CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3868 |
1.3862 |
-0.0006 |
0.0% |
1.3819 |
| High |
1.3885 |
1.3875 |
-0.0010 |
-0.1% |
1.3885 |
| Low |
1.3861 |
1.3810 |
-0.0051 |
-0.4% |
1.3768 |
| Close |
1.3861 |
1.3868 |
0.0007 |
0.1% |
1.3868 |
| Range |
0.0024 |
0.0065 |
0.0041 |
170.8% |
0.0117 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.1% |
0.0000 |
| Volume |
691 |
114 |
-577 |
-83.5% |
4,866 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4046 |
1.4022 |
1.3904 |
|
| R3 |
1.3981 |
1.3957 |
1.3886 |
|
| R2 |
1.3916 |
1.3916 |
1.3880 |
|
| R1 |
1.3892 |
1.3892 |
1.3874 |
1.3904 |
| PP |
1.3851 |
1.3851 |
1.3851 |
1.3857 |
| S1 |
1.3827 |
1.3827 |
1.3862 |
1.3839 |
| S2 |
1.3786 |
1.3786 |
1.3856 |
|
| S3 |
1.3721 |
1.3762 |
1.3850 |
|
| S4 |
1.3656 |
1.3697 |
1.3832 |
|
|
| 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 |
1.3885 |
1.3768 |
0.0117 |
0.8% |
0.0064 |
0.5% |
85% |
False |
False |
973 |
| 10 |
1.3885 |
1.3768 |
0.0117 |
0.8% |
0.0052 |
0.4% |
85% |
False |
False |
668 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0052 |
0.4% |
86% |
False |
False |
576 |
| 40 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0059 |
0.4% |
67% |
False |
False |
420 |
| 60 |
1.3965 |
1.3490 |
0.0475 |
3.4% |
0.0055 |
0.4% |
80% |
False |
False |
321 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0051 |
0.4% |
80% |
False |
False |
309 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0045 |
0.3% |
80% |
False |
False |
249 |
| 120 |
1.3965 |
1.3366 |
0.0599 |
4.3% |
0.0042 |
0.3% |
84% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4151 |
|
2.618 |
1.4045 |
|
1.618 |
1.3980 |
|
1.000 |
1.3940 |
|
0.618 |
1.3915 |
|
HIGH |
1.3875 |
|
0.618 |
1.3850 |
|
0.500 |
1.3843 |
|
0.382 |
1.3835 |
|
LOW |
1.3810 |
|
0.618 |
1.3770 |
|
1.000 |
1.3745 |
|
1.618 |
1.3705 |
|
2.618 |
1.3640 |
|
4.250 |
1.3534 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3860 |
1.3854 |
| PP |
1.3851 |
1.3840 |
| S1 |
1.3843 |
1.3827 |
|