |
|
0.500 |
1.3567 |
|
0.382 |
1.3559 |
|
LOW |
1.3533 |
|
0.618 |
1.3491 |
|
1.000 |
1.3465 |
|
1.618 |
1.3423 |
|
2.618 |
1.3355 |
|
4.250 |
1.3244 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3567 |
1.3605 |
| PP |
1.3559 |
1.3585 |
| S1 |
1.3552 |
1.3564 |
|