CME Euro FX (E) Future June 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 |
1.3873 |
1.3874 |
0.0001 |
0.0% |
1.3840 |
| High |
1.3885 |
1.3950 |
0.0065 |
0.5% |
1.3888 |
| Low |
1.3864 |
1.3871 |
0.0007 |
0.1% |
1.3768 |
| Close |
1.3876 |
1.3932 |
0.0056 |
0.4% |
1.3870 |
| Range |
0.0021 |
0.0079 |
0.0058 |
276.2% |
0.0120 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
2.2% |
0.0000 |
| Volume |
79,782 |
167,873 |
88,091 |
110.4% |
815,930 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4122 |
1.3975 |
|
| R3 |
1.4076 |
1.4043 |
1.3954 |
|
| R2 |
1.3997 |
1.3997 |
1.3946 |
|
| R1 |
1.3964 |
1.3964 |
1.3939 |
1.3981 |
| PP |
1.3918 |
1.3918 |
1.3918 |
1.3926 |
| S1 |
1.3885 |
1.3885 |
1.3925 |
1.3902 |
| S2 |
1.3839 |
1.3839 |
1.3918 |
|
| S3 |
1.3760 |
1.3806 |
1.3910 |
|
| S4 |
1.3681 |
1.3727 |
1.3889 |
|
|
| 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 |
1.3950 |
1.3768 |
0.0182 |
1.3% |
0.0062 |
0.4% |
90% |
True |
False |
146,252 |
| 10 |
1.3950 |
1.3768 |
0.0182 |
1.3% |
0.0059 |
0.4% |
90% |
True |
False |
147,880 |
| 20 |
1.3950 |
1.3735 |
0.0215 |
1.5% |
0.0057 |
0.4% |
92% |
True |
False |
134,192 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0068 |
0.5% |
89% |
False |
False |
153,236 |
| 60 |
1.3966 |
1.3563 |
0.0403 |
2.9% |
0.0068 |
0.5% |
92% |
False |
False |
104,377 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
93% |
False |
False |
78,616 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
93% |
False |
False |
62,961 |
| 120 |
1.3966 |
1.3396 |
0.0570 |
4.1% |
0.0068 |
0.5% |
94% |
False |
False |
52,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4286 |
|
2.618 |
1.4157 |
|
1.618 |
1.4078 |
|
1.000 |
1.4029 |
|
0.618 |
1.3999 |
|
HIGH |
1.3950 |
|
0.618 |
1.3920 |
|
0.500 |
1.3911 |
|
0.382 |
1.3901 |
|
LOW |
1.3871 |
|
0.618 |
1.3822 |
|
1.000 |
1.3792 |
|
1.618 |
1.3743 |
|
2.618 |
1.3664 |
|
4.250 |
1.3535 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3925 |
1.3914 |
| PP |
1.3918 |
1.3896 |
| S1 |
1.3911 |
1.3878 |
|