CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3701 |
1.3712 |
0.0011 |
0.1% |
1.3873 |
| High |
1.3730 |
1.3731 |
0.0001 |
0.0% |
1.3993 |
| Low |
1.3697 |
1.3645 |
-0.0052 |
-0.4% |
1.3743 |
| Close |
1.3705 |
1.3714 |
0.0009 |
0.1% |
1.3745 |
| Range |
0.0033 |
0.0086 |
0.0053 |
160.6% |
0.0250 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.2% |
0.0000 |
| Volume |
146,960 |
232,853 |
85,893 |
58.4% |
967,537 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3955 |
1.3920 |
1.3761 |
|
| R3 |
1.3869 |
1.3834 |
1.3738 |
|
| R2 |
1.3783 |
1.3783 |
1.3730 |
|
| R1 |
1.3748 |
1.3748 |
1.3722 |
1.3766 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3705 |
| S1 |
1.3662 |
1.3662 |
1.3706 |
1.3680 |
| S2 |
1.3611 |
1.3611 |
1.3698 |
|
| S3 |
1.3525 |
1.3576 |
1.3690 |
|
| S4 |
1.3439 |
1.3490 |
1.3667 |
|
|
| 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 |
1.3843 |
1.3645 |
0.0198 |
1.4% |
0.0066 |
0.5% |
35% |
False |
True |
185,502 |
| 10 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0070 |
0.5% |
20% |
False |
True |
186,014 |
| 20 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0062 |
0.5% |
20% |
False |
True |
157,387 |
| 40 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0066 |
0.5% |
20% |
False |
True |
160,985 |
| 60 |
1.3993 |
1.3644 |
0.0349 |
2.5% |
0.0070 |
0.5% |
20% |
False |
False |
127,821 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
45% |
False |
False |
96,273 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
45% |
False |
False |
77,077 |
| 120 |
1.3993 |
1.3405 |
0.0588 |
4.3% |
0.0069 |
0.5% |
53% |
False |
False |
64,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4097 |
|
2.618 |
1.3956 |
|
1.618 |
1.3870 |
|
1.000 |
1.3817 |
|
0.618 |
1.3784 |
|
HIGH |
1.3731 |
|
0.618 |
1.3698 |
|
0.500 |
1.3688 |
|
0.382 |
1.3678 |
|
LOW |
1.3645 |
|
0.618 |
1.3592 |
|
1.000 |
1.3559 |
|
1.618 |
1.3506 |
|
2.618 |
1.3420 |
|
4.250 |
1.3280 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3705 |
1.3712 |
| PP |
1.3697 |
1.3710 |
| S1 |
1.3688 |
1.3708 |
|