CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3773 |
1.3793 |
0.0020 |
0.1% |
1.3798 |
| High |
1.3814 |
1.3818 |
0.0004 |
0.0% |
1.3875 |
| Low |
1.3768 |
1.3751 |
-0.0017 |
-0.1% |
1.3702 |
| Close |
1.3790 |
1.3762 |
-0.0028 |
-0.2% |
1.3750 |
| Range |
0.0046 |
0.0067 |
0.0021 |
45.7% |
0.0173 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
115,256 |
122,839 |
7,583 |
6.6% |
926,066 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3978 |
1.3937 |
1.3799 |
|
| R3 |
1.3911 |
1.3870 |
1.3780 |
|
| R2 |
1.3844 |
1.3844 |
1.3774 |
|
| R1 |
1.3803 |
1.3803 |
1.3768 |
1.3790 |
| PP |
1.3777 |
1.3777 |
1.3777 |
1.3771 |
| S1 |
1.3736 |
1.3736 |
1.3756 |
1.3723 |
| S2 |
1.3710 |
1.3710 |
1.3750 |
|
| S3 |
1.3643 |
1.3669 |
1.3744 |
|
| S4 |
1.3576 |
1.3602 |
1.3725 |
|
|
| 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 |
1.3818 |
1.3702 |
0.0116 |
0.8% |
0.0068 |
0.5% |
52% |
True |
False |
158,594 |
| 10 |
1.3875 |
1.3702 |
0.0173 |
1.3% |
0.0075 |
0.5% |
35% |
False |
False |
172,415 |
| 20 |
1.3966 |
1.3702 |
0.0264 |
1.9% |
0.0079 |
0.6% |
23% |
False |
False |
145,770 |
| 40 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0075 |
0.5% |
58% |
False |
False |
74,140 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
58% |
False |
False |
49,845 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
58% |
False |
False |
37,459 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0072 |
0.5% |
69% |
False |
False |
29,972 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0066 |
0.5% |
69% |
False |
False |
24,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4103 |
|
2.618 |
1.3993 |
|
1.618 |
1.3926 |
|
1.000 |
1.3885 |
|
0.618 |
1.3859 |
|
HIGH |
1.3818 |
|
0.618 |
1.3792 |
|
0.500 |
1.3785 |
|
0.382 |
1.3777 |
|
LOW |
1.3751 |
|
0.618 |
1.3710 |
|
1.000 |
1.3684 |
|
1.618 |
1.3643 |
|
2.618 |
1.3576 |
|
4.250 |
1.3466 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3785 |
1.3768 |
| PP |
1.3777 |
1.3766 |
| S1 |
1.3770 |
1.3764 |
|