CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3719 |
1.3699 |
-0.0020 |
-0.1% |
1.3753 |
| High |
1.3735 |
1.3703 |
-0.0032 |
-0.2% |
1.3753 |
| Low |
1.3708 |
1.3682 |
-0.0026 |
-0.2% |
1.3650 |
| Close |
1.3713 |
1.3698 |
-0.0015 |
-0.1% |
1.3699 |
| Range |
0.0027 |
0.0021 |
-0.0006 |
-22.2% |
0.0103 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
32 |
33 |
1 |
3.1% |
322 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3749 |
1.3710 |
|
| R3 |
1.3736 |
1.3728 |
1.3704 |
|
| R2 |
1.3715 |
1.3715 |
1.3702 |
|
| R1 |
1.3707 |
1.3707 |
1.3700 |
1.3701 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3691 |
| S1 |
1.3686 |
1.3686 |
1.3696 |
1.3680 |
| S2 |
1.3673 |
1.3673 |
1.3694 |
|
| S3 |
1.3652 |
1.3665 |
1.3692 |
|
| S4 |
1.3631 |
1.3644 |
1.3686 |
|
|
| 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 |
1.3735 |
1.3650 |
0.0085 |
0.6% |
0.0035 |
0.3% |
56% |
False |
False |
61 |
| 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% |
0.0042 |
0.3% |
15% |
False |
False |
40 |
| 40 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0036 |
0.3% |
15% |
False |
False |
35 |
| 60 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0032 |
0.2% |
15% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3792 |
|
2.618 |
1.3758 |
|
1.618 |
1.3737 |
|
1.000 |
1.3724 |
|
0.618 |
1.3716 |
|
HIGH |
1.3703 |
|
0.618 |
1.3695 |
|
0.500 |
1.3693 |
|
0.382 |
1.3690 |
|
LOW |
1.3682 |
|
0.618 |
1.3669 |
|
1.000 |
1.3661 |
|
1.618 |
1.3648 |
|
2.618 |
1.3627 |
|
4.250 |
1.3593 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3696 |
1.3709 |
| PP |
1.3694 |
1.3705 |
| S1 |
1.3693 |
1.3702 |
|