CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3754 |
1.3754 |
0.0000 |
0.0% |
1.3870 |
| High |
1.3771 |
1.3767 |
-0.0004 |
0.0% |
1.3986 |
| Low |
1.3748 |
1.3687 |
-0.0061 |
-0.4% |
1.3744 |
| Close |
1.3753 |
1.3697 |
-0.0056 |
-0.4% |
1.3744 |
| Range |
0.0023 |
0.0080 |
0.0057 |
247.8% |
0.0242 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.2% |
0.0000 |
| Volume |
5,780 |
464 |
-5,316 |
-92.0% |
5,809 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3957 |
1.3907 |
1.3741 |
|
| R3 |
1.3877 |
1.3827 |
1.3719 |
|
| R2 |
1.3797 |
1.3797 |
1.3712 |
|
| R1 |
1.3747 |
1.3747 |
1.3704 |
1.3732 |
| PP |
1.3717 |
1.3717 |
1.3717 |
1.3710 |
| S1 |
1.3667 |
1.3667 |
1.3690 |
1.3652 |
| S2 |
1.3637 |
1.3637 |
1.3682 |
|
| S3 |
1.3557 |
1.3587 |
1.3675 |
|
| S4 |
1.3477 |
1.3507 |
1.3653 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4551 |
1.4389 |
1.3877 |
|
| R3 |
1.4309 |
1.4147 |
1.3811 |
|
| R2 |
1.4067 |
1.4067 |
1.3788 |
|
| R1 |
1.3905 |
1.3905 |
1.3766 |
1.3865 |
| PP |
1.3825 |
1.3825 |
1.3825 |
1.3805 |
| S1 |
1.3663 |
1.3663 |
1.3722 |
1.3623 |
| S2 |
1.3583 |
1.3583 |
1.3700 |
|
| S3 |
1.3341 |
1.3421 |
1.3677 |
|
| S4 |
1.3099 |
1.3179 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3986 |
1.3687 |
0.0299 |
2.2% |
0.0075 |
0.5% |
3% |
False |
True |
2,283 |
| 10 |
1.3986 |
1.3687 |
0.0299 |
2.2% |
0.0066 |
0.5% |
3% |
False |
True |
1,642 |
| 20 |
1.3986 |
1.3687 |
0.0299 |
2.2% |
0.0056 |
0.4% |
3% |
False |
True |
1,010 |
| 40 |
1.3986 |
1.3669 |
0.0317 |
2.3% |
0.0061 |
0.4% |
9% |
False |
False |
691 |
| 60 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0057 |
0.4% |
14% |
False |
False |
519 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
42% |
False |
False |
459 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0048 |
0.4% |
42% |
False |
False |
368 |
| 120 |
1.3986 |
1.3429 |
0.0557 |
4.1% |
0.0044 |
0.3% |
48% |
False |
False |
308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4107 |
|
2.618 |
1.3976 |
|
1.618 |
1.3896 |
|
1.000 |
1.3847 |
|
0.618 |
1.3816 |
|
HIGH |
1.3767 |
|
0.618 |
1.3736 |
|
0.500 |
1.3727 |
|
0.382 |
1.3718 |
|
LOW |
1.3687 |
|
0.618 |
1.3638 |
|
1.000 |
1.3607 |
|
1.618 |
1.3558 |
|
2.618 |
1.3478 |
|
4.250 |
1.3347 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3727 |
1.3764 |
| PP |
1.3717 |
1.3741 |
| S1 |
1.3707 |
1.3719 |
|