CME Euro FX (E) Future June 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 |
1.3874 |
1.3925 |
0.0051 |
0.4% |
1.3840 |
| High |
1.3950 |
1.3938 |
-0.0012 |
-0.1% |
1.3888 |
| Low |
1.3871 |
1.3908 |
0.0037 |
0.3% |
1.3768 |
| Close |
1.3932 |
1.3915 |
-0.0017 |
-0.1% |
1.3870 |
| Range |
0.0079 |
0.0030 |
-0.0049 |
-62.0% |
0.0120 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
167,873 |
130,709 |
-37,164 |
-22.1% |
815,930 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3993 |
1.3932 |
|
| R3 |
1.3980 |
1.3963 |
1.3923 |
|
| R2 |
1.3950 |
1.3950 |
1.3921 |
|
| R1 |
1.3933 |
1.3933 |
1.3918 |
1.3927 |
| PP |
1.3920 |
1.3920 |
1.3920 |
1.3917 |
| S1 |
1.3903 |
1.3903 |
1.3912 |
1.3897 |
| S2 |
1.3890 |
1.3890 |
1.3910 |
|
| S3 |
1.3860 |
1.3873 |
1.3907 |
|
| S4 |
1.3830 |
1.3843 |
1.3899 |
|
|
| 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 |
1.3805 |
0.0145 |
1.0% |
0.0046 |
0.3% |
76% |
False |
False |
126,879 |
| 10 |
1.3950 |
1.3768 |
0.0182 |
1.3% |
0.0056 |
0.4% |
81% |
False |
False |
144,653 |
| 20 |
1.3950 |
1.3768 |
0.0182 |
1.3% |
0.0055 |
0.4% |
81% |
False |
False |
132,745 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0067 |
0.5% |
83% |
False |
False |
154,951 |
| 60 |
1.3966 |
1.3563 |
0.0403 |
2.9% |
0.0068 |
0.5% |
87% |
False |
False |
106,545 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
89% |
False |
False |
80,244 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
89% |
False |
False |
64,259 |
| 120 |
1.3966 |
1.3397 |
0.0569 |
4.1% |
0.0068 |
0.5% |
91% |
False |
False |
53,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4066 |
|
2.618 |
1.4017 |
|
1.618 |
1.3987 |
|
1.000 |
1.3968 |
|
0.618 |
1.3957 |
|
HIGH |
1.3938 |
|
0.618 |
1.3927 |
|
0.500 |
1.3923 |
|
0.382 |
1.3919 |
|
LOW |
1.3908 |
|
0.618 |
1.3889 |
|
1.000 |
1.3878 |
|
1.618 |
1.3859 |
|
2.618 |
1.3829 |
|
4.250 |
1.3781 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3923 |
1.3912 |
| PP |
1.3920 |
1.3910 |
| S1 |
1.3918 |
1.3907 |
|