CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3591 |
1.3611 |
0.0020 |
0.1% |
1.3544 |
| High |
1.3648 |
1.3638 |
-0.0010 |
-0.1% |
1.3648 |
| Low |
1.3563 |
1.3567 |
0.0004 |
0.0% |
1.3517 |
| Close |
1.3611 |
1.3596 |
-0.0015 |
-0.1% |
1.3596 |
| Range |
0.0085 |
0.0071 |
-0.0014 |
-16.5% |
0.0131 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
153,177 |
132,073 |
-21,104 |
-13.8% |
697,533 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3813 |
1.3776 |
1.3635 |
|
| R3 |
1.3742 |
1.3705 |
1.3616 |
|
| R2 |
1.3671 |
1.3671 |
1.3609 |
|
| R1 |
1.3634 |
1.3634 |
1.3603 |
1.3617 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3592 |
| S1 |
1.3563 |
1.3563 |
1.3589 |
1.3546 |
| S2 |
1.3529 |
1.3529 |
1.3583 |
|
| S3 |
1.3458 |
1.3492 |
1.3576 |
|
| S4 |
1.3387 |
1.3421 |
1.3557 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3980 |
1.3919 |
1.3668 |
|
| R3 |
1.3849 |
1.3788 |
1.3632 |
|
| R2 |
1.3718 |
1.3718 |
1.3620 |
|
| R1 |
1.3657 |
1.3657 |
1.3608 |
1.3688 |
| PP |
1.3587 |
1.3587 |
1.3587 |
1.3602 |
| S1 |
1.3526 |
1.3526 |
1.3584 |
1.3557 |
| S2 |
1.3456 |
1.3456 |
1.3572 |
|
| S3 |
1.3325 |
1.3395 |
1.3560 |
|
| S4 |
1.3194 |
1.3264 |
1.3524 |
|
|
| 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% |
0.0068 |
0.5% |
60% |
False |
False |
139,506 |
| 10 |
1.3670 |
1.3516 |
0.0154 |
1.1% |
0.0065 |
0.5% |
52% |
False |
False |
128,165 |
| 20 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0063 |
0.5% |
52% |
False |
False |
68,241 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
19% |
False |
False |
34,823 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
19% |
False |
False |
23,357 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
19% |
False |
False |
17,583 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0057 |
0.4% |
22% |
False |
False |
14,078 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0052 |
0.4% |
22% |
False |
False |
11,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3940 |
|
2.618 |
1.3824 |
|
1.618 |
1.3753 |
|
1.000 |
1.3709 |
|
0.618 |
1.3682 |
|
HIGH |
1.3638 |
|
0.618 |
1.3611 |
|
0.500 |
1.3603 |
|
0.382 |
1.3594 |
|
LOW |
1.3567 |
|
0.618 |
1.3523 |
|
1.000 |
1.3496 |
|
1.618 |
1.3452 |
|
2.618 |
1.3381 |
|
4.250 |
1.3265 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3603 |
1.3597 |
| PP |
1.3600 |
1.3597 |
| S1 |
1.3598 |
1.3596 |
|