CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3645 |
1.3618 |
-0.0027 |
-0.2% |
1.3719 |
| High |
1.3649 |
1.3670 |
0.0021 |
0.2% |
1.3735 |
| Low |
1.3620 |
1.3613 |
-0.0007 |
-0.1% |
1.3620 |
| Close |
1.3629 |
1.3638 |
0.0009 |
0.1% |
1.3629 |
| Range |
0.0029 |
0.0057 |
0.0028 |
96.6% |
0.0115 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2,046 |
1,089 |
-957 |
-46.8% |
4,213 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3811 |
1.3782 |
1.3669 |
|
| R3 |
1.3754 |
1.3725 |
1.3654 |
|
| R2 |
1.3697 |
1.3697 |
1.3648 |
|
| R1 |
1.3668 |
1.3668 |
1.3643 |
1.3683 |
| PP |
1.3640 |
1.3640 |
1.3640 |
1.3648 |
| S1 |
1.3611 |
1.3611 |
1.3633 |
1.3626 |
| S2 |
1.3583 |
1.3583 |
1.3628 |
|
| S3 |
1.3526 |
1.3554 |
1.3622 |
|
| S4 |
1.3469 |
1.3497 |
1.3607 |
|
|
| 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 |
1.3706 |
1.3613 |
0.0093 |
0.7% |
0.0042 |
0.3% |
27% |
False |
True |
1,054 |
| 10 |
1.3752 |
1.3613 |
0.0139 |
1.0% |
0.0043 |
0.3% |
18% |
False |
True |
558 |
| 20 |
1.3980 |
1.3613 |
0.0367 |
2.7% |
0.0046 |
0.3% |
7% |
False |
True |
300 |
| 40 |
1.3980 |
1.3613 |
0.0367 |
2.7% |
0.0038 |
0.3% |
7% |
False |
True |
162 |
| 60 |
1.3980 |
1.3613 |
0.0367 |
2.7% |
0.0033 |
0.2% |
7% |
False |
True |
114 |
| 80 |
1.3980 |
1.3493 |
0.0487 |
3.6% |
0.0033 |
0.2% |
30% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3912 |
|
2.618 |
1.3819 |
|
1.618 |
1.3762 |
|
1.000 |
1.3727 |
|
0.618 |
1.3705 |
|
HIGH |
1.3670 |
|
0.618 |
1.3648 |
|
0.500 |
1.3642 |
|
0.382 |
1.3635 |
|
LOW |
1.3613 |
|
0.618 |
1.3578 |
|
1.000 |
1.3556 |
|
1.618 |
1.3521 |
|
2.618 |
1.3464 |
|
4.250 |
1.3371 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3642 |
1.3649 |
| PP |
1.3640 |
1.3645 |
| S1 |
1.3639 |
1.3642 |
|