CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3685 |
1.3656 |
-0.0029 |
-0.2% |
1.3696 |
| High |
1.3687 |
1.3656 |
-0.0031 |
-0.2% |
1.3734 |
| Low |
1.3645 |
1.3615 |
-0.0030 |
-0.2% |
1.3615 |
| Close |
1.3650 |
1.3627 |
-0.0023 |
-0.2% |
1.3627 |
| Range |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0119 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
2,942 |
1,819 |
-1,123 |
-38.2% |
7,603 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3756 |
1.3732 |
1.3650 |
|
| R3 |
1.3715 |
1.3691 |
1.3638 |
|
| R2 |
1.3674 |
1.3674 |
1.3635 |
|
| R1 |
1.3650 |
1.3650 |
1.3631 |
1.3642 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3628 |
| S1 |
1.3609 |
1.3609 |
1.3623 |
1.3601 |
| S2 |
1.3592 |
1.3592 |
1.3619 |
|
| S3 |
1.3551 |
1.3568 |
1.3616 |
|
| S4 |
1.3510 |
1.3527 |
1.3604 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4016 |
1.3940 |
1.3692 |
|
| R3 |
1.3897 |
1.3821 |
1.3660 |
|
| R2 |
1.3778 |
1.3778 |
1.3649 |
|
| R1 |
1.3702 |
1.3702 |
1.3638 |
1.3681 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3648 |
| S1 |
1.3583 |
1.3583 |
1.3616 |
1.3562 |
| S2 |
1.3540 |
1.3540 |
1.3605 |
|
| S3 |
1.3421 |
1.3464 |
1.3594 |
|
| S4 |
1.3302 |
1.3345 |
1.3562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3734 |
1.3615 |
0.0119 |
0.9% |
0.0049 |
0.4% |
10% |
False |
True |
1,520 |
| 10 |
1.3771 |
1.3615 |
0.0156 |
1.1% |
0.0050 |
0.4% |
8% |
False |
True |
1,896 |
| 20 |
1.3986 |
1.3615 |
0.0371 |
2.7% |
0.0059 |
0.4% |
3% |
False |
True |
1,482 |
| 40 |
1.3986 |
1.3615 |
0.0371 |
2.7% |
0.0056 |
0.4% |
3% |
False |
True |
947 |
| 60 |
1.3986 |
1.3615 |
0.0371 |
2.7% |
0.0060 |
0.4% |
3% |
False |
True |
727 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0055 |
0.4% |
28% |
False |
False |
560 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0050 |
0.4% |
28% |
False |
False |
495 |
| 120 |
1.3986 |
1.3488 |
0.0498 |
3.7% |
0.0047 |
0.3% |
28% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3830 |
|
2.618 |
1.3763 |
|
1.618 |
1.3722 |
|
1.000 |
1.3697 |
|
0.618 |
1.3681 |
|
HIGH |
1.3656 |
|
0.618 |
1.3640 |
|
0.500 |
1.3636 |
|
0.382 |
1.3631 |
|
LOW |
1.3615 |
|
0.618 |
1.3590 |
|
1.000 |
1.3574 |
|
1.618 |
1.3549 |
|
2.618 |
1.3508 |
|
4.250 |
1.3441 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3668 |
| PP |
1.3633 |
1.3654 |
| S1 |
1.3630 |
1.3641 |
|