CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3623 |
1.3634 |
0.0011 |
0.1% |
1.3697 |
| High |
1.3668 |
1.3638 |
-0.0030 |
-0.2% |
1.3734 |
| Low |
1.3612 |
1.3586 |
-0.0026 |
-0.2% |
1.3614 |
| Close |
1.3634 |
1.3593 |
-0.0041 |
-0.3% |
1.3626 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0120 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
153,882 |
142,266 |
-11,616 |
-7.5% |
665,297 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3762 |
1.3729 |
1.3622 |
|
| R3 |
1.3710 |
1.3677 |
1.3607 |
|
| R2 |
1.3658 |
1.3658 |
1.3603 |
|
| R1 |
1.3625 |
1.3625 |
1.3598 |
1.3616 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3601 |
| S1 |
1.3573 |
1.3573 |
1.3588 |
1.3564 |
| S2 |
1.3554 |
1.3554 |
1.3583 |
|
| S3 |
1.3502 |
1.3521 |
1.3579 |
|
| S4 |
1.3450 |
1.3469 |
1.3564 |
|
|
| 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 |
1.3722 |
1.3586 |
0.0136 |
1.0% |
0.0057 |
0.4% |
5% |
False |
True |
146,227 |
| 10 |
1.3734 |
1.3586 |
0.0148 |
1.1% |
0.0052 |
0.4% |
5% |
False |
True |
145,947 |
| 20 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0062 |
0.5% |
2% |
False |
True |
161,326 |
| 40 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0060 |
0.4% |
2% |
False |
True |
150,825 |
| 60 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0066 |
0.5% |
2% |
False |
True |
145,376 |
| 80 |
1.3993 |
1.3483 |
0.0510 |
3.8% |
0.0067 |
0.5% |
22% |
False |
False |
109,602 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
22% |
False |
False |
87,859 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
22% |
False |
False |
73,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3859 |
|
2.618 |
1.3774 |
|
1.618 |
1.3722 |
|
1.000 |
1.3690 |
|
0.618 |
1.3670 |
|
HIGH |
1.3638 |
|
0.618 |
1.3618 |
|
0.500 |
1.3612 |
|
0.382 |
1.3606 |
|
LOW |
1.3586 |
|
0.618 |
1.3554 |
|
1.000 |
1.3534 |
|
1.618 |
1.3502 |
|
2.618 |
1.3450 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3627 |
| PP |
1.3606 |
1.3616 |
| S1 |
1.3599 |
1.3604 |
|