CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3610 |
1.3614 |
0.0004 |
0.0% |
1.3547 |
| High |
1.3636 |
1.3660 |
0.0024 |
0.2% |
1.3652 |
| Low |
1.3595 |
1.3612 |
0.0017 |
0.1% |
1.3525 |
| Close |
1.3611 |
1.3636 |
0.0025 |
0.2% |
1.3601 |
| Range |
0.0041 |
0.0048 |
0.0007 |
17.1% |
0.0127 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
275 |
223 |
-52 |
-18.9% |
1,449 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3780 |
1.3756 |
1.3662 |
|
| R3 |
1.3732 |
1.3708 |
1.3649 |
|
| R2 |
1.3684 |
1.3684 |
1.3645 |
|
| R1 |
1.3660 |
1.3660 |
1.3640 |
1.3672 |
| PP |
1.3636 |
1.3636 |
1.3636 |
1.3642 |
| S1 |
1.3612 |
1.3612 |
1.3632 |
1.3624 |
| S2 |
1.3588 |
1.3588 |
1.3627 |
|
| S3 |
1.3540 |
1.3564 |
1.3623 |
|
| S4 |
1.3492 |
1.3516 |
1.3610 |
|
|
| 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 |
1.3660 |
1.3574 |
0.0086 |
0.6% |
0.0048 |
0.4% |
72% |
True |
False |
322 |
| 10 |
1.3660 |
1.3518 |
0.0142 |
1.0% |
0.0051 |
0.4% |
83% |
True |
False |
360 |
| 20 |
1.3680 |
1.3510 |
0.0170 |
1.2% |
0.0053 |
0.4% |
74% |
False |
False |
288 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0049 |
0.4% |
27% |
False |
False |
299 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0043 |
0.3% |
27% |
False |
False |
206 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0039 |
0.3% |
27% |
False |
False |
159 |
| 100 |
1.3980 |
1.3496 |
0.0484 |
3.5% |
0.0037 |
0.3% |
29% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3864 |
|
2.618 |
1.3786 |
|
1.618 |
1.3738 |
|
1.000 |
1.3708 |
|
0.618 |
1.3690 |
|
HIGH |
1.3660 |
|
0.618 |
1.3642 |
|
0.500 |
1.3636 |
|
0.382 |
1.3630 |
|
LOW |
1.3612 |
|
0.618 |
1.3582 |
|
1.000 |
1.3564 |
|
1.618 |
1.3534 |
|
2.618 |
1.3486 |
|
4.250 |
1.3408 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3631 |
| PP |
1.3636 |
1.3627 |
| S1 |
1.3636 |
1.3622 |
|