CME Euro FX (E) Future September 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 |
1.3547 |
1.3534 |
-0.0013 |
-0.1% |
1.3634 |
| High |
1.3559 |
1.3576 |
0.0017 |
0.1% |
1.3679 |
| Low |
1.3523 |
1.3516 |
-0.0007 |
-0.1% |
1.3505 |
| Close |
1.3530 |
1.3568 |
0.0038 |
0.3% |
1.3649 |
| Range |
0.0036 |
0.0060 |
0.0024 |
66.7% |
0.0174 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
139,176 |
136,916 |
-2,260 |
-1.6% |
57,461 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3711 |
1.3601 |
|
| R3 |
1.3673 |
1.3651 |
1.3585 |
|
| R2 |
1.3613 |
1.3613 |
1.3579 |
|
| R1 |
1.3591 |
1.3591 |
1.3574 |
1.3602 |
| PP |
1.3553 |
1.3553 |
1.3553 |
1.3559 |
| S1 |
1.3531 |
1.3531 |
1.3563 |
1.3542 |
| S2 |
1.3493 |
1.3493 |
1.3557 |
|
| S3 |
1.3433 |
1.3471 |
1.3552 |
|
| S4 |
1.3373 |
1.3411 |
1.3535 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4133 |
1.4065 |
1.3745 |
|
| R3 |
1.3959 |
1.3891 |
1.3697 |
|
| R2 |
1.3785 |
1.3785 |
1.3681 |
|
| R1 |
1.3717 |
1.3717 |
1.3665 |
1.3751 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3628 |
| S1 |
1.3543 |
1.3543 |
1.3633 |
1.3577 |
| S2 |
1.3437 |
1.3437 |
1.3617 |
|
| S3 |
1.3263 |
1.3369 |
1.3601 |
|
| S4 |
1.3089 |
1.3195 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3679 |
1.3516 |
0.0163 |
1.2% |
0.0061 |
0.5% |
32% |
False |
True |
89,097 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0068 |
0.5% |
36% |
False |
False |
49,875 |
| 20 |
1.3734 |
1.3505 |
0.0229 |
1.7% |
0.0060 |
0.4% |
28% |
False |
False |
26,039 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0057 |
0.4% |
13% |
False |
False |
13,547 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
13% |
False |
False |
9,167 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
13% |
False |
False |
6,921 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
16% |
False |
False |
5,593 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0050 |
0.4% |
16% |
False |
False |
4,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3831 |
|
2.618 |
1.3733 |
|
1.618 |
1.3673 |
|
1.000 |
1.3636 |
|
0.618 |
1.3613 |
|
HIGH |
1.3576 |
|
0.618 |
1.3553 |
|
0.500 |
1.3546 |
|
0.382 |
1.3539 |
|
LOW |
1.3516 |
|
0.618 |
1.3479 |
|
1.000 |
1.3456 |
|
1.618 |
1.3419 |
|
2.618 |
1.3359 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3561 |
1.3565 |
| PP |
1.3553 |
1.3562 |
| S1 |
1.3546 |
1.3560 |
|