CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.3753 |
1.3750 |
-0.0003 |
0.0% |
1.3870 |
High |
1.3753 |
1.3752 |
-0.0001 |
0.0% |
1.3980 |
Low |
1.3753 |
1.3695 |
-0.0058 |
-0.4% |
1.3744 |
Close |
1.3753 |
1.3697 |
-0.0056 |
-0.4% |
1.3744 |
Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0236 |
ATR |
0.0049 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
Volume |
41 |
41 |
0 |
0.0% |
297 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3886 |
1.3848 |
1.3728 |
|
R3 |
1.3829 |
1.3791 |
1.3713 |
|
R2 |
1.3772 |
1.3772 |
1.3707 |
|
R1 |
1.3734 |
1.3734 |
1.3702 |
1.3725 |
PP |
1.3715 |
1.3715 |
1.3715 |
1.3710 |
S1 |
1.3677 |
1.3677 |
1.3692 |
1.3668 |
S2 |
1.3658 |
1.3658 |
1.3687 |
|
S3 |
1.3601 |
1.3620 |
1.3681 |
|
S4 |
1.3544 |
1.3563 |
1.3666 |
|
|
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 |
1.3695 |
0.0285 |
2.1% |
0.0057 |
0.4% |
1% |
False |
True |
62 |
10 |
1.3980 |
1.3695 |
0.0285 |
2.1% |
0.0050 |
0.4% |
1% |
False |
True |
45 |
20 |
1.3980 |
1.3695 |
0.0285 |
2.1% |
0.0038 |
0.3% |
1% |
False |
True |
30 |
40 |
1.3980 |
1.3689 |
0.0291 |
2.1% |
0.0035 |
0.3% |
3% |
False |
False |
29 |
60 |
1.3980 |
1.3688 |
0.0292 |
2.1% |
0.0032 |
0.2% |
3% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3994 |
2.618 |
1.3901 |
1.618 |
1.3844 |
1.000 |
1.3809 |
0.618 |
1.3787 |
HIGH |
1.3752 |
0.618 |
1.3730 |
0.500 |
1.3724 |
0.382 |
1.3717 |
LOW |
1.3695 |
0.618 |
1.3660 |
1.000 |
1.3638 |
1.618 |
1.3603 |
2.618 |
1.3546 |
4.250 |
1.3453 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3724 |
1.3764 |
PP |
1.3715 |
1.3742 |
S1 |
1.3706 |
1.3719 |
|