CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3700 |
1.3713 |
0.0013 |
0.1% |
1.3870 |
| High |
1.3727 |
1.3730 |
0.0003 |
0.0% |
1.3986 |
| Low |
1.3698 |
1.3648 |
-0.0050 |
-0.4% |
1.3744 |
| Close |
1.3705 |
1.3715 |
0.0010 |
0.1% |
1.3744 |
| Range |
0.0029 |
0.0082 |
0.0053 |
182.8% |
0.0242 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,763 |
1,042 |
-721 |
-40.9% |
5,809 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3911 |
1.3760 |
|
| R3 |
1.3862 |
1.3829 |
1.3738 |
|
| R2 |
1.3780 |
1.3780 |
1.3730 |
|
| R1 |
1.3747 |
1.3747 |
1.3723 |
1.3764 |
| PP |
1.3698 |
1.3698 |
1.3698 |
1.3706 |
| S1 |
1.3665 |
1.3665 |
1.3707 |
1.3682 |
| S2 |
1.3616 |
1.3616 |
1.3700 |
|
| S3 |
1.3534 |
1.3583 |
1.3692 |
|
| S4 |
1.3452 |
1.3501 |
1.3670 |
|
|
| 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 |
1.3840 |
1.3648 |
0.0192 |
1.4% |
0.0062 |
0.5% |
35% |
False |
True |
2,131 |
| 10 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0064 |
0.5% |
20% |
False |
True |
1,497 |
| 20 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0057 |
0.4% |
20% |
False |
True |
1,088 |
| 40 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0060 |
0.4% |
20% |
False |
True |
755 |
| 60 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0059 |
0.4% |
20% |
False |
True |
565 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0055 |
0.4% |
46% |
False |
False |
493 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0048 |
0.4% |
46% |
False |
False |
396 |
| 120 |
1.3986 |
1.3469 |
0.0517 |
3.8% |
0.0045 |
0.3% |
48% |
False |
False |
331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4079 |
|
2.618 |
1.3945 |
|
1.618 |
1.3863 |
|
1.000 |
1.3812 |
|
0.618 |
1.3781 |
|
HIGH |
1.3730 |
|
0.618 |
1.3699 |
|
0.500 |
1.3689 |
|
0.382 |
1.3679 |
|
LOW |
1.3648 |
|
0.618 |
1.3597 |
|
1.000 |
1.3566 |
|
1.618 |
1.3515 |
|
2.618 |
1.3433 |
|
4.250 |
1.3300 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3706 |
1.3713 |
| PP |
1.3698 |
1.3710 |
| S1 |
1.3689 |
1.3708 |
|