CME Euro FX (E) Future September 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 |
1.3656 |
1.3625 |
-0.0031 |
-0.2% |
1.3696 |
| High |
1.3656 |
1.3668 |
0.0012 |
0.1% |
1.3734 |
| Low |
1.3615 |
1.3614 |
-0.0001 |
0.0% |
1.3615 |
| Close |
1.3627 |
1.3635 |
0.0008 |
0.1% |
1.3627 |
| Range |
0.0041 |
0.0054 |
0.0013 |
31.7% |
0.0119 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,819 |
2,832 |
1,013 |
55.7% |
7,603 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3772 |
1.3665 |
|
| R3 |
1.3747 |
1.3718 |
1.3650 |
|
| R2 |
1.3693 |
1.3693 |
1.3645 |
|
| R1 |
1.3664 |
1.3664 |
1.3640 |
1.3679 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3646 |
| S1 |
1.3610 |
1.3610 |
1.3630 |
1.3625 |
| S2 |
1.3585 |
1.3585 |
1.3625 |
|
| S3 |
1.3531 |
1.3556 |
1.3620 |
|
| S4 |
1.3477 |
1.3502 |
1.3605 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4016 |
1.3940 |
1.3692 |
|
| R3 |
1.3897 |
1.3821 |
1.3660 |
|
| R2 |
1.3778 |
1.3778 |
1.3649 |
|
| R1 |
1.3702 |
1.3702 |
1.3638 |
1.3681 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3648 |
| S1 |
1.3583 |
1.3583 |
1.3616 |
1.3562 |
| S2 |
1.3540 |
1.3540 |
1.3605 |
|
| S3 |
1.3421 |
1.3464 |
1.3594 |
|
| S4 |
1.3302 |
1.3345 |
1.3562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3721 |
1.3614 |
0.0107 |
0.8% |
0.0052 |
0.4% |
20% |
False |
True |
1,848 |
| 10 |
1.3767 |
1.3614 |
0.0153 |
1.1% |
0.0053 |
0.4% |
14% |
False |
True |
1,602 |
| 20 |
1.3986 |
1.3614 |
0.0372 |
2.7% |
0.0059 |
0.4% |
6% |
False |
True |
1,615 |
| 40 |
1.3986 |
1.3614 |
0.0372 |
2.7% |
0.0056 |
0.4% |
6% |
False |
True |
1,002 |
| 60 |
1.3986 |
1.3614 |
0.0372 |
2.7% |
0.0059 |
0.4% |
6% |
False |
True |
773 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
30% |
False |
False |
595 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0051 |
0.4% |
30% |
False |
False |
524 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0047 |
0.3% |
30% |
False |
False |
437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3898 |
|
2.618 |
1.3809 |
|
1.618 |
1.3755 |
|
1.000 |
1.3722 |
|
0.618 |
1.3701 |
|
HIGH |
1.3668 |
|
0.618 |
1.3647 |
|
0.500 |
1.3641 |
|
0.382 |
1.3635 |
|
LOW |
1.3614 |
|
0.618 |
1.3581 |
|
1.000 |
1.3560 |
|
1.618 |
1.3527 |
|
2.618 |
1.3473 |
|
4.250 |
1.3385 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3641 |
1.3651 |
| PP |
1.3639 |
1.3645 |
| S1 |
1.3637 |
1.3640 |
|