CME Euro FX (E) Future December 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 |
1.3829 |
1.3753 |
-0.0076 |
-0.5% |
1.3870 |
High |
1.3833 |
1.3753 |
-0.0080 |
-0.6% |
1.3980 |
Low |
1.3744 |
1.3753 |
0.0009 |
0.1% |
1.3744 |
Close |
1.3744 |
1.3753 |
0.0009 |
0.1% |
1.3744 |
Range |
0.0089 |
0.0000 |
-0.0089 |
-100.0% |
0.0236 |
ATR |
0.0052 |
0.0049 |
-0.0003 |
-5.9% |
0.0000 |
Volume |
198 |
41 |
-157 |
-79.3% |
297 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3753 |
1.3753 |
1.3753 |
|
R3 |
1.3753 |
1.3753 |
1.3753 |
|
R2 |
1.3753 |
1.3753 |
1.3753 |
|
R1 |
1.3753 |
1.3753 |
1.3753 |
1.3753 |
PP |
1.3753 |
1.3753 |
1.3753 |
1.3753 |
S1 |
1.3753 |
1.3753 |
1.3753 |
1.3753 |
S2 |
1.3753 |
1.3753 |
1.3753 |
|
S3 |
1.3753 |
1.3753 |
1.3753 |
|
S4 |
1.3753 |
1.3753 |
1.3753 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4531 |
1.4373 |
1.3874 |
|
R3 |
1.4295 |
1.4137 |
1.3809 |
|
R2 |
1.4059 |
1.4059 |
1.3787 |
|
R1 |
1.3901 |
1.3901 |
1.3766 |
1.3862 |
PP |
1.3823 |
1.3823 |
1.3823 |
1.3803 |
S1 |
1.3665 |
1.3665 |
1.3722 |
1.3626 |
S2 |
1.3587 |
1.3587 |
1.3701 |
|
S3 |
1.3351 |
1.3429 |
1.3679 |
|
S4 |
1.3115 |
1.3193 |
1.3614 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3980 |
1.3744 |
0.0236 |
1.7% |
0.0053 |
0.4% |
4% |
False |
False |
61 |
10 |
1.3980 |
1.3744 |
0.0236 |
1.7% |
0.0049 |
0.4% |
4% |
False |
False |
41 |
20 |
1.3980 |
1.3744 |
0.0236 |
1.7% |
0.0036 |
0.3% |
4% |
False |
False |
28 |
40 |
1.3980 |
1.3689 |
0.0291 |
2.1% |
0.0035 |
0.3% |
22% |
False |
False |
28 |
60 |
1.3980 |
1.3688 |
0.0292 |
2.1% |
0.0031 |
0.2% |
22% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3753 |
2.618 |
1.3753 |
1.618 |
1.3753 |
1.000 |
1.3753 |
0.618 |
1.3753 |
HIGH |
1.3753 |
0.618 |
1.3753 |
0.500 |
1.3753 |
0.382 |
1.3753 |
LOW |
1.3753 |
0.618 |
1.3753 |
1.000 |
1.3753 |
1.618 |
1.3753 |
2.618 |
1.3753 |
4.250 |
1.3753 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3753 |
1.3862 |
PP |
1.3753 |
1.3826 |
S1 |
1.3753 |
1.3789 |
|