CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3611 |
1.3597 |
-0.0014 |
-0.1% |
1.3544 |
| High |
1.3638 |
1.3617 |
-0.0021 |
-0.2% |
1.3648 |
| Low |
1.3567 |
1.3577 |
0.0010 |
0.1% |
1.3517 |
| Close |
1.3596 |
1.3607 |
0.0011 |
0.1% |
1.3596 |
| Range |
0.0071 |
0.0040 |
-0.0031 |
-43.7% |
0.0131 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
132,073 |
102,386 |
-29,687 |
-22.5% |
697,533 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3704 |
1.3629 |
|
| R3 |
1.3680 |
1.3664 |
1.3618 |
|
| R2 |
1.3640 |
1.3640 |
1.3614 |
|
| R1 |
1.3624 |
1.3624 |
1.3611 |
1.3632 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3605 |
| S1 |
1.3584 |
1.3584 |
1.3603 |
1.3592 |
| S2 |
1.3560 |
1.3560 |
1.3600 |
|
| S3 |
1.3520 |
1.3544 |
1.3596 |
|
| S4 |
1.3480 |
1.3504 |
1.3585 |
|
|
| 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 |
1.3541 |
0.0107 |
0.8% |
0.0062 |
0.5% |
62% |
False |
False |
133,690 |
| 10 |
1.3648 |
1.3516 |
0.0132 |
1.0% |
0.0060 |
0.4% |
69% |
False |
False |
133,098 |
| 20 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0063 |
0.5% |
59% |
False |
False |
73,269 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
21% |
False |
False |
37,376 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0059 |
0.4% |
21% |
False |
False |
25,054 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
21% |
False |
False |
18,862 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0057 |
0.4% |
24% |
False |
False |
15,102 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0052 |
0.4% |
24% |
False |
False |
12,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3787 |
|
2.618 |
1.3722 |
|
1.618 |
1.3682 |
|
1.000 |
1.3657 |
|
0.618 |
1.3642 |
|
HIGH |
1.3617 |
|
0.618 |
1.3602 |
|
0.500 |
1.3597 |
|
0.382 |
1.3592 |
|
LOW |
1.3577 |
|
0.618 |
1.3552 |
|
1.000 |
1.3537 |
|
1.618 |
1.3512 |
|
2.618 |
1.3472 |
|
4.250 |
1.3407 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3604 |
1.3607 |
| PP |
1.3600 |
1.3606 |
| S1 |
1.3597 |
1.3606 |
|