CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3597 |
1.3628 |
0.0031 |
0.2% |
1.3547 |
| High |
1.3652 |
1.3637 |
-0.0015 |
-0.1% |
1.3652 |
| Low |
1.3597 |
1.3574 |
-0.0023 |
-0.2% |
1.3525 |
| Close |
1.3616 |
1.3601 |
-0.0015 |
-0.1% |
1.3601 |
| Range |
0.0055 |
0.0063 |
0.0008 |
14.5% |
0.0127 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
0.9% |
0.0000 |
| Volume |
458 |
353 |
-105 |
-22.9% |
1,449 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3793 |
1.3760 |
1.3636 |
|
| R3 |
1.3730 |
1.3697 |
1.3618 |
|
| R2 |
1.3667 |
1.3667 |
1.3613 |
|
| R1 |
1.3634 |
1.3634 |
1.3607 |
1.3619 |
| PP |
1.3604 |
1.3604 |
1.3604 |
1.3597 |
| S1 |
1.3571 |
1.3571 |
1.3595 |
1.3556 |
| S2 |
1.3541 |
1.3541 |
1.3589 |
|
| S3 |
1.3478 |
1.3508 |
1.3584 |
|
| S4 |
1.3415 |
1.3445 |
1.3566 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3974 |
1.3914 |
1.3671 |
|
| R3 |
1.3847 |
1.3787 |
1.3636 |
|
| R2 |
1.3720 |
1.3720 |
1.3624 |
|
| R1 |
1.3660 |
1.3660 |
1.3613 |
1.3690 |
| PP |
1.3593 |
1.3593 |
1.3593 |
1.3608 |
| S1 |
1.3533 |
1.3533 |
1.3589 |
1.3563 |
| S2 |
1.3466 |
1.3466 |
1.3578 |
|
| S3 |
1.3339 |
1.3406 |
1.3566 |
|
| S4 |
1.3212 |
1.3279 |
1.3531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3652 |
1.3525 |
0.0127 |
0.9% |
0.0054 |
0.4% |
60% |
False |
False |
289 |
| 10 |
1.3667 |
1.3518 |
0.0149 |
1.1% |
0.0055 |
0.4% |
56% |
False |
False |
341 |
| 20 |
1.3680 |
1.3510 |
0.0170 |
1.2% |
0.0053 |
0.4% |
54% |
False |
False |
415 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0048 |
0.4% |
19% |
False |
False |
279 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
19% |
False |
False |
196 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0038 |
0.3% |
19% |
False |
False |
150 |
| 100 |
1.3980 |
1.3493 |
0.0487 |
3.6% |
0.0037 |
0.3% |
22% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3905 |
|
2.618 |
1.3802 |
|
1.618 |
1.3739 |
|
1.000 |
1.3700 |
|
0.618 |
1.3676 |
|
HIGH |
1.3637 |
|
0.618 |
1.3613 |
|
0.500 |
1.3606 |
|
0.382 |
1.3598 |
|
LOW |
1.3574 |
|
0.618 |
1.3535 |
|
1.000 |
1.3511 |
|
1.618 |
1.3472 |
|
2.618 |
1.3409 |
|
4.250 |
1.3306 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3606 |
1.3607 |
| PP |
1.3604 |
1.3605 |
| S1 |
1.3603 |
1.3603 |
|