CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.3910 |
1.3936 |
0.0026 |
0.2% |
1.3838 |
High |
1.3912 |
1.3980 |
0.0068 |
0.5% |
1.3879 |
Low |
1.3910 |
1.3844 |
-0.0066 |
-0.5% |
1.3775 |
Close |
1.3912 |
1.3851 |
-0.0061 |
-0.4% |
1.3867 |
Range |
0.0002 |
0.0136 |
0.0134 |
6,700.0% |
0.0104 |
ATR |
0.0041 |
0.0047 |
0.0007 |
16.8% |
0.0000 |
Volume |
30 |
2 |
-28 |
-93.3% |
90 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4300 |
1.4211 |
1.3926 |
|
R3 |
1.4164 |
1.4075 |
1.3888 |
|
R2 |
1.4028 |
1.4028 |
1.3876 |
|
R1 |
1.3939 |
1.3939 |
1.3863 |
1.3916 |
PP |
1.3892 |
1.3892 |
1.3892 |
1.3880 |
S1 |
1.3803 |
1.3803 |
1.3839 |
1.3780 |
S2 |
1.3756 |
1.3756 |
1.3826 |
|
S3 |
1.3620 |
1.3667 |
1.3814 |
|
S4 |
1.3484 |
1.3531 |
1.3776 |
|
|
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 |
1.3980 |
1.3811 |
0.0169 |
1.2% |
0.0048 |
0.3% |
24% |
True |
False |
30 |
10 |
1.3980 |
1.3775 |
0.0205 |
1.5% |
0.0043 |
0.3% |
37% |
True |
False |
19 |
20 |
1.3980 |
1.3775 |
0.0205 |
1.5% |
0.0032 |
0.2% |
37% |
True |
False |
17 |
40 |
1.3980 |
1.3689 |
0.0291 |
2.1% |
0.0036 |
0.3% |
56% |
True |
False |
22 |
60 |
1.3980 |
1.3567 |
0.0413 |
3.0% |
0.0031 |
0.2% |
69% |
True |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4558 |
2.618 |
1.4336 |
1.618 |
1.4200 |
1.000 |
1.4116 |
0.618 |
1.4064 |
HIGH |
1.3980 |
0.618 |
1.3928 |
0.500 |
1.3912 |
0.382 |
1.3896 |
LOW |
1.3844 |
0.618 |
1.3760 |
1.000 |
1.3708 |
1.618 |
1.3624 |
2.618 |
1.3488 |
4.250 |
1.3266 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3912 |
1.3912 |
PP |
1.3892 |
1.3892 |
S1 |
1.3871 |
1.3871 |
|