CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3878 |
1.3924 |
0.0046 |
0.3% |
1.3819 |
| High |
1.3947 |
1.3931 |
-0.0016 |
-0.1% |
1.3885 |
| Low |
1.3873 |
1.3908 |
0.0035 |
0.3% |
1.3768 |
| Close |
1.3930 |
1.3913 |
-0.0017 |
-0.1% |
1.3868 |
| Range |
0.0074 |
0.0023 |
-0.0051 |
-68.9% |
0.0117 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
161 |
862 |
701 |
435.4% |
4,866 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3986 |
1.3973 |
1.3926 |
|
| R3 |
1.3963 |
1.3950 |
1.3919 |
|
| R2 |
1.3940 |
1.3940 |
1.3917 |
|
| R1 |
1.3927 |
1.3927 |
1.3915 |
1.3922 |
| PP |
1.3917 |
1.3917 |
1.3917 |
1.3915 |
| S1 |
1.3904 |
1.3904 |
1.3911 |
1.3899 |
| S2 |
1.3894 |
1.3894 |
1.3909 |
|
| S3 |
1.3871 |
1.3881 |
1.3907 |
|
| S4 |
1.3848 |
1.3858 |
1.3900 |
|
|
| 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 |
1.3810 |
0.0137 |
1.0% |
0.0040 |
0.3% |
75% |
False |
False |
460 |
| 10 |
1.3947 |
1.3768 |
0.0179 |
1.3% |
0.0050 |
0.4% |
81% |
False |
False |
747 |
| 20 |
1.3947 |
1.3768 |
0.0179 |
1.3% |
0.0049 |
0.4% |
81% |
False |
False |
581 |
| 40 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0060 |
0.4% |
82% |
False |
False |
442 |
| 60 |
1.3965 |
1.3568 |
0.0397 |
2.9% |
0.0054 |
0.4% |
87% |
False |
False |
345 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0051 |
0.4% |
89% |
False |
False |
328 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0045 |
0.3% |
89% |
False |
False |
263 |
| 120 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0042 |
0.3% |
90% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4029 |
|
2.618 |
1.3991 |
|
1.618 |
1.3968 |
|
1.000 |
1.3954 |
|
0.618 |
1.3945 |
|
HIGH |
1.3931 |
|
0.618 |
1.3922 |
|
0.500 |
1.3920 |
|
0.382 |
1.3917 |
|
LOW |
1.3908 |
|
0.618 |
1.3894 |
|
1.000 |
1.3885 |
|
1.618 |
1.3871 |
|
2.618 |
1.3848 |
|
4.250 |
1.3810 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3920 |
1.3911 |
| PP |
1.3917 |
1.3909 |
| S1 |
1.3915 |
1.3907 |
|