CME Euro FX (E) Future December 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 |
1.3707 |
1.3662 |
-0.0045 |
-0.3% |
1.3870 |
| High |
1.3735 |
1.3729 |
-0.0006 |
0.0% |
1.3980 |
| Low |
1.3705 |
1.3650 |
-0.0055 |
-0.4% |
1.3744 |
| Close |
1.3706 |
1.3717 |
0.0011 |
0.1% |
1.3744 |
| Range |
0.0030 |
0.0079 |
0.0049 |
163.3% |
0.0236 |
| ATR |
0.0048 |
0.0051 |
0.0002 |
4.5% |
0.0000 |
| Volume |
53 |
67 |
14 |
26.4% |
297 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3936 |
1.3905 |
1.3760 |
|
| R3 |
1.3857 |
1.3826 |
1.3739 |
|
| R2 |
1.3778 |
1.3778 |
1.3731 |
|
| R1 |
1.3747 |
1.3747 |
1.3724 |
1.3763 |
| PP |
1.3699 |
1.3699 |
1.3699 |
1.3706 |
| S1 |
1.3668 |
1.3668 |
1.3710 |
1.3684 |
| S2 |
1.3620 |
1.3620 |
1.3703 |
|
| S3 |
1.3541 |
1.3589 |
1.3695 |
|
| S4 |
1.3462 |
1.3510 |
1.3674 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4531 |
1.4373 |
1.3874 |
|
| R3 |
1.4295 |
1.4137 |
1.3809 |
|
| R2 |
1.4059 |
1.4059 |
1.3787 |
|
| R1 |
1.3901 |
1.3901 |
1.3766 |
1.3862 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3803 |
| S1 |
1.3665 |
1.3665 |
1.3722 |
1.3626 |
| S2 |
1.3587 |
1.3587 |
1.3701 |
|
| S3 |
1.3351 |
1.3429 |
1.3679 |
|
| S4 |
1.3115 |
1.3193 |
1.3614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3833 |
1.3650 |
0.0183 |
1.3% |
0.0051 |
0.4% |
37% |
False |
True |
80 |
| 10 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0050 |
0.4% |
20% |
False |
True |
55 |
| 20 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0041 |
0.3% |
20% |
False |
True |
32 |
| 40 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0037 |
0.3% |
20% |
False |
True |
31 |
| 60 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0033 |
0.2% |
20% |
False |
True |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4065 |
|
2.618 |
1.3936 |
|
1.618 |
1.3857 |
|
1.000 |
1.3808 |
|
0.618 |
1.3778 |
|
HIGH |
1.3729 |
|
0.618 |
1.3699 |
|
0.500 |
1.3690 |
|
0.382 |
1.3680 |
|
LOW |
1.3650 |
|
0.618 |
1.3601 |
|
1.000 |
1.3571 |
|
1.618 |
1.3522 |
|
2.618 |
1.3443 |
|
4.250 |
1.3314 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3708 |
1.3712 |
| PP |
1.3699 |
1.3706 |
| S1 |
1.3690 |
1.3701 |
|