CME Euro FX (E) Future September 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 |
1.3806 |
1.3868 |
0.0062 |
0.4% |
1.3815 |
| High |
1.3874 |
1.3885 |
0.0011 |
0.1% |
1.3851 |
| Low |
1.3768 |
1.3861 |
0.0093 |
0.7% |
1.3784 |
| Close |
1.3868 |
1.3861 |
-0.0007 |
-0.1% |
1.3831 |
| Range |
0.0106 |
0.0024 |
-0.0082 |
-77.4% |
0.0067 |
| ATR |
0.0059 |
0.0056 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
3,571 |
691 |
-2,880 |
-80.6% |
1,823 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3941 |
1.3925 |
1.3874 |
|
| R3 |
1.3917 |
1.3901 |
1.3868 |
|
| R2 |
1.3893 |
1.3893 |
1.3865 |
|
| R1 |
1.3877 |
1.3877 |
1.3863 |
1.3873 |
| PP |
1.3869 |
1.3869 |
1.3869 |
1.3867 |
| S1 |
1.3853 |
1.3853 |
1.3859 |
1.3849 |
| S2 |
1.3845 |
1.3845 |
1.3857 |
|
| S3 |
1.3821 |
1.3829 |
1.3854 |
|
| S4 |
1.3797 |
1.3805 |
1.3848 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3994 |
1.3868 |
|
| R3 |
1.3956 |
1.3927 |
1.3849 |
|
| R2 |
1.3889 |
1.3889 |
1.3843 |
|
| R1 |
1.3860 |
1.3860 |
1.3837 |
1.3875 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3829 |
| S1 |
1.3793 |
1.3793 |
1.3825 |
1.3808 |
| S2 |
1.3755 |
1.3755 |
1.3819 |
|
| S3 |
1.3688 |
1.3726 |
1.3813 |
|
| S4 |
1.3621 |
1.3659 |
1.3794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3885 |
1.3768 |
0.0117 |
0.8% |
0.0055 |
0.4% |
79% |
True |
False |
1,007 |
| 10 |
1.3885 |
1.3768 |
0.0117 |
0.8% |
0.0050 |
0.4% |
79% |
True |
False |
679 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0054 |
0.4% |
83% |
False |
False |
581 |
| 40 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0061 |
0.4% |
65% |
False |
False |
431 |
| 60 |
1.3965 |
1.3490 |
0.0475 |
3.4% |
0.0055 |
0.4% |
78% |
False |
False |
320 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0051 |
0.4% |
78% |
False |
False |
308 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0045 |
0.3% |
78% |
False |
False |
248 |
| 120 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0042 |
0.3% |
84% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3987 |
|
2.618 |
1.3948 |
|
1.618 |
1.3924 |
|
1.000 |
1.3909 |
|
0.618 |
1.3900 |
|
HIGH |
1.3885 |
|
0.618 |
1.3876 |
|
0.500 |
1.3873 |
|
0.382 |
1.3870 |
|
LOW |
1.3861 |
|
0.618 |
1.3846 |
|
1.000 |
1.3837 |
|
1.618 |
1.3822 |
|
2.618 |
1.3798 |
|
4.250 |
1.3759 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3873 |
1.3850 |
| PP |
1.3869 |
1.3838 |
| S1 |
1.3865 |
1.3827 |
|