CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3697 |
1.3708 |
0.0011 |
0.1% |
1.3755 |
| High |
1.3734 |
1.3712 |
-0.0022 |
-0.2% |
1.3773 |
| Low |
1.3695 |
1.3676 |
-0.0019 |
-0.1% |
1.3645 |
| Close |
1.3711 |
1.3696 |
-0.0015 |
-0.1% |
1.3697 |
| Range |
0.0039 |
0.0036 |
-0.0003 |
-7.7% |
0.0128 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
118,610 |
111,697 |
-6,913 |
-5.8% |
813,941 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3803 |
1.3785 |
1.3716 |
|
| R3 |
1.3767 |
1.3749 |
1.3706 |
|
| R2 |
1.3731 |
1.3731 |
1.3703 |
|
| R1 |
1.3713 |
1.3713 |
1.3699 |
1.3704 |
| PP |
1.3695 |
1.3695 |
1.3695 |
1.3690 |
| S1 |
1.3677 |
1.3677 |
1.3693 |
1.3668 |
| S2 |
1.3659 |
1.3659 |
1.3689 |
|
| S3 |
1.3623 |
1.3641 |
1.3686 |
|
| S4 |
1.3587 |
1.3605 |
1.3676 |
|
|
| 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 |
1.3734 |
1.3645 |
0.0089 |
0.6% |
0.0047 |
0.3% |
57% |
False |
False |
145,667 |
| 10 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0064 |
0.5% |
15% |
False |
False |
176,413 |
| 20 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0061 |
0.4% |
15% |
False |
False |
162,146 |
| 40 |
1.3993 |
1.3645 |
0.0348 |
2.5% |
0.0062 |
0.5% |
15% |
False |
False |
156,142 |
| 60 |
1.3993 |
1.3644 |
0.0349 |
2.5% |
0.0069 |
0.5% |
15% |
False |
False |
133,531 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
42% |
False |
False |
100,611 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
42% |
False |
False |
80,554 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0068 |
0.5% |
42% |
False |
False |
67,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3865 |
|
2.618 |
1.3806 |
|
1.618 |
1.3770 |
|
1.000 |
1.3748 |
|
0.618 |
1.3734 |
|
HIGH |
1.3712 |
|
0.618 |
1.3698 |
|
0.500 |
1.3694 |
|
0.382 |
1.3690 |
|
LOW |
1.3676 |
|
0.618 |
1.3654 |
|
1.000 |
1.3640 |
|
1.618 |
1.3618 |
|
2.618 |
1.3582 |
|
4.250 |
1.3523 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3695 |
1.3705 |
| PP |
1.3695 |
1.3702 |
| S1 |
1.3694 |
1.3699 |
|