CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3634 |
1.3592 |
-0.0042 |
-0.3% |
1.3697 |
| High |
1.3638 |
1.3626 |
-0.0012 |
-0.1% |
1.3734 |
| Low |
1.3586 |
1.3586 |
0.0000 |
0.0% |
1.3614 |
| Close |
1.3593 |
1.3602 |
0.0009 |
0.1% |
1.3626 |
| Range |
0.0052 |
0.0040 |
-0.0012 |
-23.1% |
0.0120 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
142,266 |
126,642 |
-15,624 |
-11.0% |
665,297 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3703 |
1.3624 |
|
| R3 |
1.3685 |
1.3663 |
1.3613 |
|
| R2 |
1.3645 |
1.3645 |
1.3609 |
|
| R1 |
1.3623 |
1.3623 |
1.3606 |
1.3634 |
| PP |
1.3605 |
1.3605 |
1.3605 |
1.3610 |
| S1 |
1.3583 |
1.3583 |
1.3598 |
1.3594 |
| S2 |
1.3565 |
1.3565 |
1.3595 |
|
| S3 |
1.3525 |
1.3543 |
1.3591 |
|
| S4 |
1.3485 |
1.3503 |
1.3580 |
|
|
| 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 |
1.3687 |
1.3586 |
0.0101 |
0.7% |
0.0047 |
0.3% |
16% |
False |
True |
136,422 |
| 10 |
1.3734 |
1.3586 |
0.0148 |
1.1% |
0.0053 |
0.4% |
11% |
False |
True |
143,915 |
| 20 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0058 |
0.4% |
4% |
False |
True |
156,279 |
| 40 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0060 |
0.4% |
4% |
False |
True |
151,110 |
| 60 |
1.3993 |
1.3586 |
0.0407 |
3.0% |
0.0066 |
0.5% |
4% |
False |
True |
147,365 |
| 80 |
1.3993 |
1.3483 |
0.0510 |
3.7% |
0.0067 |
0.5% |
23% |
False |
False |
111,098 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
23% |
False |
False |
89,124 |
| 120 |
1.3993 |
1.3482 |
0.0511 |
3.8% |
0.0069 |
0.5% |
23% |
False |
False |
74,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3796 |
|
2.618 |
1.3731 |
|
1.618 |
1.3691 |
|
1.000 |
1.3666 |
|
0.618 |
1.3651 |
|
HIGH |
1.3626 |
|
0.618 |
1.3611 |
|
0.500 |
1.3606 |
|
0.382 |
1.3601 |
|
LOW |
1.3586 |
|
0.618 |
1.3561 |
|
1.000 |
1.3546 |
|
1.618 |
1.3521 |
|
2.618 |
1.3481 |
|
4.250 |
1.3416 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3606 |
1.3627 |
| PP |
1.3605 |
1.3619 |
| S1 |
1.3603 |
1.3610 |
|