CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3909 |
1.3837 |
-0.0072 |
-0.5% |
1.3870 |
| High |
1.3986 |
1.3840 |
-0.0146 |
-1.0% |
1.3986 |
| Low |
1.3832 |
1.3744 |
-0.0088 |
-0.6% |
1.3744 |
| Close |
1.3851 |
1.3744 |
-0.0107 |
-0.8% |
1.3744 |
| Range |
0.0154 |
0.0096 |
-0.0058 |
-37.7% |
0.0242 |
| ATR |
0.0060 |
0.0064 |
0.0003 |
5.5% |
0.0000 |
| Volume |
2,703 |
1,607 |
-1,096 |
-40.5% |
5,809 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4064 |
1.4000 |
1.3797 |
|
| R3 |
1.3968 |
1.3904 |
1.3770 |
|
| R2 |
1.3872 |
1.3872 |
1.3762 |
|
| R1 |
1.3808 |
1.3808 |
1.3753 |
1.3792 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3768 |
| S1 |
1.3712 |
1.3712 |
1.3735 |
1.3696 |
| S2 |
1.3680 |
1.3680 |
1.3726 |
|
| S3 |
1.3584 |
1.3616 |
1.3718 |
|
| S4 |
1.3488 |
1.3520 |
1.3691 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4551 |
1.4389 |
1.3877 |
|
| R3 |
1.4309 |
1.4147 |
1.3811 |
|
| R2 |
1.4067 |
1.4067 |
1.3788 |
|
| R1 |
1.3905 |
1.3905 |
1.3766 |
1.3865 |
| PP |
1.3825 |
1.3825 |
1.3825 |
1.3805 |
| S1 |
1.3663 |
1.3663 |
1.3722 |
1.3623 |
| S2 |
1.3583 |
1.3583 |
1.3700 |
|
| S3 |
1.3341 |
1.3421 |
1.3677 |
|
| S4 |
1.3099 |
1.3179 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3986 |
1.3744 |
0.0242 |
1.8% |
0.0072 |
0.5% |
0% |
False |
True |
1,161 |
| 10 |
1.3986 |
1.3744 |
0.0242 |
1.8% |
0.0068 |
0.5% |
0% |
False |
True |
1,067 |
| 20 |
1.3986 |
1.3744 |
0.0242 |
1.8% |
0.0055 |
0.4% |
0% |
False |
True |
721 |
| 40 |
1.3986 |
1.3669 |
0.0317 |
2.3% |
0.0062 |
0.5% |
24% |
False |
False |
545 |
| 60 |
1.3986 |
1.3648 |
0.0338 |
2.5% |
0.0056 |
0.4% |
28% |
False |
False |
416 |
| 80 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0054 |
0.4% |
51% |
False |
False |
381 |
| 100 |
1.3986 |
1.3488 |
0.0498 |
3.6% |
0.0048 |
0.3% |
51% |
False |
False |
306 |
| 120 |
1.3986 |
1.3429 |
0.0557 |
4.1% |
0.0044 |
0.3% |
57% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4248 |
|
2.618 |
1.4091 |
|
1.618 |
1.3995 |
|
1.000 |
1.3936 |
|
0.618 |
1.3899 |
|
HIGH |
1.3840 |
|
0.618 |
1.3803 |
|
0.500 |
1.3792 |
|
0.382 |
1.3781 |
|
LOW |
1.3744 |
|
0.618 |
1.3685 |
|
1.000 |
1.3648 |
|
1.618 |
1.3589 |
|
2.618 |
1.3493 |
|
4.250 |
1.3336 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3792 |
1.3865 |
| PP |
1.3776 |
1.3825 |
| S1 |
1.3760 |
1.3784 |
|