CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3698 |
1.3741 |
0.0043 |
0.3% |
1.3751 |
| High |
1.3747 |
1.3810 |
0.0063 |
0.5% |
1.3818 |
| Low |
1.3694 |
1.3735 |
0.0041 |
0.3% |
1.3669 |
| Close |
1.3737 |
1.3793 |
0.0056 |
0.4% |
1.3700 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0149 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
104,869 |
159,641 |
54,772 |
52.2% |
958,885 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4004 |
1.3974 |
1.3834 |
|
| R3 |
1.3929 |
1.3899 |
1.3814 |
|
| R2 |
1.3854 |
1.3854 |
1.3807 |
|
| R1 |
1.3824 |
1.3824 |
1.3800 |
1.3839 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3787 |
| S1 |
1.3749 |
1.3749 |
1.3786 |
1.3764 |
| S2 |
1.3704 |
1.3704 |
1.3779 |
|
| S3 |
1.3629 |
1.3674 |
1.3772 |
|
| S4 |
1.3554 |
1.3599 |
1.3752 |
|
|
| 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% |
0.0073 |
0.5% |
83% |
False |
False |
179,660 |
| 10 |
1.3826 |
1.3669 |
0.0157 |
1.1% |
0.0069 |
0.5% |
79% |
False |
False |
171,242 |
| 20 |
1.3966 |
1.3669 |
0.0297 |
2.2% |
0.0080 |
0.6% |
42% |
False |
False |
177,157 |
| 40 |
1.3966 |
1.3563 |
0.0403 |
2.9% |
0.0075 |
0.5% |
57% |
False |
False |
93,446 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
64% |
False |
False |
62,744 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
64% |
False |
False |
47,137 |
| 100 |
1.3966 |
1.3397 |
0.0569 |
4.1% |
0.0070 |
0.5% |
70% |
False |
False |
37,725 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0067 |
0.5% |
74% |
False |
False |
31,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4129 |
|
2.618 |
1.4006 |
|
1.618 |
1.3931 |
|
1.000 |
1.3885 |
|
0.618 |
1.3856 |
|
HIGH |
1.3810 |
|
0.618 |
1.3781 |
|
0.500 |
1.3773 |
|
0.382 |
1.3764 |
|
LOW |
1.3735 |
|
0.618 |
1.3689 |
|
1.000 |
1.3660 |
|
1.618 |
1.3614 |
|
2.618 |
1.3539 |
|
4.250 |
1.3416 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3786 |
1.3775 |
| PP |
1.3779 |
1.3757 |
| S1 |
1.3773 |
1.3740 |
|