CME Euro FX (E) Future September 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 |
1.3697 |
1.3685 |
-0.0012 |
-0.1% |
1.3754 |
| High |
1.3721 |
1.3687 |
-0.0034 |
-0.2% |
1.3771 |
| Low |
1.3633 |
1.3645 |
0.0012 |
0.1% |
1.3648 |
| Close |
1.3678 |
1.3650 |
-0.0028 |
-0.2% |
1.3698 |
| Range |
0.0088 |
0.0042 |
-0.0046 |
-52.3% |
0.0123 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
963 |
2,942 |
1,979 |
205.5% |
11,365 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3760 |
1.3673 |
|
| R3 |
1.3745 |
1.3718 |
1.3662 |
|
| R2 |
1.3703 |
1.3703 |
1.3658 |
|
| R1 |
1.3676 |
1.3676 |
1.3654 |
1.3669 |
| PP |
1.3661 |
1.3661 |
1.3661 |
1.3657 |
| S1 |
1.3634 |
1.3634 |
1.3646 |
1.3627 |
| S2 |
1.3619 |
1.3619 |
1.3642 |
|
| S3 |
1.3577 |
1.3592 |
1.3638 |
|
| S4 |
1.3535 |
1.3550 |
1.3627 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4075 |
1.4009 |
1.3766 |
|
| R3 |
1.3952 |
1.3886 |
1.3732 |
|
| R2 |
1.3829 |
1.3829 |
1.3721 |
|
| R1 |
1.3763 |
1.3763 |
1.3709 |
1.3735 |
| PP |
1.3706 |
1.3706 |
1.3706 |
1.3691 |
| S1 |
1.3640 |
1.3640 |
1.3687 |
1.3612 |
| S2 |
1.3583 |
1.3583 |
1.3675 |
|
| S3 |
1.3460 |
1.3517 |
1.3664 |
|
| S4 |
1.3337 |
1.3394 |
1.3630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3734 |
1.3633 |
0.0101 |
0.7% |
0.0049 |
0.4% |
17% |
False |
False |
1,620 |
| 10 |
1.3840 |
1.3633 |
0.0207 |
1.5% |
0.0056 |
0.4% |
8% |
False |
False |
1,875 |
| 20 |
1.3986 |
1.3633 |
0.0353 |
2.6% |
0.0058 |
0.4% |
5% |
False |
False |
1,405 |
| 40 |
1.3986 |
1.3633 |
0.0353 |
2.6% |
0.0057 |
0.4% |
5% |
False |
False |
915 |
| 60 |
1.3986 |
1.3633 |
0.0353 |
2.6% |
0.0060 |
0.4% |
5% |
False |
False |
697 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0055 |
0.4% |
33% |
False |
False |
538 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0050 |
0.4% |
33% |
False |
False |
477 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0047 |
0.3% |
33% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3866 |
|
2.618 |
1.3797 |
|
1.618 |
1.3755 |
|
1.000 |
1.3729 |
|
0.618 |
1.3713 |
|
HIGH |
1.3687 |
|
0.618 |
1.3671 |
|
0.500 |
1.3666 |
|
0.382 |
1.3661 |
|
LOW |
1.3645 |
|
0.618 |
1.3619 |
|
1.000 |
1.3603 |
|
1.618 |
1.3577 |
|
2.618 |
1.3535 |
|
4.250 |
1.3467 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3666 |
1.3677 |
| PP |
1.3661 |
1.3668 |
| S1 |
1.3655 |
1.3659 |
|