CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3757 |
1.3701 |
-0.0056 |
-0.4% |
1.3873 |
| High |
1.3770 |
1.3730 |
-0.0040 |
-0.3% |
1.3993 |
| Low |
1.3687 |
1.3697 |
0.0010 |
0.1% |
1.3743 |
| Close |
1.3697 |
1.3705 |
0.0008 |
0.1% |
1.3745 |
| Range |
0.0083 |
0.0033 |
-0.0050 |
-60.2% |
0.0250 |
| ATR |
0.0068 |
0.0066 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
214,470 |
146,960 |
-67,510 |
-31.5% |
967,537 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3790 |
1.3723 |
|
| R3 |
1.3777 |
1.3757 |
1.3714 |
|
| R2 |
1.3744 |
1.3744 |
1.3711 |
|
| R1 |
1.3724 |
1.3724 |
1.3708 |
1.3734 |
| PP |
1.3711 |
1.3711 |
1.3711 |
1.3716 |
| S1 |
1.3691 |
1.3691 |
1.3702 |
1.3701 |
| S2 |
1.3678 |
1.3678 |
1.3699 |
|
| S3 |
1.3645 |
1.3658 |
1.3696 |
|
| S4 |
1.3612 |
1.3625 |
1.3687 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4577 |
1.4411 |
1.3883 |
|
| R3 |
1.4327 |
1.4161 |
1.3814 |
|
| R2 |
1.4077 |
1.4077 |
1.3791 |
|
| R1 |
1.3911 |
1.3911 |
1.3768 |
1.3869 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3806 |
| S1 |
1.3661 |
1.3661 |
1.3722 |
1.3619 |
| S2 |
1.3577 |
1.3577 |
1.3699 |
|
| S3 |
1.3327 |
1.3411 |
1.3676 |
|
| S4 |
1.3077 |
1.3161 |
1.3608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3993 |
1.3687 |
0.0306 |
2.2% |
0.0081 |
0.6% |
6% |
False |
False |
210,408 |
| 10 |
1.3993 |
1.3687 |
0.0306 |
2.2% |
0.0064 |
0.5% |
6% |
False |
False |
168,643 |
| 20 |
1.3993 |
1.3687 |
0.0306 |
2.2% |
0.0060 |
0.4% |
6% |
False |
False |
152,068 |
| 40 |
1.3993 |
1.3669 |
0.0324 |
2.4% |
0.0067 |
0.5% |
11% |
False |
False |
159,824 |
| 60 |
1.3993 |
1.3644 |
0.0349 |
2.5% |
0.0069 |
0.5% |
17% |
False |
False |
123,985 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
44% |
False |
False |
93,368 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
44% |
False |
False |
74,751 |
| 120 |
1.3993 |
1.3405 |
0.0588 |
4.3% |
0.0069 |
0.5% |
51% |
False |
False |
62,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3870 |
|
2.618 |
1.3816 |
|
1.618 |
1.3783 |
|
1.000 |
1.3763 |
|
0.618 |
1.3750 |
|
HIGH |
1.3730 |
|
0.618 |
1.3717 |
|
0.500 |
1.3714 |
|
0.382 |
1.3710 |
|
LOW |
1.3697 |
|
0.618 |
1.3677 |
|
1.000 |
1.3664 |
|
1.618 |
1.3644 |
|
2.618 |
1.3611 |
|
4.250 |
1.3557 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3714 |
1.3730 |
| PP |
1.3711 |
1.3722 |
| S1 |
1.3708 |
1.3713 |
|