CME Euro FX (E) Future December 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 |
1.3936 |
1.3829 |
-0.0107 |
-0.8% |
1.3870 |
| High |
1.3980 |
1.3833 |
-0.0147 |
-1.1% |
1.3980 |
| Low |
1.3844 |
1.3744 |
-0.0100 |
-0.7% |
1.3744 |
| Close |
1.3851 |
1.3744 |
-0.0107 |
-0.8% |
1.3744 |
| Range |
0.0136 |
0.0089 |
-0.0047 |
-34.6% |
0.0236 |
| ATR |
0.0047 |
0.0052 |
0.0004 |
9.0% |
0.0000 |
| Volume |
2 |
198 |
196 |
9,800.0% |
297 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.3981 |
1.3793 |
|
| R3 |
1.3952 |
1.3892 |
1.3768 |
|
| R2 |
1.3863 |
1.3863 |
1.3760 |
|
| R1 |
1.3803 |
1.3803 |
1.3752 |
1.3789 |
| PP |
1.3774 |
1.3774 |
1.3774 |
1.3766 |
| S1 |
1.3714 |
1.3714 |
1.3736 |
1.3700 |
| S2 |
1.3685 |
1.3685 |
1.3728 |
|
| S3 |
1.3596 |
1.3625 |
1.3720 |
|
| S4 |
1.3507 |
1.3536 |
1.3695 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4531 |
1.4373 |
1.3874 |
|
| R3 |
1.4295 |
1.4137 |
1.3809 |
|
| R2 |
1.4059 |
1.4059 |
1.3787 |
|
| R1 |
1.3901 |
1.3901 |
1.3766 |
1.3862 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3803 |
| S1 |
1.3665 |
1.3665 |
1.3722 |
1.3626 |
| S2 |
1.3587 |
1.3587 |
1.3701 |
|
| S3 |
1.3351 |
1.3429 |
1.3679 |
|
| S4 |
1.3115 |
1.3193 |
1.3614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3980 |
1.3744 |
0.0236 |
1.7% |
0.0055 |
0.4% |
0% |
False |
True |
59 |
| 10 |
1.3980 |
1.3744 |
0.0236 |
1.7% |
0.0050 |
0.4% |
0% |
False |
True |
38 |
| 20 |
1.3980 |
1.3744 |
0.0236 |
1.7% |
0.0037 |
0.3% |
0% |
False |
True |
26 |
| 40 |
1.3980 |
1.3689 |
0.0291 |
2.1% |
0.0036 |
0.3% |
19% |
False |
False |
27 |
| 60 |
1.3980 |
1.3667 |
0.0313 |
2.3% |
0.0031 |
0.2% |
25% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4211 |
|
2.618 |
1.4066 |
|
1.618 |
1.3977 |
|
1.000 |
1.3922 |
|
0.618 |
1.3888 |
|
HIGH |
1.3833 |
|
0.618 |
1.3799 |
|
0.500 |
1.3789 |
|
0.382 |
1.3778 |
|
LOW |
1.3744 |
|
0.618 |
1.3689 |
|
1.000 |
1.3655 |
|
1.618 |
1.3600 |
|
2.618 |
1.3511 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3789 |
1.3862 |
| PP |
1.3774 |
1.3823 |
| S1 |
1.3759 |
1.3783 |
|