CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3708 |
1.3697 |
-0.0011 |
-0.1% |
1.3754 |
| High |
1.3712 |
1.3721 |
0.0009 |
0.1% |
1.3771 |
| Low |
1.3678 |
1.3633 |
-0.0045 |
-0.3% |
1.3648 |
| Close |
1.3696 |
1.3678 |
-0.0018 |
-0.1% |
1.3698 |
| Range |
0.0034 |
0.0088 |
0.0054 |
158.8% |
0.0123 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.9% |
0.0000 |
| Volume |
688 |
963 |
275 |
40.0% |
11,365 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3941 |
1.3898 |
1.3726 |
|
| R3 |
1.3853 |
1.3810 |
1.3702 |
|
| R2 |
1.3765 |
1.3765 |
1.3694 |
|
| R1 |
1.3722 |
1.3722 |
1.3686 |
1.3700 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3666 |
| S1 |
1.3634 |
1.3634 |
1.3670 |
1.3612 |
| S2 |
1.3589 |
1.3589 |
1.3662 |
|
| S3 |
1.3501 |
1.3546 |
1.3654 |
|
| S4 |
1.3413 |
1.3458 |
1.3630 |
|
|
| 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 |
1.3734 |
1.3633 |
0.0101 |
0.7% |
0.0057 |
0.4% |
45% |
False |
True |
1,240 |
| 10 |
1.3986 |
1.3633 |
0.0353 |
2.6% |
0.0067 |
0.5% |
13% |
False |
True |
1,851 |
| 20 |
1.3986 |
1.3633 |
0.0353 |
2.6% |
0.0058 |
0.4% |
13% |
False |
True |
1,299 |
| 40 |
1.3986 |
1.3633 |
0.0353 |
2.6% |
0.0057 |
0.4% |
13% |
False |
True |
861 |
| 60 |
1.3986 |
1.3633 |
0.0353 |
2.6% |
0.0061 |
0.4% |
13% |
False |
True |
649 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0055 |
0.4% |
38% |
False |
False |
501 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0050 |
0.4% |
38% |
False |
False |
448 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0046 |
0.3% |
38% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4095 |
|
2.618 |
1.3951 |
|
1.618 |
1.3863 |
|
1.000 |
1.3809 |
|
0.618 |
1.3775 |
|
HIGH |
1.3721 |
|
0.618 |
1.3687 |
|
0.500 |
1.3677 |
|
0.382 |
1.3667 |
|
LOW |
1.3633 |
|
0.618 |
1.3579 |
|
1.000 |
1.3545 |
|
1.618 |
1.3491 |
|
2.618 |
1.3403 |
|
4.250 |
1.3259 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3678 |
1.3684 |
| PP |
1.3677 |
1.3682 |
| S1 |
1.3677 |
1.3680 |
|