CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3639 |
1.3619 |
-0.0020 |
-0.1% |
1.3596 |
| High |
1.3647 |
1.3657 |
0.0010 |
0.1% |
1.3660 |
| Low |
1.3588 |
1.3619 |
0.0031 |
0.2% |
1.3584 |
| Close |
1.3616 |
1.3654 |
0.0038 |
0.3% |
1.3654 |
| Range |
0.0059 |
0.0038 |
-0.0021 |
-35.6% |
0.0076 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
393 |
323 |
-70 |
-17.8% |
1,515 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3744 |
1.3675 |
|
| R3 |
1.3719 |
1.3706 |
1.3664 |
|
| R2 |
1.3681 |
1.3681 |
1.3661 |
|
| R1 |
1.3668 |
1.3668 |
1.3657 |
1.3675 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3647 |
| S1 |
1.3630 |
1.3630 |
1.3651 |
1.3637 |
| S2 |
1.3605 |
1.3605 |
1.3647 |
|
| S3 |
1.3567 |
1.3592 |
1.3644 |
|
| S4 |
1.3529 |
1.3554 |
1.3633 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3861 |
1.3833 |
1.3696 |
|
| R3 |
1.3785 |
1.3757 |
1.3675 |
|
| R2 |
1.3709 |
1.3709 |
1.3668 |
|
| R1 |
1.3681 |
1.3681 |
1.3661 |
1.3695 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3640 |
| S1 |
1.3605 |
1.3605 |
1.3647 |
1.3619 |
| S2 |
1.3557 |
1.3557 |
1.3640 |
|
| S3 |
1.3481 |
1.3529 |
1.3633 |
|
| S4 |
1.3405 |
1.3453 |
1.3612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3660 |
1.3584 |
0.0076 |
0.6% |
0.0044 |
0.3% |
92% |
False |
False |
303 |
| 10 |
1.3660 |
1.3525 |
0.0135 |
1.0% |
0.0049 |
0.4% |
96% |
False |
False |
296 |
| 20 |
1.3680 |
1.3510 |
0.0170 |
1.2% |
0.0054 |
0.4% |
85% |
False |
False |
303 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0049 |
0.4% |
31% |
False |
False |
316 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0043 |
0.3% |
31% |
False |
False |
216 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0040 |
0.3% |
31% |
False |
False |
168 |
| 100 |
1.3980 |
1.3505 |
0.0475 |
3.5% |
0.0038 |
0.3% |
31% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3819 |
|
2.618 |
1.3756 |
|
1.618 |
1.3718 |
|
1.000 |
1.3695 |
|
0.618 |
1.3680 |
|
HIGH |
1.3657 |
|
0.618 |
1.3642 |
|
0.500 |
1.3638 |
|
0.382 |
1.3634 |
|
LOW |
1.3619 |
|
0.618 |
1.3596 |
|
1.000 |
1.3581 |
|
1.618 |
1.3558 |
|
2.618 |
1.3520 |
|
4.250 |
1.3458 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3649 |
1.3644 |
| PP |
1.3643 |
1.3634 |
| S1 |
1.3638 |
1.3624 |
|