CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3593 |
-0.0029 |
-0.2% |
1.3719 |
| High |
1.3631 |
1.3628 |
-0.0003 |
0.0% |
1.3735 |
| Low |
1.3592 |
1.3593 |
0.0001 |
0.0% |
1.3620 |
| Close |
1.3596 |
1.3605 |
0.0009 |
0.1% |
1.3629 |
| Range |
0.0039 |
0.0035 |
-0.0004 |
-10.3% |
0.0115 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
203 |
197 |
-6 |
-3.0% |
4,213 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3714 |
1.3694 |
1.3624 |
|
| R3 |
1.3679 |
1.3659 |
1.3615 |
|
| R2 |
1.3644 |
1.3644 |
1.3611 |
|
| R1 |
1.3624 |
1.3624 |
1.3608 |
1.3634 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3614 |
| S1 |
1.3589 |
1.3589 |
1.3602 |
1.3599 |
| S2 |
1.3574 |
1.3574 |
1.3599 |
|
| S3 |
1.3539 |
1.3554 |
1.3595 |
|
| S4 |
1.3504 |
1.3519 |
1.3586 |
|
|
| 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 |
1.3685 |
1.3592 |
0.0093 |
0.7% |
0.0039 |
0.3% |
14% |
False |
False |
719 |
| 10 |
1.3735 |
1.3592 |
0.0143 |
1.1% |
0.0041 |
0.3% |
9% |
False |
False |
588 |
| 20 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0042 |
0.3% |
3% |
False |
False |
319 |
| 40 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0038 |
0.3% |
3% |
False |
False |
168 |
| 60 |
1.3980 |
1.3592 |
0.0388 |
2.9% |
0.0034 |
0.3% |
3% |
False |
False |
120 |
| 80 |
1.3980 |
1.3505 |
0.0475 |
3.5% |
0.0033 |
0.2% |
21% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3777 |
|
2.618 |
1.3720 |
|
1.618 |
1.3685 |
|
1.000 |
1.3663 |
|
0.618 |
1.3650 |
|
HIGH |
1.3628 |
|
0.618 |
1.3615 |
|
0.500 |
1.3611 |
|
0.382 |
1.3606 |
|
LOW |
1.3593 |
|
0.618 |
1.3571 |
|
1.000 |
1.3558 |
|
1.618 |
1.3536 |
|
2.618 |
1.3501 |
|
4.250 |
1.3444 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3611 |
1.3631 |
| PP |
1.3609 |
1.3622 |
| S1 |
1.3607 |
1.3614 |
|