CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3750 |
1.3707 |
-0.0043 |
-0.3% |
1.3870 |
| High |
1.3752 |
1.3735 |
-0.0017 |
-0.1% |
1.3980 |
| Low |
1.3695 |
1.3705 |
0.0010 |
0.1% |
1.3744 |
| Close |
1.3697 |
1.3706 |
0.0009 |
0.1% |
1.3744 |
| Range |
0.0057 |
0.0030 |
-0.0027 |
-47.4% |
0.0236 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
41 |
53 |
12 |
29.3% |
297 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3805 |
1.3786 |
1.3723 |
|
| R3 |
1.3775 |
1.3756 |
1.3714 |
|
| R2 |
1.3745 |
1.3745 |
1.3712 |
|
| R1 |
1.3726 |
1.3726 |
1.3709 |
1.3721 |
| PP |
1.3715 |
1.3715 |
1.3715 |
1.3713 |
| S1 |
1.3696 |
1.3696 |
1.3703 |
1.3691 |
| S2 |
1.3685 |
1.3685 |
1.3701 |
|
| S3 |
1.3655 |
1.3666 |
1.3698 |
|
| S4 |
1.3625 |
1.3636 |
1.3690 |
|
|
| 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% |
0.0062 |
0.5% |
4% |
False |
False |
67 |
| 10 |
1.3980 |
1.3695 |
0.0285 |
2.1% |
0.0044 |
0.3% |
4% |
False |
False |
50 |
| 20 |
1.3980 |
1.3695 |
0.0285 |
2.1% |
0.0039 |
0.3% |
4% |
False |
False |
32 |
| 40 |
1.3980 |
1.3689 |
0.0291 |
2.1% |
0.0036 |
0.3% |
6% |
False |
False |
30 |
| 60 |
1.3980 |
1.3688 |
0.0292 |
2.1% |
0.0032 |
0.2% |
6% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3814 |
|
1.618 |
1.3784 |
|
1.000 |
1.3765 |
|
0.618 |
1.3754 |
|
HIGH |
1.3735 |
|
0.618 |
1.3724 |
|
0.500 |
1.3720 |
|
0.382 |
1.3716 |
|
LOW |
1.3705 |
|
0.618 |
1.3686 |
|
1.000 |
1.3675 |
|
1.618 |
1.3656 |
|
2.618 |
1.3626 |
|
4.250 |
1.3578 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3720 |
1.3724 |
| PP |
1.3715 |
1.3718 |
| S1 |
1.3711 |
1.3712 |
|