CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3609 |
1.3611 |
0.0002 |
0.0% |
1.3618 |
| High |
1.3625 |
1.3650 |
0.0025 |
0.2% |
1.3670 |
| Low |
1.3599 |
1.3611 |
0.0012 |
0.1% |
1.3592 |
| Close |
1.3599 |
1.3627 |
0.0028 |
0.2% |
1.3637 |
| Range |
0.0026 |
0.0039 |
0.0013 |
50.0% |
0.0078 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
1.0% |
0.0000 |
| Volume |
41 |
24 |
-17 |
-41.5% |
1,725 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3726 |
1.3648 |
|
| R3 |
1.3707 |
1.3687 |
1.3638 |
|
| R2 |
1.3668 |
1.3668 |
1.3634 |
|
| R1 |
1.3648 |
1.3648 |
1.3631 |
1.3658 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3635 |
| S1 |
1.3609 |
1.3609 |
1.3623 |
1.3619 |
| S2 |
1.3590 |
1.3590 |
1.3620 |
|
| S3 |
1.3551 |
1.3570 |
1.3616 |
|
| S4 |
1.3512 |
1.3531 |
1.3606 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3830 |
1.3680 |
|
| R3 |
1.3789 |
1.3752 |
1.3658 |
|
| R2 |
1.3711 |
1.3711 |
1.3651 |
|
| R1 |
1.3674 |
1.3674 |
1.3644 |
1.3693 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3642 |
| S1 |
1.3596 |
1.3596 |
1.3630 |
1.3615 |
| S2 |
1.3555 |
1.3555 |
1.3623 |
|
| S3 |
1.3477 |
1.3518 |
1.3616 |
|
| S4 |
1.3399 |
1.3440 |
1.3594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3650 |
1.3592 |
0.0058 |
0.4% |
0.0036 |
0.3% |
60% |
True |
False |
140 |
| 10 |
1.3706 |
1.3592 |
0.0114 |
0.8% |
0.0039 |
0.3% |
31% |
False |
False |
597 |
| 20 |
1.3980 |
1.3592 |
0.0388 |
2.8% |
0.0044 |
0.3% |
9% |
False |
False |
329 |
| 40 |
1.3980 |
1.3592 |
0.0388 |
2.8% |
0.0037 |
0.3% |
9% |
False |
False |
173 |
| 60 |
1.3980 |
1.3592 |
0.0388 |
2.8% |
0.0036 |
0.3% |
9% |
False |
False |
124 |
| 80 |
1.3980 |
1.3567 |
0.0413 |
3.0% |
0.0033 |
0.2% |
15% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3816 |
|
2.618 |
1.3752 |
|
1.618 |
1.3713 |
|
1.000 |
1.3689 |
|
0.618 |
1.3674 |
|
HIGH |
1.3650 |
|
0.618 |
1.3635 |
|
0.500 |
1.3631 |
|
0.382 |
1.3626 |
|
LOW |
1.3611 |
|
0.618 |
1.3587 |
|
1.000 |
1.3572 |
|
1.618 |
1.3548 |
|
2.618 |
1.3509 |
|
4.250 |
1.3445 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3626 |
| PP |
1.3629 |
1.3625 |
| S1 |
1.3628 |
1.3625 |
|