CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3712 |
1.3709 |
-0.0003 |
0.0% |
1.3755 |
| High |
1.3731 |
1.3726 |
-0.0005 |
0.0% |
1.3773 |
| Low |
1.3645 |
1.3684 |
0.0039 |
0.3% |
1.3645 |
| Close |
1.3714 |
1.3697 |
-0.0017 |
-0.1% |
1.3697 |
| Range |
0.0086 |
0.0042 |
-0.0044 |
-51.2% |
0.0128 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
232,853 |
118,219 |
-114,634 |
-49.2% |
813,941 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3828 |
1.3805 |
1.3720 |
|
| R3 |
1.3786 |
1.3763 |
1.3709 |
|
| R2 |
1.3744 |
1.3744 |
1.3705 |
|
| R1 |
1.3721 |
1.3721 |
1.3701 |
1.3712 |
| PP |
1.3702 |
1.3702 |
1.3702 |
1.3698 |
| S1 |
1.3679 |
1.3679 |
1.3693 |
1.3670 |
| S2 |
1.3660 |
1.3660 |
1.3689 |
|
| S3 |
1.3618 |
1.3637 |
1.3685 |
|
| S4 |
1.3576 |
1.3595 |
1.3674 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.4021 |
1.3767 |
|
| R3 |
1.3961 |
1.3893 |
1.3732 |
|
| R2 |
1.3833 |
1.3833 |
1.3720 |
|
| R1 |
1.3765 |
1.3765 |
1.3709 |
1.3735 |
| PP |
1.3705 |
1.3705 |
1.3705 |
1.3690 |
| S1 |
1.3637 |
1.3637 |
1.3685 |
1.3607 |
| S2 |
1.3577 |
1.3577 |
1.3674 |
|
| S3 |
1.3449 |
1.3509 |
1.3662 |
|
| S4 |
1.3321 |
1.3381 |
1.3627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3773 |
1.3645 |
0.0128 |
0.9% |
0.0054 |
0.4% |
41% |
False |
False |
162,788 |
| 10 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0066 |
0.5% |
15% |
False |
False |
178,147 |
| 20 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0062 |
0.5% |
15% |
False |
False |
157,819 |
| 40 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0064 |
0.5% |
15% |
False |
False |
158,709 |
| 60 |
1.3993 |
1.3644 |
0.0349 |
2.5% |
0.0069 |
0.5% |
15% |
False |
False |
129,774 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
42% |
False |
False |
97,744 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
42% |
False |
False |
78,256 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
42% |
False |
False |
65,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3905 |
|
2.618 |
1.3836 |
|
1.618 |
1.3794 |
|
1.000 |
1.3768 |
|
0.618 |
1.3752 |
|
HIGH |
1.3726 |
|
0.618 |
1.3710 |
|
0.500 |
1.3705 |
|
0.382 |
1.3700 |
|
LOW |
1.3684 |
|
0.618 |
1.3658 |
|
1.000 |
1.3642 |
|
1.618 |
1.3616 |
|
2.618 |
1.3574 |
|
4.250 |
1.3506 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3705 |
1.3694 |
| PP |
1.3702 |
1.3691 |
| S1 |
1.3700 |
1.3688 |
|