CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3655 |
1.3623 |
-0.0032 |
-0.2% |
1.3697 |
| High |
1.3656 |
1.3668 |
0.0012 |
0.1% |
1.3734 |
| Low |
1.3614 |
1.3612 |
-0.0002 |
0.0% |
1.3614 |
| Close |
1.3626 |
1.3634 |
0.0008 |
0.1% |
1.3626 |
| Range |
0.0042 |
0.0056 |
0.0014 |
33.3% |
0.0120 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
121,505 |
153,882 |
32,377 |
26.6% |
665,297 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3806 |
1.3776 |
1.3665 |
|
| R3 |
1.3750 |
1.3720 |
1.3649 |
|
| R2 |
1.3694 |
1.3694 |
1.3644 |
|
| R1 |
1.3664 |
1.3664 |
1.3639 |
1.3679 |
| PP |
1.3638 |
1.3638 |
1.3638 |
1.3646 |
| S1 |
1.3608 |
1.3608 |
1.3629 |
1.3623 |
| S2 |
1.3582 |
1.3582 |
1.3624 |
|
| S3 |
1.3526 |
1.3552 |
1.3619 |
|
| S4 |
1.3470 |
1.3496 |
1.3603 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4018 |
1.3942 |
1.3692 |
|
| R3 |
1.3898 |
1.3822 |
1.3659 |
|
| R2 |
1.3778 |
1.3778 |
1.3648 |
|
| R1 |
1.3702 |
1.3702 |
1.3637 |
1.3680 |
| PP |
1.3658 |
1.3658 |
1.3658 |
1.3647 |
| S1 |
1.3582 |
1.3582 |
1.3615 |
1.3560 |
| S2 |
1.3538 |
1.3538 |
1.3604 |
|
| S3 |
1.3418 |
1.3462 |
1.3593 |
|
| S4 |
1.3298 |
1.3342 |
1.3560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3722 |
1.3612 |
0.0110 |
0.8% |
0.0053 |
0.4% |
20% |
False |
True |
140,113 |
| 10 |
1.3770 |
1.3612 |
0.0158 |
1.2% |
0.0055 |
0.4% |
14% |
False |
True |
153,168 |
| 20 |
1.3993 |
1.3612 |
0.0381 |
2.8% |
0.0063 |
0.5% |
6% |
False |
True |
163,176 |
| 40 |
1.3993 |
1.3612 |
0.0381 |
2.8% |
0.0061 |
0.4% |
6% |
False |
True |
152,515 |
| 60 |
1.3993 |
1.3612 |
0.0381 |
2.8% |
0.0066 |
0.5% |
6% |
False |
True |
143,091 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0068 |
0.5% |
30% |
False |
False |
107,841 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0070 |
0.5% |
30% |
False |
False |
86,437 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
30% |
False |
False |
72,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3906 |
|
2.618 |
1.3815 |
|
1.618 |
1.3759 |
|
1.000 |
1.3724 |
|
0.618 |
1.3703 |
|
HIGH |
1.3668 |
|
0.618 |
1.3647 |
|
0.500 |
1.3640 |
|
0.382 |
1.3633 |
|
LOW |
1.3612 |
|
0.618 |
1.3577 |
|
1.000 |
1.3556 |
|
1.618 |
1.3521 |
|
2.618 |
1.3465 |
|
4.250 |
1.3374 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3640 |
1.3650 |
| PP |
1.3638 |
1.3644 |
| S1 |
1.3636 |
1.3639 |
|