CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3594 |
1.3602 |
0.0008 |
0.1% |
1.3625 |
| High |
1.3625 |
1.3650 |
0.0025 |
0.2% |
1.3668 |
| Low |
1.3587 |
1.3599 |
0.0012 |
0.1% |
1.3587 |
| Close |
1.3602 |
1.3635 |
0.0033 |
0.2% |
1.3635 |
| Range |
0.0038 |
0.0051 |
0.0013 |
34.2% |
0.0081 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
5,403 |
12,829 |
7,426 |
137.4% |
23,899 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3781 |
1.3759 |
1.3663 |
|
| R3 |
1.3730 |
1.3708 |
1.3649 |
|
| R2 |
1.3679 |
1.3679 |
1.3644 |
|
| R1 |
1.3657 |
1.3657 |
1.3640 |
1.3668 |
| PP |
1.3628 |
1.3628 |
1.3628 |
1.3634 |
| S1 |
1.3606 |
1.3606 |
1.3630 |
1.3617 |
| S2 |
1.3577 |
1.3577 |
1.3626 |
|
| S3 |
1.3526 |
1.3555 |
1.3621 |
|
| S4 |
1.3475 |
1.3504 |
1.3607 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3835 |
1.3680 |
|
| R3 |
1.3792 |
1.3754 |
1.3657 |
|
| R2 |
1.3711 |
1.3711 |
1.3650 |
|
| R1 |
1.3673 |
1.3673 |
1.3642 |
1.3692 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3640 |
| S1 |
1.3592 |
1.3592 |
1.3628 |
1.3611 |
| S2 |
1.3549 |
1.3549 |
1.3620 |
|
| S3 |
1.3468 |
1.3511 |
1.3613 |
|
| S4 |
1.3387 |
1.3430 |
1.3590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3668 |
1.3587 |
0.0081 |
0.6% |
0.0047 |
0.3% |
59% |
False |
False |
5,143 |
| 10 |
1.3734 |
1.3587 |
0.0147 |
1.1% |
0.0048 |
0.4% |
33% |
False |
False |
3,381 |
| 20 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0056 |
0.4% |
12% |
False |
False |
2,439 |
| 40 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0055 |
0.4% |
12% |
False |
False |
1,510 |
| 60 |
1.3986 |
1.3587 |
0.0399 |
2.9% |
0.0060 |
0.4% |
12% |
False |
False |
1,101 |
| 80 |
1.3986 |
1.3490 |
0.0496 |
3.6% |
0.0055 |
0.4% |
29% |
False |
False |
850 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0052 |
0.4% |
30% |
False |
False |
734 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0047 |
0.3% |
30% |
False |
False |
613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3867 |
|
2.618 |
1.3784 |
|
1.618 |
1.3733 |
|
1.000 |
1.3701 |
|
0.618 |
1.3682 |
|
HIGH |
1.3650 |
|
0.618 |
1.3631 |
|
0.500 |
1.3625 |
|
0.382 |
1.3618 |
|
LOW |
1.3599 |
|
0.618 |
1.3567 |
|
1.000 |
1.3548 |
|
1.618 |
1.3516 |
|
2.618 |
1.3465 |
|
4.250 |
1.3382 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3632 |
1.3630 |
| PP |
1.3628 |
1.3624 |
| S1 |
1.3625 |
1.3619 |
|