CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3545 |
1.3555 |
0.0010 |
0.1% |
1.3667 |
| High |
1.3575 |
1.3590 |
0.0015 |
0.1% |
1.3667 |
| Low |
1.3518 |
1.3533 |
0.0015 |
0.1% |
1.3518 |
| Close |
1.3573 |
1.3544 |
-0.0029 |
-0.2% |
1.3544 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0149 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
383 |
969 |
586 |
153.0% |
1,969 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3692 |
1.3575 |
|
| R3 |
1.3670 |
1.3635 |
1.3560 |
|
| R2 |
1.3613 |
1.3613 |
1.3554 |
|
| R1 |
1.3578 |
1.3578 |
1.3549 |
1.3567 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3550 |
| S1 |
1.3521 |
1.3521 |
1.3539 |
1.3510 |
| S2 |
1.3499 |
1.3499 |
1.3534 |
|
| S3 |
1.3442 |
1.3464 |
1.3528 |
|
| S4 |
1.3385 |
1.3407 |
1.3513 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3933 |
1.3626 |
|
| R3 |
1.3874 |
1.3784 |
1.3585 |
|
| R2 |
1.3725 |
1.3725 |
1.3571 |
|
| R1 |
1.3635 |
1.3635 |
1.3558 |
1.3606 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3562 |
| S1 |
1.3486 |
1.3486 |
1.3530 |
1.3457 |
| S2 |
1.3427 |
1.3427 |
1.3517 |
|
| S3 |
1.3278 |
1.3337 |
1.3503 |
|
| S4 |
1.3129 |
1.3188 |
1.3462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3667 |
1.3518 |
0.0149 |
1.1% |
0.0057 |
0.4% |
17% |
False |
False |
393 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0060 |
0.4% |
20% |
False |
False |
309 |
| 20 |
1.3735 |
1.3510 |
0.0225 |
1.7% |
0.0048 |
0.4% |
15% |
False |
False |
457 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0045 |
0.3% |
7% |
False |
False |
245 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0041 |
0.3% |
7% |
False |
False |
173 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0037 |
0.3% |
7% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3832 |
|
2.618 |
1.3739 |
|
1.618 |
1.3682 |
|
1.000 |
1.3647 |
|
0.618 |
1.3625 |
|
HIGH |
1.3590 |
|
0.618 |
1.3568 |
|
0.500 |
1.3562 |
|
0.382 |
1.3555 |
|
LOW |
1.3533 |
|
0.618 |
1.3498 |
|
1.000 |
1.3476 |
|
1.618 |
1.3441 |
|
2.618 |
1.3384 |
|
4.250 |
1.3291 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3562 |
1.3554 |
| PP |
1.3556 |
1.3551 |
| S1 |
1.3550 |
1.3547 |
|