CME Euro FX (E) Future September 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 |
1.3924 |
1.3909 |
-0.0015 |
-0.1% |
1.3819 |
| High |
1.3931 |
1.3986 |
0.0055 |
0.4% |
1.3885 |
| Low |
1.3908 |
1.3832 |
-0.0076 |
-0.5% |
1.3768 |
| Close |
1.3913 |
1.3851 |
-0.0062 |
-0.4% |
1.3868 |
| Range |
0.0023 |
0.0154 |
0.0131 |
569.6% |
0.0117 |
| ATR |
0.0053 |
0.0060 |
0.0007 |
13.6% |
0.0000 |
| Volume |
862 |
2,703 |
1,841 |
213.6% |
4,866 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4352 |
1.4255 |
1.3936 |
|
| R3 |
1.4198 |
1.4101 |
1.3893 |
|
| R2 |
1.4044 |
1.4044 |
1.3879 |
|
| R1 |
1.3947 |
1.3947 |
1.3865 |
1.3919 |
| PP |
1.3890 |
1.3890 |
1.3890 |
1.3875 |
| S1 |
1.3793 |
1.3793 |
1.3837 |
1.3765 |
| S2 |
1.3736 |
1.3736 |
1.3823 |
|
| S3 |
1.3582 |
1.3639 |
1.3809 |
|
| S4 |
1.3428 |
1.3485 |
1.3766 |
|
|
| 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 |
1.3986 |
1.3810 |
0.0176 |
1.3% |
0.0066 |
0.5% |
23% |
True |
False |
863 |
| 10 |
1.3986 |
1.3768 |
0.0218 |
1.6% |
0.0061 |
0.4% |
38% |
True |
False |
935 |
| 20 |
1.3986 |
1.3768 |
0.0218 |
1.6% |
0.0053 |
0.4% |
38% |
True |
False |
677 |
| 40 |
1.3986 |
1.3669 |
0.0317 |
2.3% |
0.0062 |
0.5% |
57% |
True |
False |
507 |
| 60 |
1.3986 |
1.3568 |
0.0418 |
3.0% |
0.0055 |
0.4% |
68% |
True |
False |
389 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0053 |
0.4% |
73% |
True |
False |
361 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0047 |
0.3% |
73% |
True |
False |
290 |
| 120 |
1.3986 |
1.3429 |
0.0557 |
4.0% |
0.0043 |
0.3% |
76% |
True |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4641 |
|
2.618 |
1.4389 |
|
1.618 |
1.4235 |
|
1.000 |
1.4140 |
|
0.618 |
1.4081 |
|
HIGH |
1.3986 |
|
0.618 |
1.3927 |
|
0.500 |
1.3909 |
|
0.382 |
1.3891 |
|
LOW |
1.3832 |
|
0.618 |
1.3737 |
|
1.000 |
1.3678 |
|
1.618 |
1.3583 |
|
2.618 |
1.3429 |
|
4.250 |
1.3178 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3909 |
1.3909 |
| PP |
1.3890 |
1.3890 |
| S1 |
1.3870 |
1.3870 |
|