CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3611 |
1.3621 |
0.0010 |
0.1% |
1.3618 |
| High |
1.3650 |
1.3636 |
-0.0014 |
-0.1% |
1.3670 |
| Low |
1.3611 |
1.3602 |
-0.0009 |
-0.1% |
1.3592 |
| Close |
1.3627 |
1.3604 |
-0.0023 |
-0.2% |
1.3637 |
| Range |
0.0039 |
0.0034 |
-0.0005 |
-12.8% |
0.0078 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
24 |
87 |
63 |
262.5% |
1,725 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3716 |
1.3694 |
1.3623 |
|
| R3 |
1.3682 |
1.3660 |
1.3613 |
|
| R2 |
1.3648 |
1.3648 |
1.3610 |
|
| R1 |
1.3626 |
1.3626 |
1.3607 |
1.3620 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3611 |
| S1 |
1.3592 |
1.3592 |
1.3601 |
1.3586 |
| S2 |
1.3580 |
1.3580 |
1.3598 |
|
| S3 |
1.3546 |
1.3558 |
1.3595 |
|
| S4 |
1.3512 |
1.3524 |
1.3585 |
|
|
| 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 |
1.3593 |
0.0057 |
0.4% |
0.0035 |
0.3% |
19% |
False |
False |
117 |
| 10 |
1.3706 |
1.3592 |
0.0114 |
0.8% |
0.0040 |
0.3% |
11% |
False |
False |
602 |
| 20 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0043 |
0.3% |
3% |
False |
False |
332 |
| 40 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0037 |
0.3% |
3% |
False |
False |
174 |
| 60 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0036 |
0.3% |
3% |
False |
False |
125 |
| 80 |
1.3980 |
1.3567 |
0.0413 |
3.0% |
0.0033 |
0.2% |
9% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3781 |
|
2.618 |
1.3725 |
|
1.618 |
1.3691 |
|
1.000 |
1.3670 |
|
0.618 |
1.3657 |
|
HIGH |
1.3636 |
|
0.618 |
1.3623 |
|
0.500 |
1.3619 |
|
0.382 |
1.3615 |
|
LOW |
1.3602 |
|
0.618 |
1.3581 |
|
1.000 |
1.3568 |
|
1.618 |
1.3547 |
|
2.618 |
1.3513 |
|
4.250 |
1.3458 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3619 |
1.3625 |
| PP |
1.3614 |
1.3618 |
| S1 |
1.3609 |
1.3611 |
|