CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3598 |
1.3629 |
0.0031 |
0.2% |
1.3625 |
| High |
1.3649 |
1.3642 |
-0.0007 |
-0.1% |
1.3668 |
| Low |
1.3587 |
1.3598 |
0.0011 |
0.1% |
1.3587 |
| Close |
1.3624 |
1.3600 |
-0.0024 |
-0.2% |
1.3635 |
| Range |
0.0062 |
0.0044 |
-0.0018 |
-29.0% |
0.0081 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
5,701 |
5,896 |
195 |
3.4% |
23,899 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3745 |
1.3717 |
1.3624 |
|
| R3 |
1.3701 |
1.3673 |
1.3612 |
|
| R2 |
1.3657 |
1.3657 |
1.3608 |
|
| R1 |
1.3629 |
1.3629 |
1.3604 |
1.3621 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3610 |
| S1 |
1.3585 |
1.3585 |
1.3596 |
1.3577 |
| S2 |
1.3569 |
1.3569 |
1.3592 |
|
| S3 |
1.3525 |
1.3541 |
1.3588 |
|
| S4 |
1.3481 |
1.3497 |
1.3576 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3835 |
1.3680 |
|
| R3 |
1.3792 |
1.3754 |
1.3657 |
|
| R2 |
1.3711 |
1.3711 |
1.3650 |
|
| R1 |
1.3673 |
1.3673 |
1.3642 |
1.3692 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3640 |
| S1 |
1.3592 |
1.3592 |
1.3628 |
1.3611 |
| S2 |
1.3549 |
1.3549 |
1.3620 |
|
| S3 |
1.3468 |
1.3511 |
1.3613 |
|
| S4 |
1.3387 |
1.3430 |
1.3590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3650 |
1.3587 |
0.0063 |
0.5% |
0.0049 |
0.4% |
21% |
False |
False |
7,465 |
| 10 |
1.3721 |
1.3587 |
0.0134 |
1.0% |
0.0052 |
0.4% |
10% |
False |
False |
4,871 |
| 20 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0056 |
0.4% |
3% |
False |
False |
3,356 |
| 40 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0054 |
0.4% |
3% |
False |
False |
1,954 |
| 60 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0058 |
0.4% |
3% |
False |
False |
1,402 |
| 80 |
1.3986 |
1.3568 |
0.0418 |
3.1% |
0.0054 |
0.4% |
8% |
False |
False |
1,087 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0052 |
0.4% |
22% |
False |
False |
925 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0047 |
0.3% |
22% |
False |
False |
772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3757 |
|
1.618 |
1.3713 |
|
1.000 |
1.3686 |
|
0.618 |
1.3669 |
|
HIGH |
1.3642 |
|
0.618 |
1.3625 |
|
0.500 |
1.3620 |
|
0.382 |
1.3615 |
|
LOW |
1.3598 |
|
0.618 |
1.3571 |
|
1.000 |
1.3554 |
|
1.618 |
1.3527 |
|
2.618 |
1.3483 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3620 |
1.3618 |
| PP |
1.3613 |
1.3612 |
| S1 |
1.3607 |
1.3606 |
|