CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3837 |
1.3754 |
-0.0083 |
-0.6% |
1.3870 |
| High |
1.3840 |
1.3771 |
-0.0069 |
-0.5% |
1.3986 |
| Low |
1.3744 |
1.3748 |
0.0004 |
0.0% |
1.3744 |
| Close |
1.3744 |
1.3753 |
0.0009 |
0.1% |
1.3744 |
| Range |
0.0096 |
0.0023 |
-0.0073 |
-76.0% |
0.0242 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
1,607 |
5,780 |
4,173 |
259.7% |
5,809 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3826 |
1.3813 |
1.3766 |
|
| R3 |
1.3803 |
1.3790 |
1.3759 |
|
| R2 |
1.3780 |
1.3780 |
1.3757 |
|
| R1 |
1.3767 |
1.3767 |
1.3755 |
1.3762 |
| PP |
1.3757 |
1.3757 |
1.3757 |
1.3755 |
| S1 |
1.3744 |
1.3744 |
1.3751 |
1.3739 |
| S2 |
1.3734 |
1.3734 |
1.3749 |
|
| S3 |
1.3711 |
1.3721 |
1.3747 |
|
| S4 |
1.3688 |
1.3698 |
1.3740 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4551 |
1.4389 |
1.3877 |
|
| R3 |
1.4309 |
1.4147 |
1.3811 |
|
| R2 |
1.4067 |
1.4067 |
1.3788 |
|
| R1 |
1.3905 |
1.3905 |
1.3766 |
1.3865 |
| PP |
1.3825 |
1.3825 |
1.3825 |
1.3805 |
| S1 |
1.3663 |
1.3663 |
1.3722 |
1.3623 |
| S2 |
1.3583 |
1.3583 |
1.3700 |
|
| S3 |
1.3341 |
1.3421 |
1.3677 |
|
| S4 |
1.3099 |
1.3179 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3986 |
1.3744 |
0.0242 |
1.8% |
0.0074 |
0.5% |
4% |
False |
False |
2,222 |
| 10 |
1.3986 |
1.3744 |
0.0242 |
1.8% |
0.0065 |
0.5% |
4% |
False |
False |
1,628 |
| 20 |
1.3986 |
1.3744 |
0.0242 |
1.8% |
0.0055 |
0.4% |
4% |
False |
False |
998 |
| 40 |
1.3986 |
1.3669 |
0.0317 |
2.3% |
0.0061 |
0.4% |
26% |
False |
False |
682 |
| 60 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0056 |
0.4% |
31% |
False |
False |
512 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
53% |
False |
False |
453 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0048 |
0.3% |
53% |
False |
False |
364 |
| 120 |
1.3986 |
1.3429 |
0.0557 |
4.1% |
0.0044 |
0.3% |
58% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3869 |
|
2.618 |
1.3831 |
|
1.618 |
1.3808 |
|
1.000 |
1.3794 |
|
0.618 |
1.3785 |
|
HIGH |
1.3771 |
|
0.618 |
1.3762 |
|
0.500 |
1.3760 |
|
0.382 |
1.3757 |
|
LOW |
1.3748 |
|
0.618 |
1.3734 |
|
1.000 |
1.3725 |
|
1.618 |
1.3711 |
|
2.618 |
1.3688 |
|
4.250 |
1.3650 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3760 |
1.3865 |
| PP |
1.3757 |
1.3828 |
| S1 |
1.3755 |
1.3790 |
|