CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3839 |
1.3755 |
-0.0084 |
-0.6% |
1.3873 |
| High |
1.3843 |
1.3773 |
-0.0070 |
-0.5% |
1.3993 |
| Low |
1.3743 |
1.3745 |
0.0002 |
0.0% |
1.3743 |
| Close |
1.3745 |
1.3754 |
0.0009 |
0.1% |
1.3745 |
| Range |
0.0100 |
0.0028 |
-0.0072 |
-72.0% |
0.0250 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
231,790 |
101,439 |
-130,351 |
-56.2% |
967,537 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3841 |
1.3826 |
1.3769 |
|
| R3 |
1.3813 |
1.3798 |
1.3762 |
|
| R2 |
1.3785 |
1.3785 |
1.3759 |
|
| R1 |
1.3770 |
1.3770 |
1.3757 |
1.3764 |
| PP |
1.3757 |
1.3757 |
1.3757 |
1.3754 |
| S1 |
1.3742 |
1.3742 |
1.3751 |
1.3736 |
| S2 |
1.3729 |
1.3729 |
1.3749 |
|
| S3 |
1.3701 |
1.3714 |
1.3746 |
|
| S4 |
1.3673 |
1.3686 |
1.3739 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4577 |
1.4411 |
1.3883 |
|
| R3 |
1.4327 |
1.4161 |
1.3814 |
|
| R2 |
1.4077 |
1.4077 |
1.3791 |
|
| R1 |
1.3911 |
1.3911 |
1.3768 |
1.3869 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3806 |
| S1 |
1.3661 |
1.3661 |
1.3722 |
1.3619 |
| S2 |
1.3577 |
1.3577 |
1.3699 |
|
| S3 |
1.3327 |
1.3411 |
1.3676 |
|
| S4 |
1.3077 |
1.3161 |
1.3608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3993 |
1.3743 |
0.0250 |
1.8% |
0.0080 |
0.6% |
4% |
False |
False |
197,838 |
| 10 |
1.3993 |
1.3743 |
0.0250 |
1.8% |
0.0070 |
0.5% |
4% |
False |
False |
173,184 |
| 20 |
1.3993 |
1.3743 |
0.0250 |
1.8% |
0.0060 |
0.4% |
4% |
False |
False |
147,064 |
| 40 |
1.3993 |
1.3669 |
0.0324 |
2.4% |
0.0067 |
0.5% |
26% |
False |
False |
158,098 |
| 60 |
1.3993 |
1.3644 |
0.0349 |
2.5% |
0.0069 |
0.5% |
32% |
False |
False |
117,992 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
53% |
False |
False |
88,864 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0072 |
0.5% |
53% |
False |
False |
71,140 |
| 120 |
1.3993 |
1.3405 |
0.0588 |
4.3% |
0.0069 |
0.5% |
59% |
False |
False |
59,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3892 |
|
2.618 |
1.3846 |
|
1.618 |
1.3818 |
|
1.000 |
1.3801 |
|
0.618 |
1.3790 |
|
HIGH |
1.3773 |
|
0.618 |
1.3762 |
|
0.500 |
1.3759 |
|
0.382 |
1.3756 |
|
LOW |
1.3745 |
|
0.618 |
1.3728 |
|
1.000 |
1.3717 |
|
1.618 |
1.3700 |
|
2.618 |
1.3672 |
|
4.250 |
1.3626 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3759 |
1.3868 |
| PP |
1.3757 |
1.3830 |
| S1 |
1.3756 |
1.3792 |
|