CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3534 |
1.3555 |
0.0021 |
0.2% |
1.3649 |
| High |
1.3576 |
1.3583 |
0.0007 |
0.1% |
1.3670 |
| Low |
1.3516 |
1.3525 |
0.0009 |
0.1% |
1.3516 |
| Close |
1.3568 |
1.3538 |
-0.0030 |
-0.2% |
1.3538 |
| Range |
0.0060 |
0.0058 |
-0.0002 |
-3.3% |
0.0154 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
136,916 |
155,653 |
18,737 |
13.7% |
584,119 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3688 |
1.3570 |
|
| R3 |
1.3665 |
1.3630 |
1.3554 |
|
| R2 |
1.3607 |
1.3607 |
1.3549 |
|
| R1 |
1.3572 |
1.3572 |
1.3543 |
1.3561 |
| PP |
1.3549 |
1.3549 |
1.3549 |
1.3543 |
| S1 |
1.3514 |
1.3514 |
1.3533 |
1.3503 |
| S2 |
1.3491 |
1.3491 |
1.3527 |
|
| S3 |
1.3433 |
1.3456 |
1.3522 |
|
| S4 |
1.3375 |
1.3398 |
1.3506 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.3941 |
1.3623 |
|
| R3 |
1.3883 |
1.3787 |
1.3580 |
|
| R2 |
1.3729 |
1.3729 |
1.3566 |
|
| R1 |
1.3633 |
1.3633 |
1.3552 |
1.3604 |
| PP |
1.3575 |
1.3575 |
1.3575 |
1.3560 |
| S1 |
1.3479 |
1.3479 |
1.3524 |
1.3450 |
| S2 |
1.3421 |
1.3421 |
1.3510 |
|
| S3 |
1.3267 |
1.3325 |
1.3496 |
|
| S4 |
1.3113 |
1.3171 |
1.3453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3670 |
1.3516 |
0.0154 |
1.1% |
0.0062 |
0.5% |
14% |
False |
False |
116,823 |
| 10 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0069 |
0.5% |
19% |
False |
False |
64,158 |
| 20 |
1.3734 |
1.3505 |
0.0229 |
1.7% |
0.0058 |
0.4% |
14% |
False |
False |
33,769 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0058 |
0.4% |
7% |
False |
False |
17,429 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0059 |
0.4% |
7% |
False |
False |
11,760 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.6% |
0.0059 |
0.4% |
7% |
False |
False |
8,866 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
10% |
False |
False |
7,149 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0050 |
0.4% |
10% |
False |
False |
5,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3830 |
|
2.618 |
1.3735 |
|
1.618 |
1.3677 |
|
1.000 |
1.3641 |
|
0.618 |
1.3619 |
|
HIGH |
1.3583 |
|
0.618 |
1.3561 |
|
0.500 |
1.3554 |
|
0.382 |
1.3547 |
|
LOW |
1.3525 |
|
0.618 |
1.3489 |
|
1.000 |
1.3467 |
|
1.618 |
1.3431 |
|
2.618 |
1.3373 |
|
4.250 |
1.3279 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3554 |
1.3550 |
| PP |
1.3549 |
1.3546 |
| S1 |
1.3543 |
1.3542 |
|