CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3716 |
1.3698 |
-0.0018 |
-0.1% |
1.3751 |
| High |
1.3729 |
1.3747 |
0.0018 |
0.1% |
1.3818 |
| Low |
1.3669 |
1.3694 |
0.0025 |
0.2% |
1.3669 |
| Close |
1.3700 |
1.3737 |
0.0037 |
0.3% |
1.3700 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0149 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
226,723 |
104,869 |
-121,854 |
-53.7% |
958,885 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3885 |
1.3864 |
1.3766 |
|
| R3 |
1.3832 |
1.3811 |
1.3752 |
|
| R2 |
1.3779 |
1.3779 |
1.3747 |
|
| R1 |
1.3758 |
1.3758 |
1.3742 |
1.3769 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3731 |
| S1 |
1.3705 |
1.3705 |
1.3732 |
1.3716 |
| S2 |
1.3673 |
1.3673 |
1.3727 |
|
| S3 |
1.3620 |
1.3652 |
1.3722 |
|
| S4 |
1.3567 |
1.3599 |
1.3708 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4176 |
1.4087 |
1.3782 |
|
| R3 |
1.4027 |
1.3938 |
1.3741 |
|
| R2 |
1.3878 |
1.3878 |
1.3727 |
|
| R1 |
1.3789 |
1.3789 |
1.3714 |
1.3759 |
| PP |
1.3729 |
1.3729 |
1.3729 |
1.3714 |
| S1 |
1.3640 |
1.3640 |
1.3686 |
1.3610 |
| S2 |
1.3580 |
1.3580 |
1.3673 |
|
| S3 |
1.3431 |
1.3491 |
1.3659 |
|
| S4 |
1.3282 |
1.3342 |
1.3618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3818 |
1.3669 |
0.0149 |
1.1% |
0.0068 |
0.5% |
46% |
False |
False |
170,783 |
| 10 |
1.3845 |
1.3669 |
0.0176 |
1.3% |
0.0072 |
0.5% |
39% |
False |
False |
179,772 |
| 20 |
1.3966 |
1.3669 |
0.0297 |
2.2% |
0.0078 |
0.6% |
23% |
False |
False |
172,280 |
| 40 |
1.3966 |
1.3563 |
0.0403 |
2.9% |
0.0074 |
0.5% |
43% |
False |
False |
89,469 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
53% |
False |
False |
60,090 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
53% |
False |
False |
45,154 |
| 100 |
1.3966 |
1.3396 |
0.0570 |
4.1% |
0.0070 |
0.5% |
60% |
False |
False |
36,129 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0067 |
0.5% |
66% |
False |
False |
30,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3972 |
|
2.618 |
1.3886 |
|
1.618 |
1.3833 |
|
1.000 |
1.3800 |
|
0.618 |
1.3780 |
|
HIGH |
1.3747 |
|
0.618 |
1.3727 |
|
0.500 |
1.3721 |
|
0.382 |
1.3714 |
|
LOW |
1.3694 |
|
0.618 |
1.3661 |
|
1.000 |
1.3641 |
|
1.618 |
1.3608 |
|
2.618 |
1.3555 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3732 |
1.3739 |
| PP |
1.3726 |
1.3738 |
| S1 |
1.3721 |
1.3738 |
|