CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3551 |
1.3591 |
0.0040 |
0.3% |
1.3649 |
| High |
1.3608 |
1.3648 |
0.0040 |
0.3% |
1.3670 |
| Low |
1.3546 |
1.3563 |
0.0017 |
0.1% |
1.3516 |
| Close |
1.3563 |
1.3611 |
0.0048 |
0.4% |
1.3538 |
| Range |
0.0062 |
0.0085 |
0.0023 |
37.1% |
0.0154 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.8% |
0.0000 |
| Volume |
168,189 |
153,177 |
-15,012 |
-8.9% |
584,119 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3862 |
1.3822 |
1.3658 |
|
| R3 |
1.3777 |
1.3737 |
1.3634 |
|
| R2 |
1.3692 |
1.3692 |
1.3627 |
|
| R1 |
1.3652 |
1.3652 |
1.3619 |
1.3672 |
| PP |
1.3607 |
1.3607 |
1.3607 |
1.3618 |
| S1 |
1.3567 |
1.3567 |
1.3603 |
1.3587 |
| S2 |
1.3522 |
1.3522 |
1.3595 |
|
| S3 |
1.3437 |
1.3482 |
1.3588 |
|
| S4 |
1.3352 |
1.3397 |
1.3564 |
|
|
| 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 |
1.3648 |
1.3517 |
0.0131 |
1.0% |
0.0065 |
0.5% |
72% |
True |
False |
144,222 |
| 10 |
1.3679 |
1.3516 |
0.0163 |
1.2% |
0.0063 |
0.5% |
58% |
False |
False |
116,660 |
| 20 |
1.3687 |
1.3505 |
0.0182 |
1.3% |
0.0062 |
0.5% |
58% |
False |
False |
61,785 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
22% |
False |
False |
31,542 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
22% |
False |
False |
21,169 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
22% |
False |
False |
15,933 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0056 |
0.4% |
25% |
False |
False |
12,758 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0052 |
0.4% |
25% |
False |
False |
10,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4009 |
|
2.618 |
1.3871 |
|
1.618 |
1.3786 |
|
1.000 |
1.3733 |
|
0.618 |
1.3701 |
|
HIGH |
1.3648 |
|
0.618 |
1.3616 |
|
0.500 |
1.3606 |
|
0.382 |
1.3595 |
|
LOW |
1.3563 |
|
0.618 |
1.3510 |
|
1.000 |
1.3478 |
|
1.618 |
1.3425 |
|
2.618 |
1.3340 |
|
4.250 |
1.3202 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3609 |
1.3606 |
| PP |
1.3607 |
1.3600 |
| S1 |
1.3606 |
1.3595 |
|