CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3698 |
1.3685 |
-0.0013 |
-0.1% |
1.3755 |
| High |
1.3722 |
1.3687 |
-0.0035 |
-0.3% |
1.3773 |
| Low |
1.3632 |
1.3644 |
0.0012 |
0.1% |
1.3645 |
| Close |
1.3678 |
1.3650 |
-0.0028 |
-0.2% |
1.3697 |
| Range |
0.0090 |
0.0043 |
-0.0047 |
-52.2% |
0.0128 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
175,669 |
137,816 |
-37,853 |
-21.5% |
813,941 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3763 |
1.3674 |
|
| R3 |
1.3746 |
1.3720 |
1.3662 |
|
| R2 |
1.3703 |
1.3703 |
1.3658 |
|
| R1 |
1.3677 |
1.3677 |
1.3654 |
1.3669 |
| PP |
1.3660 |
1.3660 |
1.3660 |
1.3656 |
| S1 |
1.3634 |
1.3634 |
1.3646 |
1.3626 |
| S2 |
1.3617 |
1.3617 |
1.3642 |
|
| S3 |
1.3574 |
1.3591 |
1.3638 |
|
| S4 |
1.3531 |
1.3548 |
1.3626 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.4021 |
1.3767 |
|
| R3 |
1.3961 |
1.3893 |
1.3732 |
|
| R2 |
1.3833 |
1.3833 |
1.3720 |
|
| R1 |
1.3765 |
1.3765 |
1.3709 |
1.3735 |
| PP |
1.3705 |
1.3705 |
1.3705 |
1.3690 |
| S1 |
1.3637 |
1.3637 |
1.3685 |
1.3607 |
| S2 |
1.3577 |
1.3577 |
1.3674 |
|
| S3 |
1.3449 |
1.3509 |
1.3662 |
|
| S4 |
1.3321 |
1.3381 |
1.3627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3734 |
1.3632 |
0.0102 |
0.7% |
0.0050 |
0.4% |
18% |
False |
False |
132,402 |
| 10 |
1.3843 |
1.3632 |
0.0211 |
1.5% |
0.0058 |
0.4% |
9% |
False |
False |
158,952 |
| 20 |
1.3993 |
1.3632 |
0.0361 |
2.6% |
0.0062 |
0.5% |
5% |
False |
False |
161,802 |
| 40 |
1.3993 |
1.3632 |
0.0361 |
2.6% |
0.0062 |
0.5% |
5% |
False |
False |
154,256 |
| 60 |
1.3993 |
1.3632 |
0.0361 |
2.6% |
0.0068 |
0.5% |
5% |
False |
False |
138,651 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
33% |
False |
False |
104,517 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0070 |
0.5% |
33% |
False |
False |
83,688 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
33% |
False |
False |
69,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3870 |
|
2.618 |
1.3800 |
|
1.618 |
1.3757 |
|
1.000 |
1.3730 |
|
0.618 |
1.3714 |
|
HIGH |
1.3687 |
|
0.618 |
1.3671 |
|
0.500 |
1.3666 |
|
0.382 |
1.3660 |
|
LOW |
1.3644 |
|
0.618 |
1.3617 |
|
1.000 |
1.3601 |
|
1.618 |
1.3574 |
|
2.618 |
1.3531 |
|
4.250 |
1.3461 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3666 |
1.3677 |
| PP |
1.3660 |
1.3668 |
| S1 |
1.3655 |
1.3659 |
|