CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3628 |
1.3596 |
-0.0032 |
-0.2% |
1.3547 |
| High |
1.3637 |
1.3618 |
-0.0019 |
-0.1% |
1.3652 |
| Low |
1.3574 |
1.3584 |
0.0010 |
0.1% |
1.3525 |
| Close |
1.3601 |
1.3612 |
0.0011 |
0.1% |
1.3601 |
| Range |
0.0063 |
0.0034 |
-0.0029 |
-46.0% |
0.0127 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
353 |
301 |
-52 |
-14.7% |
1,449 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3707 |
1.3693 |
1.3631 |
|
| R3 |
1.3673 |
1.3659 |
1.3621 |
|
| R2 |
1.3639 |
1.3639 |
1.3618 |
|
| R1 |
1.3625 |
1.3625 |
1.3615 |
1.3632 |
| PP |
1.3605 |
1.3605 |
1.3605 |
1.3608 |
| S1 |
1.3591 |
1.3591 |
1.3609 |
1.3598 |
| S2 |
1.3571 |
1.3571 |
1.3606 |
|
| S3 |
1.3537 |
1.3557 |
1.3603 |
|
| S4 |
1.3503 |
1.3523 |
1.3593 |
|
|
| 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 |
1.3550 |
0.0102 |
0.7% |
0.0049 |
0.4% |
61% |
False |
False |
271 |
| 10 |
1.3652 |
1.3518 |
0.0134 |
1.0% |
0.0051 |
0.4% |
70% |
False |
False |
354 |
| 20 |
1.3680 |
1.3510 |
0.0170 |
1.2% |
0.0054 |
0.4% |
60% |
False |
False |
328 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0048 |
0.4% |
22% |
False |
False |
287 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0042 |
0.3% |
22% |
False |
False |
201 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0038 |
0.3% |
22% |
False |
False |
154 |
| 100 |
1.3980 |
1.3493 |
0.0487 |
3.6% |
0.0037 |
0.3% |
24% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3707 |
|
1.618 |
1.3673 |
|
1.000 |
1.3652 |
|
0.618 |
1.3639 |
|
HIGH |
1.3618 |
|
0.618 |
1.3605 |
|
0.500 |
1.3601 |
|
0.382 |
1.3597 |
|
LOW |
1.3584 |
|
0.618 |
1.3563 |
|
1.000 |
1.3550 |
|
1.618 |
1.3529 |
|
2.618 |
1.3495 |
|
4.250 |
1.3440 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3608 |
1.3613 |
| PP |
1.3605 |
1.3613 |
| S1 |
1.3601 |
1.3612 |
|