CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3545 |
1.3533 |
-0.0012 |
-0.1% |
1.3631 |
| High |
1.3557 |
1.3572 |
0.0015 |
0.1% |
1.3677 |
| Low |
1.3522 |
1.3512 |
-0.0010 |
-0.1% |
1.3502 |
| Close |
1.3528 |
1.3564 |
0.0036 |
0.3% |
1.3647 |
| Range |
0.0035 |
0.0060 |
0.0025 |
71.4% |
0.0175 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
230,773 |
209,557 |
-21,216 |
-9.2% |
1,187,584 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3729 |
1.3707 |
1.3597 |
|
| R3 |
1.3669 |
1.3647 |
1.3581 |
|
| R2 |
1.3609 |
1.3609 |
1.3575 |
|
| R1 |
1.3587 |
1.3587 |
1.3570 |
1.3598 |
| PP |
1.3549 |
1.3549 |
1.3549 |
1.3555 |
| S1 |
1.3527 |
1.3527 |
1.3559 |
1.3538 |
| S2 |
1.3489 |
1.3489 |
1.3553 |
|
| S3 |
1.3429 |
1.3467 |
1.3548 |
|
| S4 |
1.3369 |
1.3407 |
1.3531 |
|
|
| 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 |
1.3512 |
0.0165 |
1.2% |
0.0061 |
0.5% |
32% |
False |
True |
205,003 |
| 10 |
1.3677 |
1.3502 |
0.0175 |
1.3% |
0.0068 |
0.5% |
35% |
False |
False |
216,157 |
| 20 |
1.3734 |
1.3502 |
0.0232 |
1.7% |
0.0061 |
0.4% |
27% |
False |
False |
180,036 |
| 40 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0060 |
0.4% |
13% |
False |
False |
166,052 |
| 60 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0065 |
0.5% |
13% |
False |
False |
166,561 |
| 80 |
1.3993 |
1.3502 |
0.0491 |
3.6% |
0.0067 |
0.5% |
13% |
False |
False |
137,998 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
16% |
False |
False |
110,702 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
16% |
False |
False |
92,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3827 |
|
2.618 |
1.3729 |
|
1.618 |
1.3669 |
|
1.000 |
1.3632 |
|
0.618 |
1.3609 |
|
HIGH |
1.3572 |
|
0.618 |
1.3549 |
|
0.500 |
1.3542 |
|
0.382 |
1.3535 |
|
LOW |
1.3512 |
|
0.618 |
1.3475 |
|
1.000 |
1.3452 |
|
1.618 |
1.3415 |
|
2.618 |
1.3355 |
|
4.250 |
1.3257 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3557 |
1.3562 |
| PP |
1.3549 |
1.3559 |
| S1 |
1.3542 |
1.3557 |
|