CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3685 |
1.3655 |
-0.0030 |
-0.2% |
1.3697 |
| High |
1.3687 |
1.3656 |
-0.0031 |
-0.2% |
1.3734 |
| Low |
1.3644 |
1.3614 |
-0.0030 |
-0.2% |
1.3614 |
| Close |
1.3650 |
1.3626 |
-0.0024 |
-0.2% |
1.3626 |
| Range |
0.0043 |
0.0042 |
-0.0001 |
-2.3% |
0.0120 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
137,816 |
121,505 |
-16,311 |
-11.8% |
665,297 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3758 |
1.3734 |
1.3649 |
|
| R3 |
1.3716 |
1.3692 |
1.3638 |
|
| R2 |
1.3674 |
1.3674 |
1.3634 |
|
| R1 |
1.3650 |
1.3650 |
1.3630 |
1.3641 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3628 |
| S1 |
1.3608 |
1.3608 |
1.3622 |
1.3599 |
| S2 |
1.3590 |
1.3590 |
1.3618 |
|
| S3 |
1.3548 |
1.3566 |
1.3614 |
|
| S4 |
1.3506 |
1.3524 |
1.3603 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4018 |
1.3942 |
1.3692 |
|
| R3 |
1.3898 |
1.3822 |
1.3659 |
|
| R2 |
1.3778 |
1.3778 |
1.3648 |
|
| R1 |
1.3702 |
1.3702 |
1.3637 |
1.3680 |
| PP |
1.3658 |
1.3658 |
1.3658 |
1.3647 |
| S1 |
1.3582 |
1.3582 |
1.3615 |
1.3560 |
| S2 |
1.3538 |
1.3538 |
1.3604 |
|
| S3 |
1.3418 |
1.3462 |
1.3593 |
|
| S4 |
1.3298 |
1.3342 |
1.3560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3734 |
1.3614 |
0.0120 |
0.9% |
0.0050 |
0.4% |
10% |
False |
True |
133,059 |
| 10 |
1.3773 |
1.3614 |
0.0159 |
1.2% |
0.0052 |
0.4% |
8% |
False |
True |
147,923 |
| 20 |
1.3993 |
1.3614 |
0.0379 |
2.8% |
0.0063 |
0.5% |
3% |
False |
True |
163,135 |
| 40 |
1.3993 |
1.3614 |
0.0379 |
2.8% |
0.0061 |
0.4% |
3% |
False |
True |
152,853 |
| 60 |
1.3993 |
1.3614 |
0.0379 |
2.8% |
0.0068 |
0.5% |
3% |
False |
True |
140,631 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
28% |
False |
False |
106,034 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0070 |
0.5% |
28% |
False |
False |
84,901 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
28% |
False |
False |
70,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3835 |
|
2.618 |
1.3766 |
|
1.618 |
1.3724 |
|
1.000 |
1.3698 |
|
0.618 |
1.3682 |
|
HIGH |
1.3656 |
|
0.618 |
1.3640 |
|
0.500 |
1.3635 |
|
0.382 |
1.3630 |
|
LOW |
1.3614 |
|
0.618 |
1.3588 |
|
1.000 |
1.3572 |
|
1.618 |
1.3546 |
|
2.618 |
1.3504 |
|
4.250 |
1.3436 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3635 |
1.3668 |
| PP |
1.3632 |
1.3654 |
| S1 |
1.3629 |
1.3640 |
|