CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3754 |
1.3700 |
-0.0054 |
-0.4% |
1.3870 |
| High |
1.3767 |
1.3727 |
-0.0040 |
-0.3% |
1.3986 |
| Low |
1.3687 |
1.3698 |
0.0011 |
0.1% |
1.3744 |
| Close |
1.3697 |
1.3705 |
0.0008 |
0.1% |
1.3744 |
| Range |
0.0080 |
0.0029 |
-0.0051 |
-63.8% |
0.0242 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
464 |
1,763 |
1,299 |
280.0% |
5,809 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3780 |
1.3721 |
|
| R3 |
1.3768 |
1.3751 |
1.3713 |
|
| R2 |
1.3739 |
1.3739 |
1.3710 |
|
| R1 |
1.3722 |
1.3722 |
1.3708 |
1.3731 |
| PP |
1.3710 |
1.3710 |
1.3710 |
1.3714 |
| S1 |
1.3693 |
1.3693 |
1.3702 |
1.3702 |
| S2 |
1.3681 |
1.3681 |
1.3700 |
|
| S3 |
1.3652 |
1.3664 |
1.3697 |
|
| S4 |
1.3623 |
1.3635 |
1.3689 |
|
|
| 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% |
0.0076 |
0.6% |
6% |
False |
False |
2,463 |
| 10 |
1.3986 |
1.3687 |
0.0299 |
2.2% |
0.0058 |
0.4% |
6% |
False |
False |
1,462 |
| 20 |
1.3986 |
1.3687 |
0.0299 |
2.2% |
0.0055 |
0.4% |
6% |
False |
False |
1,056 |
| 40 |
1.3986 |
1.3669 |
0.0317 |
2.3% |
0.0061 |
0.4% |
11% |
False |
False |
730 |
| 60 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0058 |
0.4% |
17% |
False |
False |
548 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
44% |
False |
False |
481 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0048 |
0.3% |
44% |
False |
False |
386 |
| 120 |
1.3986 |
1.3429 |
0.0557 |
4.1% |
0.0045 |
0.3% |
50% |
False |
False |
323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3850 |
|
2.618 |
1.3803 |
|
1.618 |
1.3774 |
|
1.000 |
1.3756 |
|
0.618 |
1.3745 |
|
HIGH |
1.3727 |
|
0.618 |
1.3716 |
|
0.500 |
1.3713 |
|
0.382 |
1.3709 |
|
LOW |
1.3698 |
|
0.618 |
1.3680 |
|
1.000 |
1.3669 |
|
1.618 |
1.3651 |
|
2.618 |
1.3622 |
|
4.250 |
1.3575 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3713 |
1.3729 |
| PP |
1.3710 |
1.3721 |
| S1 |
1.3708 |
1.3713 |
|