CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3593 |
1.3606 |
0.0013 |
0.1% |
1.3618 |
| High |
1.3628 |
1.3643 |
0.0015 |
0.1% |
1.3670 |
| Low |
1.3593 |
1.3604 |
0.0011 |
0.1% |
1.3592 |
| Close |
1.3605 |
1.3637 |
0.0032 |
0.2% |
1.3637 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.4% |
0.0078 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
197 |
236 |
39 |
19.8% |
1,725 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3745 |
1.3730 |
1.3658 |
|
| R3 |
1.3706 |
1.3691 |
1.3648 |
|
| R2 |
1.3667 |
1.3667 |
1.3644 |
|
| R1 |
1.3652 |
1.3652 |
1.3641 |
1.3660 |
| PP |
1.3628 |
1.3628 |
1.3628 |
1.3632 |
| S1 |
1.3613 |
1.3613 |
1.3633 |
1.3621 |
| S2 |
1.3589 |
1.3589 |
1.3630 |
|
| S3 |
1.3550 |
1.3574 |
1.3626 |
|
| S4 |
1.3511 |
1.3535 |
1.3616 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3830 |
1.3680 |
|
| R3 |
1.3789 |
1.3752 |
1.3658 |
|
| R2 |
1.3711 |
1.3711 |
1.3651 |
|
| R1 |
1.3674 |
1.3674 |
1.3644 |
1.3693 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3642 |
| S1 |
1.3596 |
1.3596 |
1.3630 |
1.3615 |
| S2 |
1.3555 |
1.3555 |
1.3623 |
|
| S3 |
1.3477 |
1.3518 |
1.3616 |
|
| S4 |
1.3399 |
1.3440 |
1.3594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3670 |
1.3592 |
0.0078 |
0.6% |
0.0040 |
0.3% |
58% |
False |
False |
754 |
| 10 |
1.3735 |
1.3592 |
0.0143 |
1.0% |
0.0037 |
0.3% |
31% |
False |
False |
605 |
| 20 |
1.3980 |
1.3592 |
0.0388 |
2.8% |
0.0043 |
0.3% |
12% |
False |
False |
330 |
| 40 |
1.3980 |
1.3592 |
0.0388 |
2.8% |
0.0038 |
0.3% |
12% |
False |
False |
172 |
| 60 |
1.3980 |
1.3592 |
0.0388 |
2.8% |
0.0035 |
0.3% |
12% |
False |
False |
124 |
| 80 |
1.3980 |
1.3505 |
0.0475 |
3.5% |
0.0033 |
0.2% |
28% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3809 |
|
2.618 |
1.3745 |
|
1.618 |
1.3706 |
|
1.000 |
1.3682 |
|
0.618 |
1.3667 |
|
HIGH |
1.3643 |
|
0.618 |
1.3628 |
|
0.500 |
1.3624 |
|
0.382 |
1.3619 |
|
LOW |
1.3604 |
|
0.618 |
1.3580 |
|
1.000 |
1.3565 |
|
1.618 |
1.3541 |
|
2.618 |
1.3502 |
|
4.250 |
1.3438 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3633 |
1.3631 |
| PP |
1.3628 |
1.3624 |
| S1 |
1.3624 |
1.3618 |
|