CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 01-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.3775 |
1.3879 |
0.0104 |
0.8% |
1.3790 |
High |
1.3867 |
1.3879 |
0.0012 |
0.1% |
1.3849 |
Low |
1.3775 |
1.3861 |
0.0086 |
0.6% |
1.3788 |
Close |
1.3867 |
1.3861 |
-0.0006 |
0.0% |
1.3830 |
Range |
0.0092 |
0.0018 |
-0.0074 |
-80.4% |
0.0061 |
ATR |
0.0043 |
0.0042 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
10 |
13 |
3 |
30.0% |
55 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3921 |
1.3909 |
1.3871 |
|
R3 |
1.3903 |
1.3891 |
1.3866 |
|
R2 |
1.3885 |
1.3885 |
1.3864 |
|
R1 |
1.3873 |
1.3873 |
1.3863 |
1.3870 |
PP |
1.3867 |
1.3867 |
1.3867 |
1.3866 |
S1 |
1.3855 |
1.3855 |
1.3859 |
1.3852 |
S2 |
1.3849 |
1.3849 |
1.3858 |
|
S3 |
1.3831 |
1.3837 |
1.3856 |
|
S4 |
1.3813 |
1.3819 |
1.3851 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4005 |
1.3979 |
1.3864 |
|
R3 |
1.3944 |
1.3918 |
1.3847 |
|
R2 |
1.3883 |
1.3883 |
1.3841 |
|
R1 |
1.3857 |
1.3857 |
1.3836 |
1.3870 |
PP |
1.3822 |
1.3822 |
1.3822 |
1.3829 |
S1 |
1.3796 |
1.3796 |
1.3824 |
1.3809 |
S2 |
1.3761 |
1.3761 |
1.3819 |
|
S3 |
1.3700 |
1.3735 |
1.3813 |
|
S4 |
1.3639 |
1.3674 |
1.3796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3879 |
1.3775 |
0.0104 |
0.8% |
0.0037 |
0.3% |
83% |
True |
False |
8 |
10 |
1.3879 |
1.3775 |
0.0104 |
0.8% |
0.0033 |
0.2% |
83% |
True |
False |
9 |
20 |
1.3900 |
1.3689 |
0.0211 |
1.5% |
0.0032 |
0.2% |
82% |
False |
False |
14 |
40 |
1.3947 |
1.3689 |
0.0258 |
1.9% |
0.0031 |
0.2% |
67% |
False |
False |
20 |
60 |
1.3947 |
1.3505 |
0.0442 |
3.2% |
0.0030 |
0.2% |
81% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3956 |
2.618 |
1.3926 |
1.618 |
1.3908 |
1.000 |
1.3897 |
0.618 |
1.3890 |
HIGH |
1.3879 |
0.618 |
1.3872 |
0.500 |
1.3870 |
0.382 |
1.3868 |
LOW |
1.3861 |
0.618 |
1.3850 |
1.000 |
1.3843 |
1.618 |
1.3832 |
2.618 |
1.3814 |
4.250 |
1.3785 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3870 |
1.3850 |
PP |
1.3867 |
1.3838 |
S1 |
1.3864 |
1.3827 |
|