CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3667 |
1.3667 |
0.0000 |
0.0% |
1.3609 |
| High |
1.3680 |
1.3667 |
-0.0013 |
-0.1% |
1.3680 |
| Low |
1.3630 |
1.3590 |
-0.0040 |
-0.3% |
1.3510 |
| Close |
1.3653 |
1.3593 |
-0.0060 |
-0.4% |
1.3653 |
| Range |
0.0050 |
0.0077 |
0.0027 |
54.0% |
0.0170 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.3% |
0.0000 |
| Volume |
813 |
177 |
-636 |
-78.2% |
1,127 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3848 |
1.3797 |
1.3635 |
|
| R3 |
1.3771 |
1.3720 |
1.3614 |
|
| R2 |
1.3694 |
1.3694 |
1.3607 |
|
| R1 |
1.3643 |
1.3643 |
1.3600 |
1.3630 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3610 |
| S1 |
1.3566 |
1.3566 |
1.3586 |
1.3553 |
| S2 |
1.3540 |
1.3540 |
1.3579 |
|
| S3 |
1.3463 |
1.3489 |
1.3572 |
|
| S4 |
1.3386 |
1.3412 |
1.3551 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4059 |
1.3747 |
|
| R3 |
1.3954 |
1.3889 |
1.3700 |
|
| R2 |
1.3784 |
1.3784 |
1.3684 |
|
| R1 |
1.3719 |
1.3719 |
1.3669 |
1.3752 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3631 |
| S1 |
1.3549 |
1.3549 |
1.3637 |
1.3582 |
| S2 |
1.3444 |
1.3444 |
1.3622 |
|
| S3 |
1.3274 |
1.3379 |
1.3606 |
|
| S4 |
1.3104 |
1.3209 |
1.3560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0073 |
0.5% |
49% |
False |
False |
252 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0056 |
0.4% |
49% |
False |
False |
302 |
| 20 |
1.3753 |
1.3510 |
0.0243 |
1.8% |
0.0046 |
0.3% |
34% |
False |
False |
378 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
18% |
False |
False |
202 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0039 |
0.3% |
18% |
False |
False |
144 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0035 |
0.3% |
18% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3994 |
|
2.618 |
1.3869 |
|
1.618 |
1.3792 |
|
1.000 |
1.3744 |
|
0.618 |
1.3715 |
|
HIGH |
1.3667 |
|
0.618 |
1.3638 |
|
0.500 |
1.3629 |
|
0.382 |
1.3619 |
|
LOW |
1.3590 |
|
0.618 |
1.3542 |
|
1.000 |
1.3513 |
|
1.618 |
1.3465 |
|
2.618 |
1.3388 |
|
4.250 |
1.3263 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3629 |
1.3595 |
| PP |
1.3617 |
1.3594 |
| S1 |
1.3605 |
1.3594 |
|