CME Euro FX (E) Future December 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 |
1.3645 |
-0.0040 |
-0.3% |
1.3719 |
| High |
1.3685 |
1.3649 |
-0.0036 |
-0.3% |
1.3735 |
| Low |
1.3648 |
1.3620 |
-0.0028 |
-0.2% |
1.3620 |
| Close |
1.3652 |
1.3629 |
-0.0023 |
-0.2% |
1.3629 |
| Range |
0.0037 |
0.0029 |
-0.0008 |
-21.6% |
0.0115 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
64 |
2,046 |
1,982 |
3,096.9% |
4,213 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3703 |
1.3645 |
|
| R3 |
1.3691 |
1.3674 |
1.3637 |
|
| R2 |
1.3662 |
1.3662 |
1.3634 |
|
| R1 |
1.3645 |
1.3645 |
1.3632 |
1.3639 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3630 |
| S1 |
1.3616 |
1.3616 |
1.3626 |
1.3610 |
| S2 |
1.3604 |
1.3604 |
1.3624 |
|
| S3 |
1.3575 |
1.3587 |
1.3621 |
|
| S4 |
1.3546 |
1.3558 |
1.3613 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4006 |
1.3933 |
1.3692 |
|
| R3 |
1.3891 |
1.3818 |
1.3661 |
|
| R2 |
1.3776 |
1.3776 |
1.3650 |
|
| R1 |
1.3703 |
1.3703 |
1.3640 |
1.3682 |
| PP |
1.3661 |
1.3661 |
1.3661 |
1.3651 |
| S1 |
1.3588 |
1.3588 |
1.3618 |
1.3567 |
| S2 |
1.3546 |
1.3546 |
1.3608 |
|
| S3 |
1.3431 |
1.3473 |
1.3597 |
|
| S4 |
1.3316 |
1.3358 |
1.3566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3735 |
1.3620 |
0.0115 |
0.8% |
0.0036 |
0.3% |
8% |
False |
True |
842 |
| 10 |
1.3753 |
1.3620 |
0.0133 |
1.0% |
0.0037 |
0.3% |
7% |
False |
True |
453 |
| 20 |
1.3980 |
1.3620 |
0.0360 |
2.6% |
0.0043 |
0.3% |
3% |
False |
True |
246 |
| 40 |
1.3980 |
1.3620 |
0.0360 |
2.6% |
0.0037 |
0.3% |
3% |
False |
True |
137 |
| 60 |
1.3980 |
1.3620 |
0.0360 |
2.6% |
0.0033 |
0.2% |
3% |
False |
True |
96 |
| 80 |
1.3980 |
1.3493 |
0.0487 |
3.6% |
0.0033 |
0.2% |
28% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3772 |
|
2.618 |
1.3725 |
|
1.618 |
1.3696 |
|
1.000 |
1.3678 |
|
0.618 |
1.3667 |
|
HIGH |
1.3649 |
|
0.618 |
1.3638 |
|
0.500 |
1.3635 |
|
0.382 |
1.3631 |
|
LOW |
1.3620 |
|
0.618 |
1.3602 |
|
1.000 |
1.3591 |
|
1.618 |
1.3573 |
|
2.618 |
1.3544 |
|
4.250 |
1.3497 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3635 |
1.3663 |
| PP |
1.3633 |
1.3652 |
| S1 |
1.3631 |
1.3640 |
|