CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3596 |
1.3548 |
-0.0048 |
-0.4% |
1.3609 |
| High |
1.3602 |
1.3561 |
-0.0041 |
-0.3% |
1.3680 |
| Low |
1.3545 |
1.3526 |
-0.0019 |
-0.1% |
1.3510 |
| Close |
1.3549 |
1.3534 |
-0.0015 |
-0.1% |
1.3653 |
| Range |
0.0057 |
0.0035 |
-0.0022 |
-38.6% |
0.0170 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
298 |
142 |
-156 |
-52.3% |
1,127 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3625 |
1.3553 |
|
| R3 |
1.3610 |
1.3590 |
1.3544 |
|
| R2 |
1.3575 |
1.3575 |
1.3540 |
|
| R1 |
1.3555 |
1.3555 |
1.3537 |
1.3548 |
| PP |
1.3540 |
1.3540 |
1.3540 |
1.3537 |
| S1 |
1.3520 |
1.3520 |
1.3531 |
1.3513 |
| S2 |
1.3505 |
1.3505 |
1.3528 |
|
| S3 |
1.3470 |
1.3485 |
1.3524 |
|
| S4 |
1.3435 |
1.3450 |
1.3515 |
|
|
| 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% |
0.0076 |
0.6% |
14% |
False |
False |
318 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0056 |
0.4% |
14% |
False |
False |
217 |
| 20 |
1.3735 |
1.3510 |
0.0225 |
1.7% |
0.0048 |
0.4% |
11% |
False |
False |
396 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0043 |
0.3% |
5% |
False |
False |
213 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0039 |
0.3% |
5% |
False |
False |
151 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0036 |
0.3% |
5% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3710 |
|
2.618 |
1.3653 |
|
1.618 |
1.3618 |
|
1.000 |
1.3596 |
|
0.618 |
1.3583 |
|
HIGH |
1.3561 |
|
0.618 |
1.3548 |
|
0.500 |
1.3544 |
|
0.382 |
1.3539 |
|
LOW |
1.3526 |
|
0.618 |
1.3504 |
|
1.000 |
1.3491 |
|
1.618 |
1.3469 |
|
2.618 |
1.3434 |
|
4.250 |
1.3377 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3544 |
1.3597 |
| PP |
1.3540 |
1.3576 |
| S1 |
1.3537 |
1.3555 |
|