CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3925 |
1.3910 |
-0.0015 |
-0.1% |
1.3840 |
| High |
1.3938 |
1.3993 |
0.0055 |
0.4% |
1.3888 |
| Low |
1.3908 |
1.3831 |
-0.0077 |
-0.6% |
1.3768 |
| Close |
1.3915 |
1.3852 |
-0.0063 |
-0.5% |
1.3870 |
| Range |
0.0030 |
0.0162 |
0.0132 |
440.0% |
0.0120 |
| ATR |
0.0060 |
0.0067 |
0.0007 |
12.3% |
0.0000 |
| Volume |
130,709 |
357,383 |
226,674 |
173.4% |
815,930 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4378 |
1.4277 |
1.3941 |
|
| R3 |
1.4216 |
1.4115 |
1.3897 |
|
| R2 |
1.4054 |
1.4054 |
1.3882 |
|
| R1 |
1.3953 |
1.3953 |
1.3867 |
1.3923 |
| PP |
1.3892 |
1.3892 |
1.3892 |
1.3877 |
| S1 |
1.3791 |
1.3791 |
1.3837 |
1.3761 |
| S2 |
1.3730 |
1.3730 |
1.3822 |
|
| S3 |
1.3568 |
1.3629 |
1.3807 |
|
| S4 |
1.3406 |
1.3467 |
1.3763 |
|
|
| 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 |
1.3993 |
1.3805 |
0.0188 |
1.4% |
0.0073 |
0.5% |
25% |
True |
False |
186,525 |
| 10 |
1.3993 |
1.3768 |
0.0225 |
1.6% |
0.0067 |
0.5% |
37% |
True |
False |
164,652 |
| 20 |
1.3993 |
1.3768 |
0.0225 |
1.6% |
0.0059 |
0.4% |
37% |
True |
False |
142,701 |
| 40 |
1.3993 |
1.3669 |
0.0324 |
2.3% |
0.0069 |
0.5% |
56% |
True |
False |
160,808 |
| 60 |
1.3993 |
1.3563 |
0.0430 |
3.1% |
0.0070 |
0.5% |
67% |
True |
False |
112,492 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0071 |
0.5% |
72% |
True |
False |
84,707 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0072 |
0.5% |
72% |
True |
False |
67,810 |
| 120 |
1.3993 |
1.3405 |
0.0588 |
4.2% |
0.0068 |
0.5% |
76% |
True |
False |
56,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4682 |
|
2.618 |
1.4417 |
|
1.618 |
1.4255 |
|
1.000 |
1.4155 |
|
0.618 |
1.4093 |
|
HIGH |
1.3993 |
|
0.618 |
1.3931 |
|
0.500 |
1.3912 |
|
0.382 |
1.3893 |
|
LOW |
1.3831 |
|
0.618 |
1.3731 |
|
1.000 |
1.3669 |
|
1.618 |
1.3569 |
|
2.618 |
1.3407 |
|
4.250 |
1.3143 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3912 |
1.3912 |
| PP |
1.3892 |
1.3892 |
| S1 |
1.3872 |
1.3872 |
|