CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3865 |
1.3867 |
0.0002 |
0.0% |
1.3840 |
| High |
1.3888 |
1.3880 |
-0.0008 |
-0.1% |
1.3888 |
| Low |
1.3862 |
1.3805 |
-0.0057 |
-0.4% |
1.3768 |
| Close |
1.3863 |
1.3870 |
0.0007 |
0.1% |
1.3870 |
| Range |
0.0026 |
0.0075 |
0.0049 |
188.5% |
0.0120 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
59,152 |
196,881 |
137,729 |
232.8% |
815,930 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4077 |
1.4048 |
1.3911 |
|
| R3 |
1.4002 |
1.3973 |
1.3891 |
|
| R2 |
1.3927 |
1.3927 |
1.3884 |
|
| R1 |
1.3898 |
1.3898 |
1.3877 |
1.3913 |
| PP |
1.3852 |
1.3852 |
1.3852 |
1.3859 |
| S1 |
1.3823 |
1.3823 |
1.3863 |
1.3838 |
| S2 |
1.3777 |
1.3777 |
1.3856 |
|
| S3 |
1.3702 |
1.3748 |
1.3849 |
|
| S4 |
1.3627 |
1.3673 |
1.3829 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4202 |
1.4156 |
1.3936 |
|
| R3 |
1.4082 |
1.4036 |
1.3903 |
|
| R2 |
1.3962 |
1.3962 |
1.3892 |
|
| R1 |
1.3916 |
1.3916 |
1.3881 |
1.3939 |
| PP |
1.3842 |
1.3842 |
1.3842 |
1.3854 |
| S1 |
1.3796 |
1.3796 |
1.3859 |
1.3819 |
| S2 |
1.3722 |
1.3722 |
1.3848 |
|
| S3 |
1.3602 |
1.3676 |
1.3837 |
|
| S4 |
1.3482 |
1.3556 |
1.3804 |
|
|
| 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% |
0.0070 |
0.5% |
85% |
False |
False |
163,186 |
| 10 |
1.3888 |
1.3768 |
0.0120 |
0.9% |
0.0057 |
0.4% |
85% |
False |
False |
137,491 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0057 |
0.4% |
86% |
False |
False |
138,389 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0067 |
0.5% |
68% |
False |
False |
148,545 |
| 60 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0070 |
0.5% |
80% |
False |
False |
100,282 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
80% |
False |
False |
75,529 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
80% |
False |
False |
60,487 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
86% |
False |
False |
50,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4199 |
|
2.618 |
1.4076 |
|
1.618 |
1.4001 |
|
1.000 |
1.3955 |
|
0.618 |
1.3926 |
|
HIGH |
1.3880 |
|
0.618 |
1.3851 |
|
0.500 |
1.3843 |
|
0.382 |
1.3834 |
|
LOW |
1.3805 |
|
0.618 |
1.3759 |
|
1.000 |
1.3730 |
|
1.618 |
1.3684 |
|
2.618 |
1.3609 |
|
4.250 |
1.3486 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3861 |
1.3856 |
| PP |
1.3852 |
1.3842 |
| S1 |
1.3843 |
1.3828 |
|