CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3634 |
1.3594 |
-0.0040 |
-0.3% |
1.3696 |
| High |
1.3638 |
1.3625 |
-0.0013 |
-0.1% |
1.3734 |
| Low |
1.3587 |
1.3587 |
0.0000 |
0.0% |
1.3615 |
| Close |
1.3594 |
1.3602 |
0.0008 |
0.1% |
1.3627 |
| Range |
0.0051 |
0.0038 |
-0.0013 |
-25.5% |
0.0119 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
2,835 |
5,403 |
2,568 |
90.6% |
7,603 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3719 |
1.3698 |
1.3623 |
|
| R3 |
1.3681 |
1.3660 |
1.3612 |
|
| R2 |
1.3643 |
1.3643 |
1.3609 |
|
| R1 |
1.3622 |
1.3622 |
1.3605 |
1.3633 |
| PP |
1.3605 |
1.3605 |
1.3605 |
1.3610 |
| S1 |
1.3584 |
1.3584 |
1.3599 |
1.3595 |
| S2 |
1.3567 |
1.3567 |
1.3595 |
|
| S3 |
1.3529 |
1.3546 |
1.3592 |
|
| S4 |
1.3491 |
1.3508 |
1.3581 |
|
|
| 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 |
1.3687 |
1.3587 |
0.0100 |
0.7% |
0.0045 |
0.3% |
15% |
False |
True |
3,166 |
| 10 |
1.3734 |
1.3587 |
0.0147 |
1.1% |
0.0051 |
0.4% |
10% |
False |
True |
2,203 |
| 20 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0055 |
0.4% |
4% |
False |
True |
1,832 |
| 40 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0055 |
0.4% |
4% |
False |
True |
1,193 |
| 60 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0059 |
0.4% |
4% |
False |
True |
897 |
| 80 |
1.3986 |
1.3490 |
0.0496 |
3.6% |
0.0055 |
0.4% |
23% |
False |
False |
690 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0051 |
0.4% |
23% |
False |
False |
606 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0047 |
0.3% |
23% |
False |
False |
506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3787 |
|
2.618 |
1.3724 |
|
1.618 |
1.3686 |
|
1.000 |
1.3663 |
|
0.618 |
1.3648 |
|
HIGH |
1.3625 |
|
0.618 |
1.3610 |
|
0.500 |
1.3606 |
|
0.382 |
1.3602 |
|
LOW |
1.3587 |
|
0.618 |
1.3564 |
|
1.000 |
1.3549 |
|
1.618 |
1.3526 |
|
2.618 |
1.3488 |
|
4.250 |
1.3426 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3606 |
1.3628 |
| PP |
1.3605 |
1.3619 |
| S1 |
1.3603 |
1.3611 |
|