CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3751 |
1.3773 |
0.0022 |
0.2% |
1.3798 |
| High |
1.3808 |
1.3814 |
0.0006 |
0.0% |
1.3875 |
| Low |
1.3717 |
1.3768 |
0.0051 |
0.4% |
1.3702 |
| Close |
1.3774 |
1.3790 |
0.0016 |
0.1% |
1.3750 |
| Range |
0.0091 |
0.0046 |
-0.0045 |
-49.5% |
0.0173 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
209,837 |
115,256 |
-94,581 |
-45.1% |
926,066 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3929 |
1.3905 |
1.3815 |
|
| R3 |
1.3883 |
1.3859 |
1.3803 |
|
| R2 |
1.3837 |
1.3837 |
1.3798 |
|
| R1 |
1.3813 |
1.3813 |
1.3794 |
1.3825 |
| PP |
1.3791 |
1.3791 |
1.3791 |
1.3797 |
| S1 |
1.3767 |
1.3767 |
1.3786 |
1.3779 |
| S2 |
1.3745 |
1.3745 |
1.3782 |
|
| S3 |
1.3699 |
1.3721 |
1.3777 |
|
| S4 |
1.3653 |
1.3675 |
1.3765 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4295 |
1.4195 |
1.3845 |
|
| R3 |
1.4122 |
1.4022 |
1.3798 |
|
| R2 |
1.3949 |
1.3949 |
1.3782 |
|
| R1 |
1.3849 |
1.3849 |
1.3766 |
1.3813 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3757 |
| S1 |
1.3676 |
1.3676 |
1.3734 |
1.3640 |
| S2 |
1.3603 |
1.3603 |
1.3718 |
|
| S3 |
1.3430 |
1.3503 |
1.3702 |
|
| S4 |
1.3257 |
1.3330 |
1.3655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3826 |
1.3702 |
0.0124 |
0.9% |
0.0065 |
0.5% |
71% |
False |
False |
162,823 |
| 10 |
1.3933 |
1.3702 |
0.0231 |
1.7% |
0.0081 |
0.6% |
38% |
False |
False |
178,770 |
| 20 |
1.3966 |
1.3702 |
0.0264 |
1.9% |
0.0078 |
0.6% |
33% |
False |
False |
139,876 |
| 40 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0075 |
0.5% |
64% |
False |
False |
71,086 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
64% |
False |
False |
47,800 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
64% |
False |
False |
35,924 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0071 |
0.5% |
73% |
False |
False |
28,743 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0065 |
0.5% |
73% |
False |
False |
23,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4010 |
|
2.618 |
1.3934 |
|
1.618 |
1.3888 |
|
1.000 |
1.3860 |
|
0.618 |
1.3842 |
|
HIGH |
1.3814 |
|
0.618 |
1.3796 |
|
0.500 |
1.3791 |
|
0.382 |
1.3786 |
|
LOW |
1.3768 |
|
0.618 |
1.3740 |
|
1.000 |
1.3722 |
|
1.618 |
1.3694 |
|
2.618 |
1.3648 |
|
4.250 |
1.3573 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3791 |
1.3779 |
| PP |
1.3791 |
1.3769 |
| S1 |
1.3790 |
1.3758 |
|