CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3662 |
1.3719 |
0.0057 |
0.4% |
1.3753 |
| High |
1.3729 |
1.3719 |
-0.0010 |
-0.1% |
1.3753 |
| Low |
1.3650 |
1.3699 |
0.0049 |
0.4% |
1.3650 |
| Close |
1.3717 |
1.3699 |
-0.0018 |
-0.1% |
1.3699 |
| Range |
0.0079 |
0.0020 |
-0.0059 |
-74.7% |
0.0103 |
| ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
67 |
120 |
53 |
79.1% |
322 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3766 |
1.3752 |
1.3710 |
|
| R3 |
1.3746 |
1.3732 |
1.3705 |
|
| R2 |
1.3726 |
1.3726 |
1.3703 |
|
| R1 |
1.3712 |
1.3712 |
1.3701 |
1.3709 |
| PP |
1.3706 |
1.3706 |
1.3706 |
1.3704 |
| S1 |
1.3692 |
1.3692 |
1.3697 |
1.3689 |
| S2 |
1.3686 |
1.3686 |
1.3695 |
|
| S3 |
1.3666 |
1.3672 |
1.3694 |
|
| S4 |
1.3646 |
1.3652 |
1.3688 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3957 |
1.3756 |
|
| R3 |
1.3907 |
1.3854 |
1.3727 |
|
| R2 |
1.3804 |
1.3804 |
1.3718 |
|
| R1 |
1.3751 |
1.3751 |
1.3708 |
1.3726 |
| PP |
1.3701 |
1.3701 |
1.3701 |
1.3688 |
| S1 |
1.3648 |
1.3648 |
1.3690 |
1.3623 |
| S2 |
1.3598 |
1.3598 |
1.3680 |
|
| S3 |
1.3495 |
1.3545 |
1.3671 |
|
| S4 |
1.3392 |
1.3442 |
1.3642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3753 |
1.3650 |
0.0103 |
0.8% |
0.0037 |
0.3% |
48% |
False |
False |
64 |
| 10 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0046 |
0.3% |
15% |
False |
False |
61 |
| 20 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0040 |
0.3% |
15% |
False |
False |
38 |
| 40 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0037 |
0.3% |
15% |
False |
False |
34 |
| 60 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0033 |
0.2% |
15% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3771 |
|
1.618 |
1.3751 |
|
1.000 |
1.3739 |
|
0.618 |
1.3731 |
|
HIGH |
1.3719 |
|
0.618 |
1.3711 |
|
0.500 |
1.3709 |
|
0.382 |
1.3707 |
|
LOW |
1.3699 |
|
0.618 |
1.3687 |
|
1.000 |
1.3679 |
|
1.618 |
1.3667 |
|
2.618 |
1.3647 |
|
4.250 |
1.3614 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3709 |
1.3697 |
| PP |
1.3706 |
1.3695 |
| S1 |
1.3702 |
1.3693 |
|