CME Euro FX (E) Future December 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 |
1.3699 |
1.3706 |
0.0007 |
0.1% |
1.3753 |
| High |
1.3703 |
1.3706 |
0.0003 |
0.0% |
1.3753 |
| Low |
1.3682 |
1.3638 |
-0.0044 |
-0.3% |
1.3650 |
| Close |
1.3698 |
1.3680 |
-0.0018 |
-0.1% |
1.3699 |
| Range |
0.0021 |
0.0068 |
0.0047 |
223.8% |
0.0103 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
3.3% |
0.0000 |
| Volume |
33 |
2,038 |
2,005 |
6,075.8% |
322 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3879 |
1.3847 |
1.3717 |
|
| R3 |
1.3811 |
1.3779 |
1.3699 |
|
| R2 |
1.3743 |
1.3743 |
1.3692 |
|
| R1 |
1.3711 |
1.3711 |
1.3686 |
1.3693 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3666 |
| S1 |
1.3643 |
1.3643 |
1.3674 |
1.3625 |
| S2 |
1.3607 |
1.3607 |
1.3668 |
|
| S3 |
1.3539 |
1.3575 |
1.3661 |
|
| S4 |
1.3471 |
1.3507 |
1.3643 |
|
|
| 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 |
1.3735 |
1.3638 |
0.0097 |
0.7% |
0.0043 |
0.3% |
43% |
False |
True |
458 |
| 10 |
1.3980 |
1.3638 |
0.0342 |
2.5% |
0.0053 |
0.4% |
12% |
False |
True |
262 |
| 20 |
1.3980 |
1.3638 |
0.0342 |
2.5% |
0.0043 |
0.3% |
12% |
False |
True |
142 |
| 40 |
1.3980 |
1.3638 |
0.0342 |
2.5% |
0.0036 |
0.3% |
12% |
False |
True |
85 |
| 60 |
1.3980 |
1.3638 |
0.0342 |
2.5% |
0.0033 |
0.2% |
12% |
False |
True |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3995 |
|
2.618 |
1.3884 |
|
1.618 |
1.3816 |
|
1.000 |
1.3774 |
|
0.618 |
1.3748 |
|
HIGH |
1.3706 |
|
0.618 |
1.3680 |
|
0.500 |
1.3672 |
|
0.382 |
1.3664 |
|
LOW |
1.3638 |
|
0.618 |
1.3596 |
|
1.000 |
1.3570 |
|
1.618 |
1.3528 |
|
2.618 |
1.3460 |
|
4.250 |
1.3349 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3677 |
1.3687 |
| PP |
1.3675 |
1.3684 |
| S1 |
1.3672 |
1.3682 |
|