CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3708 |
1.3698 |
-0.0010 |
-0.1% |
1.3755 |
| High |
1.3712 |
1.3722 |
0.0010 |
0.1% |
1.3773 |
| Low |
1.3676 |
1.3632 |
-0.0044 |
-0.3% |
1.3645 |
| Close |
1.3696 |
1.3678 |
-0.0018 |
-0.1% |
1.3697 |
| Range |
0.0036 |
0.0090 |
0.0054 |
150.0% |
0.0128 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0000 |
| Volume |
111,697 |
175,669 |
63,972 |
57.3% |
813,941 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3903 |
1.3728 |
|
| R3 |
1.3857 |
1.3813 |
1.3703 |
|
| R2 |
1.3767 |
1.3767 |
1.3695 |
|
| R1 |
1.3723 |
1.3723 |
1.3686 |
1.3700 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3666 |
| S1 |
1.3633 |
1.3633 |
1.3670 |
1.3610 |
| S2 |
1.3587 |
1.3587 |
1.3662 |
|
| S3 |
1.3497 |
1.3543 |
1.3653 |
|
| S4 |
1.3407 |
1.3453 |
1.3629 |
|
|
| 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 |
1.3632 |
0.0102 |
0.7% |
0.0059 |
0.4% |
45% |
False |
True |
151,409 |
| 10 |
1.3993 |
1.3632 |
0.0361 |
2.6% |
0.0070 |
0.5% |
13% |
False |
True |
180,909 |
| 20 |
1.3993 |
1.3632 |
0.0361 |
2.6% |
0.0063 |
0.5% |
13% |
False |
True |
162,781 |
| 40 |
1.3993 |
1.3632 |
0.0361 |
2.6% |
0.0062 |
0.5% |
13% |
False |
True |
154,410 |
| 60 |
1.3993 |
1.3632 |
0.0361 |
2.6% |
0.0069 |
0.5% |
13% |
False |
True |
136,412 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
38% |
False |
False |
102,798 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0072 |
0.5% |
38% |
False |
False |
82,310 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0069 |
0.5% |
38% |
False |
False |
68,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4105 |
|
2.618 |
1.3958 |
|
1.618 |
1.3868 |
|
1.000 |
1.3812 |
|
0.618 |
1.3778 |
|
HIGH |
1.3722 |
|
0.618 |
1.3688 |
|
0.500 |
1.3677 |
|
0.382 |
1.3666 |
|
LOW |
1.3632 |
|
0.618 |
1.3576 |
|
1.000 |
1.3542 |
|
1.618 |
1.3486 |
|
2.618 |
1.3396 |
|
4.250 |
1.3250 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3678 |
1.3683 |
| PP |
1.3677 |
1.3681 |
| S1 |
1.3677 |
1.3680 |
|