CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3810 |
1.3865 |
0.0055 |
0.4% |
1.3817 |
| High |
1.3877 |
1.3888 |
0.0011 |
0.1% |
1.3854 |
| Low |
1.3768 |
1.3862 |
0.0094 |
0.7% |
1.3782 |
| Close |
1.3870 |
1.3863 |
-0.0007 |
-0.1% |
1.3834 |
| Range |
0.0109 |
0.0026 |
-0.0083 |
-76.1% |
0.0072 |
| ATR |
0.0065 |
0.0063 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
227,572 |
59,152 |
-168,420 |
-74.0% |
558,989 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3949 |
1.3932 |
1.3877 |
|
| R3 |
1.3923 |
1.3906 |
1.3870 |
|
| R2 |
1.3897 |
1.3897 |
1.3868 |
|
| R1 |
1.3880 |
1.3880 |
1.3865 |
1.3876 |
| PP |
1.3871 |
1.3871 |
1.3871 |
1.3869 |
| S1 |
1.3854 |
1.3854 |
1.3861 |
1.3850 |
| S2 |
1.3845 |
1.3845 |
1.3858 |
|
| S3 |
1.3819 |
1.3828 |
1.3856 |
|
| S4 |
1.3793 |
1.3802 |
1.3849 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.4009 |
1.3874 |
|
| R3 |
1.3967 |
1.3937 |
1.3854 |
|
| R2 |
1.3895 |
1.3895 |
1.3847 |
|
| R1 |
1.3865 |
1.3865 |
1.3841 |
1.3880 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3831 |
| S1 |
1.3793 |
1.3793 |
1.3827 |
1.3808 |
| S2 |
1.3751 |
1.3751 |
1.3821 |
|
| S3 |
1.3679 |
1.3721 |
1.3814 |
|
| S4 |
1.3607 |
1.3649 |
1.3794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3888 |
1.3768 |
0.0120 |
0.9% |
0.0060 |
0.4% |
79% |
True |
False |
142,779 |
| 10 |
1.3888 |
1.3768 |
0.0120 |
0.9% |
0.0055 |
0.4% |
79% |
True |
False |
128,760 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0059 |
0.4% |
83% |
False |
False |
142,756 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0069 |
0.5% |
65% |
False |
False |
144,263 |
| 60 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0070 |
0.5% |
79% |
False |
False |
97,012 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
79% |
False |
False |
73,073 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
79% |
False |
False |
58,518 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0069 |
0.5% |
84% |
False |
False |
48,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3999 |
|
2.618 |
1.3956 |
|
1.618 |
1.3930 |
|
1.000 |
1.3914 |
|
0.618 |
1.3904 |
|
HIGH |
1.3888 |
|
0.618 |
1.3878 |
|
0.500 |
1.3875 |
|
0.382 |
1.3872 |
|
LOW |
1.3862 |
|
0.618 |
1.3846 |
|
1.000 |
1.3836 |
|
1.618 |
1.3820 |
|
2.618 |
1.3794 |
|
4.250 |
1.3752 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3875 |
1.3851 |
| PP |
1.3871 |
1.3840 |
| S1 |
1.3867 |
1.3828 |
|