CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3870 |
1.3878 |
0.0008 |
0.1% |
1.3819 |
| High |
1.3881 |
1.3947 |
0.0066 |
0.5% |
1.3885 |
| Low |
1.3866 |
1.3873 |
0.0007 |
0.1% |
1.3768 |
| Close |
1.3874 |
1.3930 |
0.0056 |
0.4% |
1.3868 |
| Range |
0.0015 |
0.0074 |
0.0059 |
393.3% |
0.0117 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.6% |
0.0000 |
| Volume |
476 |
161 |
-315 |
-66.2% |
4,866 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4139 |
1.4108 |
1.3971 |
|
| R3 |
1.4065 |
1.4034 |
1.3950 |
|
| R2 |
1.3991 |
1.3991 |
1.3944 |
|
| R1 |
1.3960 |
1.3960 |
1.3937 |
1.3976 |
| PP |
1.3917 |
1.3917 |
1.3917 |
1.3924 |
| S1 |
1.3886 |
1.3886 |
1.3923 |
1.3902 |
| S2 |
1.3843 |
1.3843 |
1.3916 |
|
| S3 |
1.3769 |
1.3812 |
1.3910 |
|
| S4 |
1.3695 |
1.3738 |
1.3889 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4191 |
1.4147 |
1.3932 |
|
| R3 |
1.4074 |
1.4030 |
1.3900 |
|
| R2 |
1.3957 |
1.3957 |
1.3889 |
|
| R1 |
1.3913 |
1.3913 |
1.3879 |
1.3935 |
| PP |
1.3840 |
1.3840 |
1.3840 |
1.3852 |
| S1 |
1.3796 |
1.3796 |
1.3857 |
1.3818 |
| S2 |
1.3723 |
1.3723 |
1.3847 |
|
| S3 |
1.3606 |
1.3679 |
1.3836 |
|
| S4 |
1.3489 |
1.3562 |
1.3804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3947 |
1.3768 |
0.0179 |
1.3% |
0.0057 |
0.4% |
91% |
True |
False |
1,002 |
| 10 |
1.3947 |
1.3768 |
0.0179 |
1.3% |
0.0053 |
0.4% |
91% |
True |
False |
671 |
| 20 |
1.3947 |
1.3739 |
0.0208 |
1.5% |
0.0051 |
0.4% |
92% |
True |
False |
552 |
| 40 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0060 |
0.4% |
88% |
False |
False |
426 |
| 60 |
1.3965 |
1.3568 |
0.0397 |
2.8% |
0.0054 |
0.4% |
91% |
False |
False |
331 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0051 |
0.4% |
93% |
False |
False |
317 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0045 |
0.3% |
93% |
False |
False |
255 |
| 120 |
1.3965 |
1.3429 |
0.0536 |
3.8% |
0.0042 |
0.3% |
93% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4262 |
|
2.618 |
1.4141 |
|
1.618 |
1.4067 |
|
1.000 |
1.4021 |
|
0.618 |
1.3993 |
|
HIGH |
1.3947 |
|
0.618 |
1.3919 |
|
0.500 |
1.3910 |
|
0.382 |
1.3901 |
|
LOW |
1.3873 |
|
0.618 |
1.3827 |
|
1.000 |
1.3799 |
|
1.618 |
1.3753 |
|
2.618 |
1.3679 |
|
4.250 |
1.3559 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3923 |
1.3913 |
| PP |
1.3917 |
1.3896 |
| S1 |
1.3910 |
1.3879 |
|