CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.3900 |
1.3910 |
0.0010 |
0.1% |
1.3838 |
High |
1.3940 |
1.3912 |
-0.0028 |
-0.2% |
1.3879 |
Low |
1.3900 |
1.3910 |
0.0010 |
0.1% |
1.3775 |
Close |
1.3929 |
1.3912 |
-0.0017 |
-0.1% |
1.3867 |
Range |
0.0040 |
0.0002 |
-0.0038 |
-95.0% |
0.0104 |
ATR |
0.0042 |
0.0041 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
35 |
30 |
-5 |
-14.3% |
90 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3917 |
1.3917 |
1.3913 |
|
R3 |
1.3915 |
1.3915 |
1.3913 |
|
R2 |
1.3913 |
1.3913 |
1.3912 |
|
R1 |
1.3913 |
1.3913 |
1.3912 |
1.3913 |
PP |
1.3911 |
1.3911 |
1.3911 |
1.3912 |
S1 |
1.3911 |
1.3911 |
1.3912 |
1.3911 |
S2 |
1.3909 |
1.3909 |
1.3912 |
|
S3 |
1.3907 |
1.3909 |
1.3911 |
|
S4 |
1.3905 |
1.3907 |
1.3911 |
|
|
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 |
1.3811 |
0.0129 |
0.9% |
0.0025 |
0.2% |
78% |
False |
False |
33 |
10 |
1.3940 |
1.3775 |
0.0165 |
1.2% |
0.0034 |
0.2% |
83% |
False |
False |
21 |
20 |
1.3940 |
1.3775 |
0.0165 |
1.2% |
0.0029 |
0.2% |
83% |
False |
False |
18 |
40 |
1.3947 |
1.3689 |
0.0258 |
1.9% |
0.0033 |
0.2% |
86% |
False |
False |
22 |
60 |
1.3947 |
1.3567 |
0.0380 |
2.7% |
0.0029 |
0.2% |
91% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3921 |
2.618 |
1.3917 |
1.618 |
1.3915 |
1.000 |
1.3914 |
0.618 |
1.3913 |
HIGH |
1.3912 |
0.618 |
1.3911 |
0.500 |
1.3911 |
0.382 |
1.3911 |
LOW |
1.3910 |
0.618 |
1.3909 |
1.000 |
1.3908 |
1.618 |
1.3907 |
2.618 |
1.3905 |
4.250 |
1.3902 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3912 |
1.3910 |
PP |
1.3911 |
1.3907 |
S1 |
1.3911 |
1.3905 |
|