CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3633 |
1.3616 |
-0.0017 |
-0.1% |
1.3597 |
| High |
1.3645 |
1.3656 |
0.0011 |
0.1% |
1.3656 |
| Low |
1.3579 |
1.3611 |
0.0032 |
0.2% |
1.3577 |
| Close |
1.3611 |
1.3649 |
0.0038 |
0.3% |
1.3649 |
| Range |
0.0066 |
0.0045 |
-0.0021 |
-31.8% |
0.0079 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
176,878 |
118,127 |
-58,751 |
-33.2% |
704,885 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3774 |
1.3756 |
1.3674 |
|
| R3 |
1.3729 |
1.3711 |
1.3661 |
|
| R2 |
1.3684 |
1.3684 |
1.3657 |
|
| R1 |
1.3666 |
1.3666 |
1.3653 |
1.3675 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3643 |
| S1 |
1.3621 |
1.3621 |
1.3645 |
1.3630 |
| S2 |
1.3594 |
1.3594 |
1.3641 |
|
| S3 |
1.3549 |
1.3576 |
1.3637 |
|
| S4 |
1.3504 |
1.3531 |
1.3624 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3864 |
1.3836 |
1.3692 |
|
| R3 |
1.3785 |
1.3757 |
1.3671 |
|
| R2 |
1.3706 |
1.3706 |
1.3663 |
|
| R1 |
1.3678 |
1.3678 |
1.3656 |
1.3692 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3635 |
| S1 |
1.3599 |
1.3599 |
1.3642 |
1.3613 |
| S2 |
1.3548 |
1.3548 |
1.3635 |
|
| S3 |
1.3469 |
1.3520 |
1.3627 |
|
| S4 |
1.3390 |
1.3441 |
1.3606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3656 |
1.3577 |
0.0079 |
0.6% |
0.0050 |
0.4% |
91% |
True |
False |
140,977 |
| 10 |
1.3656 |
1.3517 |
0.0139 |
1.0% |
0.0059 |
0.4% |
95% |
True |
False |
140,241 |
| 20 |
1.3679 |
1.3505 |
0.0174 |
1.3% |
0.0064 |
0.5% |
83% |
False |
False |
102,199 |
| 40 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0060 |
0.4% |
30% |
False |
False |
52,319 |
| 60 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0058 |
0.4% |
30% |
False |
False |
35,073 |
| 80 |
1.3986 |
1.3505 |
0.0481 |
3.5% |
0.0061 |
0.4% |
30% |
False |
False |
26,375 |
| 100 |
1.3986 |
1.3490 |
0.0496 |
3.6% |
0.0057 |
0.4% |
32% |
False |
False |
21,120 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
32% |
False |
False |
17,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3847 |
|
2.618 |
1.3774 |
|
1.618 |
1.3729 |
|
1.000 |
1.3701 |
|
0.618 |
1.3684 |
|
HIGH |
1.3656 |
|
0.618 |
1.3639 |
|
0.500 |
1.3634 |
|
0.382 |
1.3628 |
|
LOW |
1.3611 |
|
0.618 |
1.3583 |
|
1.000 |
1.3566 |
|
1.618 |
1.3538 |
|
2.618 |
1.3493 |
|
4.250 |
1.3420 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3644 |
1.3639 |
| PP |
1.3639 |
1.3628 |
| S1 |
1.3634 |
1.3618 |
|