CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3619 |
1.3655 |
0.0036 |
0.3% |
1.3596 |
| High |
1.3657 |
1.3704 |
0.0047 |
0.3% |
1.3660 |
| Low |
1.3619 |
1.3652 |
0.0033 |
0.2% |
1.3584 |
| Close |
1.3654 |
1.3703 |
0.0049 |
0.4% |
1.3654 |
| Range |
0.0038 |
0.0052 |
0.0014 |
36.8% |
0.0076 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
323 |
269 |
-54 |
-16.7% |
1,515 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3842 |
1.3825 |
1.3732 |
|
| R3 |
1.3790 |
1.3773 |
1.3717 |
|
| R2 |
1.3738 |
1.3738 |
1.3713 |
|
| R1 |
1.3721 |
1.3721 |
1.3708 |
1.3730 |
| PP |
1.3686 |
1.3686 |
1.3686 |
1.3691 |
| S1 |
1.3669 |
1.3669 |
1.3698 |
1.3678 |
| S2 |
1.3634 |
1.3634 |
1.3693 |
|
| S3 |
1.3582 |
1.3617 |
1.3689 |
|
| S4 |
1.3530 |
1.3565 |
1.3674 |
|
|
| 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 |
1.3704 |
1.3588 |
0.0116 |
0.8% |
0.0048 |
0.3% |
99% |
True |
False |
296 |
| 10 |
1.3704 |
1.3550 |
0.0154 |
1.1% |
0.0048 |
0.4% |
99% |
True |
False |
283 |
| 20 |
1.3704 |
1.3510 |
0.0194 |
1.4% |
0.0056 |
0.4% |
99% |
True |
False |
314 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0049 |
0.4% |
41% |
False |
False |
322 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0043 |
0.3% |
41% |
False |
False |
220 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0040 |
0.3% |
41% |
False |
False |
172 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0038 |
0.3% |
41% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3925 |
|
2.618 |
1.3840 |
|
1.618 |
1.3788 |
|
1.000 |
1.3756 |
|
0.618 |
1.3736 |
|
HIGH |
1.3704 |
|
0.618 |
1.3684 |
|
0.500 |
1.3678 |
|
0.382 |
1.3672 |
|
LOW |
1.3652 |
|
0.618 |
1.3620 |
|
1.000 |
1.3600 |
|
1.618 |
1.3568 |
|
2.618 |
1.3516 |
|
4.250 |
1.3431 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3695 |
1.3684 |
| PP |
1.3686 |
1.3665 |
| S1 |
1.3678 |
1.3646 |
|