CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3706 |
1.3685 |
-0.0021 |
-0.2% |
1.3753 |
| High |
1.3706 |
1.3685 |
-0.0021 |
-0.2% |
1.3753 |
| Low |
1.3638 |
1.3648 |
0.0010 |
0.1% |
1.3650 |
| Close |
1.3680 |
1.3652 |
-0.0028 |
-0.2% |
1.3699 |
| Range |
0.0068 |
0.0037 |
-0.0031 |
-45.6% |
0.0103 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
2,038 |
64 |
-1,974 |
-96.9% |
322 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3773 |
1.3749 |
1.3672 |
|
| R3 |
1.3736 |
1.3712 |
1.3662 |
|
| R2 |
1.3699 |
1.3699 |
1.3659 |
|
| R1 |
1.3675 |
1.3675 |
1.3655 |
1.3669 |
| PP |
1.3662 |
1.3662 |
1.3662 |
1.3658 |
| S1 |
1.3638 |
1.3638 |
1.3649 |
1.3632 |
| S2 |
1.3625 |
1.3625 |
1.3645 |
|
| S3 |
1.3588 |
1.3601 |
1.3642 |
|
| S4 |
1.3551 |
1.3564 |
1.3632 |
|
|
| 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% |
0.0035 |
0.3% |
14% |
False |
False |
457 |
| 10 |
1.3833 |
1.3638 |
0.0195 |
1.4% |
0.0043 |
0.3% |
7% |
False |
False |
268 |
| 20 |
1.3980 |
1.3638 |
0.0342 |
2.5% |
0.0043 |
0.3% |
4% |
False |
False |
144 |
| 40 |
1.3980 |
1.3638 |
0.0342 |
2.5% |
0.0036 |
0.3% |
4% |
False |
False |
86 |
| 60 |
1.3980 |
1.3638 |
0.0342 |
2.5% |
0.0033 |
0.2% |
4% |
False |
False |
62 |
| 80 |
1.3980 |
1.3493 |
0.0487 |
3.6% |
0.0033 |
0.2% |
33% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3842 |
|
2.618 |
1.3782 |
|
1.618 |
1.3745 |
|
1.000 |
1.3722 |
|
0.618 |
1.3708 |
|
HIGH |
1.3685 |
|
0.618 |
1.3671 |
|
0.500 |
1.3667 |
|
0.382 |
1.3662 |
|
LOW |
1.3648 |
|
0.618 |
1.3625 |
|
1.000 |
1.3611 |
|
1.618 |
1.3588 |
|
2.618 |
1.3551 |
|
4.250 |
1.3491 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3667 |
1.3672 |
| PP |
1.3662 |
1.3665 |
| S1 |
1.3657 |
1.3659 |
|