CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3618 |
1.3622 |
0.0004 |
0.0% |
1.3719 |
| High |
1.3670 |
1.3631 |
-0.0039 |
-0.3% |
1.3735 |
| Low |
1.3613 |
1.3592 |
-0.0021 |
-0.2% |
1.3620 |
| Close |
1.3638 |
1.3596 |
-0.0042 |
-0.3% |
1.3629 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.6% |
0.0115 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,089 |
203 |
-886 |
-81.4% |
4,213 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3699 |
1.3617 |
|
| R3 |
1.3684 |
1.3660 |
1.3607 |
|
| R2 |
1.3645 |
1.3645 |
1.3603 |
|
| R1 |
1.3621 |
1.3621 |
1.3600 |
1.3614 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3603 |
| S1 |
1.3582 |
1.3582 |
1.3592 |
1.3575 |
| S2 |
1.3567 |
1.3567 |
1.3589 |
|
| S3 |
1.3528 |
1.3543 |
1.3585 |
|
| S4 |
1.3489 |
1.3504 |
1.3575 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4006 |
1.3933 |
1.3692 |
|
| R3 |
1.3891 |
1.3818 |
1.3661 |
|
| R2 |
1.3776 |
1.3776 |
1.3650 |
|
| R1 |
1.3703 |
1.3703 |
1.3640 |
1.3682 |
| PP |
1.3661 |
1.3661 |
1.3661 |
1.3651 |
| S1 |
1.3588 |
1.3588 |
1.3618 |
1.3567 |
| S2 |
1.3546 |
1.3546 |
1.3608 |
|
| S3 |
1.3431 |
1.3473 |
1.3597 |
|
| S4 |
1.3316 |
1.3358 |
1.3566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3706 |
1.3592 |
0.0114 |
0.8% |
0.0046 |
0.3% |
4% |
False |
True |
1,088 |
| 10 |
1.3735 |
1.3592 |
0.0143 |
1.1% |
0.0041 |
0.3% |
3% |
False |
True |
574 |
| 20 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0045 |
0.3% |
1% |
False |
True |
310 |
| 40 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0037 |
0.3% |
1% |
False |
True |
165 |
| 60 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0034 |
0.2% |
1% |
False |
True |
117 |
| 80 |
1.3980 |
1.3496 |
0.0484 |
3.6% |
0.0033 |
0.2% |
21% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3797 |
|
2.618 |
1.3733 |
|
1.618 |
1.3694 |
|
1.000 |
1.3670 |
|
0.618 |
1.3655 |
|
HIGH |
1.3631 |
|
0.618 |
1.3616 |
|
0.500 |
1.3612 |
|
0.382 |
1.3607 |
|
LOW |
1.3592 |
|
0.618 |
1.3568 |
|
1.000 |
1.3553 |
|
1.618 |
1.3529 |
|
2.618 |
1.3490 |
|
4.250 |
1.3426 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3631 |
| PP |
1.3606 |
1.3619 |
| S1 |
1.3601 |
1.3608 |
|