CME Euro FX (E) Future December 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 |
1.3719 |
1.3719 |
0.0000 |
0.0% |
1.3753 |
| High |
1.3719 |
1.3735 |
0.0016 |
0.1% |
1.3753 |
| Low |
1.3699 |
1.3708 |
0.0009 |
0.1% |
1.3650 |
| Close |
1.3699 |
1.3713 |
0.0014 |
0.1% |
1.3699 |
| Range |
0.0020 |
0.0027 |
0.0007 |
35.0% |
0.0103 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
120 |
32 |
-88 |
-73.3% |
322 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3800 |
1.3783 |
1.3728 |
|
| R3 |
1.3773 |
1.3756 |
1.3720 |
|
| R2 |
1.3746 |
1.3746 |
1.3718 |
|
| R1 |
1.3729 |
1.3729 |
1.3715 |
1.3724 |
| PP |
1.3719 |
1.3719 |
1.3719 |
1.3716 |
| S1 |
1.3702 |
1.3702 |
1.3711 |
1.3697 |
| S2 |
1.3692 |
1.3692 |
1.3708 |
|
| S3 |
1.3665 |
1.3675 |
1.3706 |
|
| S4 |
1.3638 |
1.3648 |
1.3698 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3957 |
1.3756 |
|
| R3 |
1.3907 |
1.3854 |
1.3727 |
|
| R2 |
1.3804 |
1.3804 |
1.3718 |
|
| R1 |
1.3751 |
1.3751 |
1.3708 |
1.3726 |
| PP |
1.3701 |
1.3701 |
1.3701 |
1.3688 |
| S1 |
1.3648 |
1.3648 |
1.3690 |
1.3623 |
| S2 |
1.3598 |
1.3598 |
1.3680 |
|
| S3 |
1.3495 |
1.3545 |
1.3671 |
|
| S4 |
1.3392 |
1.3442 |
1.3642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3752 |
1.3650 |
0.0102 |
0.7% |
0.0043 |
0.3% |
62% |
False |
False |
62 |
| 10 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0048 |
0.4% |
19% |
False |
False |
61 |
| 20 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0041 |
0.3% |
19% |
False |
False |
39 |
| 40 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0037 |
0.3% |
19% |
False |
False |
35 |
| 60 |
1.3980 |
1.3650 |
0.0330 |
2.4% |
0.0033 |
0.2% |
19% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3850 |
|
2.618 |
1.3806 |
|
1.618 |
1.3779 |
|
1.000 |
1.3762 |
|
0.618 |
1.3752 |
|
HIGH |
1.3735 |
|
0.618 |
1.3725 |
|
0.500 |
1.3722 |
|
0.382 |
1.3718 |
|
LOW |
1.3708 |
|
0.618 |
1.3691 |
|
1.000 |
1.3681 |
|
1.618 |
1.3664 |
|
2.618 |
1.3637 |
|
4.250 |
1.3593 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3722 |
1.3706 |
| PP |
1.3719 |
1.3699 |
| S1 |
1.3716 |
1.3693 |
|