CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3715 |
1.3696 |
-0.0019 |
-0.1% |
1.3754 |
| High |
1.3724 |
1.3734 |
0.0010 |
0.1% |
1.3771 |
| Low |
1.3680 |
1.3696 |
0.0016 |
0.1% |
1.3648 |
| Close |
1.3698 |
1.3711 |
0.0013 |
0.1% |
1.3698 |
| Range |
0.0044 |
0.0038 |
-0.0006 |
-13.6% |
0.0123 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
2,316 |
1,191 |
-1,125 |
-48.6% |
11,365 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3828 |
1.3807 |
1.3732 |
|
| R3 |
1.3790 |
1.3769 |
1.3721 |
|
| R2 |
1.3752 |
1.3752 |
1.3718 |
|
| R1 |
1.3731 |
1.3731 |
1.3714 |
1.3742 |
| PP |
1.3714 |
1.3714 |
1.3714 |
1.3719 |
| S1 |
1.3693 |
1.3693 |
1.3708 |
1.3704 |
| S2 |
1.3676 |
1.3676 |
1.3704 |
|
| S3 |
1.3638 |
1.3655 |
1.3701 |
|
| S4 |
1.3600 |
1.3617 |
1.3690 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4075 |
1.4009 |
1.3766 |
|
| R3 |
1.3952 |
1.3886 |
1.3732 |
|
| R2 |
1.3829 |
1.3829 |
1.3721 |
|
| R1 |
1.3763 |
1.3763 |
1.3709 |
1.3735 |
| PP |
1.3706 |
1.3706 |
1.3706 |
1.3691 |
| S1 |
1.3640 |
1.3640 |
1.3687 |
1.3612 |
| S2 |
1.3583 |
1.3583 |
1.3675 |
|
| S3 |
1.3460 |
1.3517 |
1.3664 |
|
| S4 |
1.3337 |
1.3394 |
1.3630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3767 |
1.3648 |
0.0119 |
0.9% |
0.0055 |
0.4% |
53% |
False |
False |
1,355 |
| 10 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0064 |
0.5% |
19% |
False |
False |
1,788 |
| 20 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0057 |
0.4% |
19% |
False |
False |
1,228 |
| 40 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0059 |
0.4% |
19% |
False |
False |
832 |
| 60 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0059 |
0.4% |
19% |
False |
False |
622 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
45% |
False |
False |
534 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0049 |
0.4% |
45% |
False |
False |
431 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0046 |
0.3% |
45% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3896 |
|
2.618 |
1.3833 |
|
1.618 |
1.3795 |
|
1.000 |
1.3772 |
|
0.618 |
1.3757 |
|
HIGH |
1.3734 |
|
0.618 |
1.3719 |
|
0.500 |
1.3715 |
|
0.382 |
1.3711 |
|
LOW |
1.3696 |
|
0.618 |
1.3673 |
|
1.000 |
1.3658 |
|
1.618 |
1.3635 |
|
2.618 |
1.3597 |
|
4.250 |
1.3535 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3715 |
1.3704 |
| PP |
1.3714 |
1.3698 |
| S1 |
1.3712 |
1.3691 |
|