CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3870 |
1.3900 |
0.0030 |
0.2% |
1.3838 |
| High |
1.3877 |
1.3940 |
0.0063 |
0.5% |
1.3879 |
| Low |
1.3869 |
1.3900 |
0.0031 |
0.2% |
1.3775 |
| Close |
1.3873 |
1.3929 |
0.0056 |
0.4% |
1.3867 |
| Range |
0.0008 |
0.0040 |
0.0032 |
400.0% |
0.0104 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
4.7% |
0.0000 |
| Volume |
32 |
35 |
3 |
9.4% |
90 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4043 |
1.4026 |
1.3951 |
|
| R3 |
1.4003 |
1.3986 |
1.3940 |
|
| R2 |
1.3963 |
1.3963 |
1.3936 |
|
| R1 |
1.3946 |
1.3946 |
1.3933 |
1.3955 |
| PP |
1.3923 |
1.3923 |
1.3923 |
1.3927 |
| S1 |
1.3906 |
1.3906 |
1.3925 |
1.3915 |
| S2 |
1.3883 |
1.3883 |
1.3922 |
|
| S3 |
1.3843 |
1.3866 |
1.3918 |
|
| S4 |
1.3803 |
1.3826 |
1.3907 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4152 |
1.4114 |
1.3924 |
|
| R3 |
1.4048 |
1.4010 |
1.3896 |
|
| R2 |
1.3944 |
1.3944 |
1.3886 |
|
| R1 |
1.3906 |
1.3906 |
1.3877 |
1.3925 |
| PP |
1.3840 |
1.3840 |
1.3840 |
1.3850 |
| S1 |
1.3802 |
1.3802 |
1.3857 |
1.3821 |
| S2 |
1.3736 |
1.3736 |
1.3848 |
|
| S3 |
1.3632 |
1.3698 |
1.3838 |
|
| S4 |
1.3528 |
1.3594 |
1.3810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3940 |
1.3775 |
0.0165 |
1.2% |
0.0043 |
0.3% |
93% |
True |
False |
29 |
| 10 |
1.3940 |
1.3775 |
0.0165 |
1.2% |
0.0038 |
0.3% |
93% |
True |
False |
19 |
| 20 |
1.3940 |
1.3754 |
0.0186 |
1.3% |
0.0031 |
0.2% |
94% |
True |
False |
17 |
| 40 |
1.3947 |
1.3689 |
0.0258 |
1.9% |
0.0033 |
0.2% |
93% |
False |
False |
21 |
| 60 |
1.3947 |
1.3567 |
0.0380 |
2.7% |
0.0029 |
0.2% |
95% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4110 |
|
2.618 |
1.4045 |
|
1.618 |
1.4005 |
|
1.000 |
1.3980 |
|
0.618 |
1.3965 |
|
HIGH |
1.3940 |
|
0.618 |
1.3925 |
|
0.500 |
1.3920 |
|
0.382 |
1.3915 |
|
LOW |
1.3900 |
|
0.618 |
1.3875 |
|
1.000 |
1.3860 |
|
1.618 |
1.3835 |
|
2.618 |
1.3795 |
|
4.250 |
1.3730 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3926 |
1.3911 |
| PP |
1.3923 |
1.3893 |
| S1 |
1.3920 |
1.3876 |
|