CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3910 |
1.3839 |
-0.0071 |
-0.5% |
1.3873 |
| High |
1.3993 |
1.3843 |
-0.0150 |
-1.1% |
1.3993 |
| Low |
1.3831 |
1.3743 |
-0.0088 |
-0.6% |
1.3743 |
| Close |
1.3852 |
1.3745 |
-0.0107 |
-0.8% |
1.3745 |
| Range |
0.0162 |
0.0100 |
-0.0062 |
-38.3% |
0.0250 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0000 |
| Volume |
357,383 |
231,790 |
-125,593 |
-35.1% |
967,537 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4077 |
1.4011 |
1.3800 |
|
| R3 |
1.3977 |
1.3911 |
1.3773 |
|
| R2 |
1.3877 |
1.3877 |
1.3763 |
|
| R1 |
1.3811 |
1.3811 |
1.3754 |
1.3794 |
| PP |
1.3777 |
1.3777 |
1.3777 |
1.3769 |
| S1 |
1.3711 |
1.3711 |
1.3736 |
1.3694 |
| S2 |
1.3677 |
1.3677 |
1.3727 |
|
| S3 |
1.3577 |
1.3611 |
1.3718 |
|
| S4 |
1.3477 |
1.3511 |
1.3690 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4577 |
1.4411 |
1.3883 |
|
| R3 |
1.4327 |
1.4161 |
1.3814 |
|
| R2 |
1.4077 |
1.4077 |
1.3791 |
|
| R1 |
1.3911 |
1.3911 |
1.3768 |
1.3869 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3806 |
| S1 |
1.3661 |
1.3661 |
1.3722 |
1.3619 |
| S2 |
1.3577 |
1.3577 |
1.3699 |
|
| S3 |
1.3327 |
1.3411 |
1.3676 |
|
| S4 |
1.3077 |
1.3161 |
1.3608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3993 |
1.3743 |
0.0250 |
1.8% |
0.0078 |
0.6% |
1% |
False |
True |
193,507 |
| 10 |
1.3993 |
1.3743 |
0.0250 |
1.8% |
0.0074 |
0.5% |
1% |
False |
True |
178,346 |
| 20 |
1.3993 |
1.3743 |
0.0250 |
1.8% |
0.0060 |
0.4% |
1% |
False |
True |
147,437 |
| 40 |
1.3993 |
1.3669 |
0.0324 |
2.4% |
0.0069 |
0.5% |
23% |
False |
False |
161,366 |
| 60 |
1.3993 |
1.3587 |
0.0406 |
3.0% |
0.0070 |
0.5% |
39% |
False |
False |
116,319 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0072 |
0.5% |
51% |
False |
False |
87,602 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0072 |
0.5% |
51% |
False |
False |
70,127 |
| 120 |
1.3993 |
1.3405 |
0.0588 |
4.3% |
0.0069 |
0.5% |
58% |
False |
False |
58,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4268 |
|
2.618 |
1.4105 |
|
1.618 |
1.4005 |
|
1.000 |
1.3943 |
|
0.618 |
1.3905 |
|
HIGH |
1.3843 |
|
0.618 |
1.3805 |
|
0.500 |
1.3793 |
|
0.382 |
1.3781 |
|
LOW |
1.3743 |
|
0.618 |
1.3681 |
|
1.000 |
1.3643 |
|
1.618 |
1.3581 |
|
2.618 |
1.3481 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3793 |
1.3868 |
| PP |
1.3777 |
1.3827 |
| S1 |
1.3761 |
1.3786 |
|