CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3548 |
1.3545 |
-0.0003 |
0.0% |
1.3609 |
| High |
1.3561 |
1.3575 |
0.0014 |
0.1% |
1.3680 |
| Low |
1.3526 |
1.3518 |
-0.0008 |
-0.1% |
1.3510 |
| Close |
1.3534 |
1.3573 |
0.0039 |
0.3% |
1.3653 |
| Range |
0.0035 |
0.0057 |
0.0022 |
62.9% |
0.0170 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
142 |
383 |
241 |
169.7% |
1,127 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3726 |
1.3707 |
1.3604 |
|
| R3 |
1.3669 |
1.3650 |
1.3589 |
|
| R2 |
1.3612 |
1.3612 |
1.3583 |
|
| R1 |
1.3593 |
1.3593 |
1.3578 |
1.3603 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3560 |
| S1 |
1.3536 |
1.3536 |
1.3568 |
1.3546 |
| S2 |
1.3498 |
1.3498 |
1.3563 |
|
| S3 |
1.3441 |
1.3479 |
1.3557 |
|
| S4 |
1.3384 |
1.3422 |
1.3542 |
|
|
| 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 |
1.3518 |
0.0162 |
1.2% |
0.0055 |
0.4% |
34% |
False |
True |
362 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0058 |
0.4% |
37% |
False |
False |
236 |
| 20 |
1.3735 |
1.3510 |
0.0225 |
1.7% |
0.0049 |
0.4% |
28% |
False |
False |
412 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0044 |
0.3% |
13% |
False |
False |
222 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0040 |
0.3% |
13% |
False |
False |
157 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0036 |
0.3% |
13% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3817 |
|
2.618 |
1.3724 |
|
1.618 |
1.3667 |
|
1.000 |
1.3632 |
|
0.618 |
1.3610 |
|
HIGH |
1.3575 |
|
0.618 |
1.3553 |
|
0.500 |
1.3547 |
|
0.382 |
1.3540 |
|
LOW |
1.3518 |
|
0.618 |
1.3483 |
|
1.000 |
1.3461 |
|
1.618 |
1.3426 |
|
2.618 |
1.3369 |
|
4.250 |
1.3276 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3564 |
1.3569 |
| PP |
1.3555 |
1.3564 |
| S1 |
1.3547 |
1.3560 |
|