CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3867 |
1.3873 |
0.0006 |
0.0% |
1.3840 |
| High |
1.3880 |
1.3885 |
0.0005 |
0.0% |
1.3888 |
| Low |
1.3805 |
1.3864 |
0.0059 |
0.4% |
1.3768 |
| Close |
1.3870 |
1.3876 |
0.0006 |
0.0% |
1.3870 |
| Range |
0.0075 |
0.0021 |
-0.0054 |
-72.0% |
0.0120 |
| ATR |
0.0064 |
0.0060 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
196,881 |
79,782 |
-117,099 |
-59.5% |
815,930 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3938 |
1.3928 |
1.3888 |
|
| R3 |
1.3917 |
1.3907 |
1.3882 |
|
| R2 |
1.3896 |
1.3896 |
1.3880 |
|
| R1 |
1.3886 |
1.3886 |
1.3878 |
1.3891 |
| PP |
1.3875 |
1.3875 |
1.3875 |
1.3878 |
| S1 |
1.3865 |
1.3865 |
1.3874 |
1.3870 |
| S2 |
1.3854 |
1.3854 |
1.3872 |
|
| S3 |
1.3833 |
1.3844 |
1.3870 |
|
| S4 |
1.3812 |
1.3823 |
1.3864 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4202 |
1.4156 |
1.3936 |
|
| R3 |
1.4082 |
1.4036 |
1.3903 |
|
| R2 |
1.3962 |
1.3962 |
1.3892 |
|
| R1 |
1.3916 |
1.3916 |
1.3881 |
1.3939 |
| PP |
1.3842 |
1.3842 |
1.3842 |
1.3854 |
| S1 |
1.3796 |
1.3796 |
1.3859 |
1.3819 |
| S2 |
1.3722 |
1.3722 |
1.3848 |
|
| S3 |
1.3602 |
1.3676 |
1.3837 |
|
| S4 |
1.3482 |
1.3556 |
1.3804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3888 |
1.3768 |
0.0120 |
0.9% |
0.0061 |
0.4% |
90% |
False |
False |
148,531 |
| 10 |
1.3888 |
1.3768 |
0.0120 |
0.9% |
0.0055 |
0.4% |
90% |
False |
False |
141,358 |
| 20 |
1.3903 |
1.3694 |
0.0209 |
1.5% |
0.0056 |
0.4% |
87% |
False |
False |
131,042 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0066 |
0.5% |
70% |
False |
False |
149,908 |
| 60 |
1.3966 |
1.3554 |
0.0412 |
3.0% |
0.0069 |
0.5% |
78% |
False |
False |
101,602 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
81% |
False |
False |
76,524 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
81% |
False |
False |
61,284 |
| 120 |
1.3966 |
1.3396 |
0.0570 |
4.1% |
0.0067 |
0.5% |
84% |
False |
False |
51,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3974 |
|
2.618 |
1.3940 |
|
1.618 |
1.3919 |
|
1.000 |
1.3906 |
|
0.618 |
1.3898 |
|
HIGH |
1.3885 |
|
0.618 |
1.3877 |
|
0.500 |
1.3875 |
|
0.382 |
1.3872 |
|
LOW |
1.3864 |
|
0.618 |
1.3851 |
|
1.000 |
1.3843 |
|
1.618 |
1.3830 |
|
2.618 |
1.3809 |
|
4.250 |
1.3775 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3876 |
1.3866 |
| PP |
1.3875 |
1.3856 |
| S1 |
1.3875 |
1.3847 |
|