CME Euro FX (E) Future September 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 |
1.3862 |
1.3870 |
0.0008 |
0.1% |
1.3819 |
| High |
1.3875 |
1.3881 |
0.0006 |
0.0% |
1.3885 |
| Low |
1.3810 |
1.3866 |
0.0056 |
0.4% |
1.3768 |
| Close |
1.3868 |
1.3874 |
0.0006 |
0.0% |
1.3868 |
| Range |
0.0065 |
0.0015 |
-0.0050 |
-76.9% |
0.0117 |
| ATR |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
114 |
476 |
362 |
317.5% |
4,866 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3911 |
1.3882 |
|
| R3 |
1.3904 |
1.3896 |
1.3878 |
|
| R2 |
1.3889 |
1.3889 |
1.3877 |
|
| R1 |
1.3881 |
1.3881 |
1.3875 |
1.3885 |
| PP |
1.3874 |
1.3874 |
1.3874 |
1.3876 |
| S1 |
1.3866 |
1.3866 |
1.3873 |
1.3870 |
| S2 |
1.3859 |
1.3859 |
1.3871 |
|
| S3 |
1.3844 |
1.3851 |
1.3870 |
|
| S4 |
1.3829 |
1.3836 |
1.3866 |
|
|
| 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% |
0.0056 |
0.4% |
91% |
False |
False |
1,034 |
| 10 |
1.3885 |
1.3768 |
0.0117 |
0.8% |
0.0049 |
0.4% |
91% |
False |
False |
668 |
| 20 |
1.3901 |
1.3693 |
0.0208 |
1.5% |
0.0050 |
0.4% |
87% |
False |
False |
579 |
| 40 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0058 |
0.4% |
69% |
False |
False |
427 |
| 60 |
1.3965 |
1.3568 |
0.0397 |
2.9% |
0.0054 |
0.4% |
77% |
False |
False |
329 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0051 |
0.4% |
81% |
False |
False |
315 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0045 |
0.3% |
81% |
False |
False |
253 |
| 120 |
1.3965 |
1.3414 |
0.0551 |
4.0% |
0.0041 |
0.3% |
83% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3945 |
|
2.618 |
1.3920 |
|
1.618 |
1.3905 |
|
1.000 |
1.3896 |
|
0.618 |
1.3890 |
|
HIGH |
1.3881 |
|
0.618 |
1.3875 |
|
0.500 |
1.3874 |
|
0.382 |
1.3872 |
|
LOW |
1.3866 |
|
0.618 |
1.3857 |
|
1.000 |
1.3851 |
|
1.618 |
1.3842 |
|
2.618 |
1.3827 |
|
4.250 |
1.3802 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3874 |
1.3865 |
| PP |
1.3874 |
1.3856 |
| S1 |
1.3874 |
1.3848 |
|