CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3851 |
1.3885 |
0.0034 |
0.2% |
1.3698 |
| High |
1.3898 |
1.3903 |
0.0005 |
0.0% |
1.3903 |
| Low |
1.3834 |
1.3861 |
0.0027 |
0.2% |
1.3694 |
| Close |
1.3889 |
1.3885 |
-0.0004 |
0.0% |
1.3885 |
| Range |
0.0064 |
0.0042 |
-0.0022 |
-34.4% |
0.0209 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
137,083 |
108,887 |
-28,196 |
-20.6% |
668,744 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4009 |
1.3989 |
1.3908 |
|
| R3 |
1.3967 |
1.3947 |
1.3897 |
|
| R2 |
1.3925 |
1.3925 |
1.3893 |
|
| R1 |
1.3905 |
1.3905 |
1.3889 |
1.3906 |
| PP |
1.3883 |
1.3883 |
1.3883 |
1.3884 |
| S1 |
1.3863 |
1.3863 |
1.3881 |
1.3864 |
| S2 |
1.3841 |
1.3841 |
1.3877 |
|
| S3 |
1.3799 |
1.3821 |
1.3873 |
|
| S4 |
1.3757 |
1.3779 |
1.3862 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4454 |
1.4379 |
1.4000 |
|
| R3 |
1.4245 |
1.4170 |
1.3942 |
|
| R2 |
1.4036 |
1.4036 |
1.3923 |
|
| R1 |
1.3961 |
1.3961 |
1.3904 |
1.3999 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3846 |
| S1 |
1.3752 |
1.3752 |
1.3866 |
1.3790 |
| S2 |
1.3618 |
1.3618 |
1.3847 |
|
| S3 |
1.3409 |
1.3543 |
1.3828 |
|
| S4 |
1.3200 |
1.3334 |
1.3770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3903 |
1.3694 |
0.0209 |
1.5% |
0.0063 |
0.5% |
91% |
True |
False |
133,748 |
| 10 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0069 |
0.5% |
92% |
True |
False |
162,762 |
| 20 |
1.3947 |
1.3669 |
0.0278 |
2.0% |
0.0075 |
0.5% |
78% |
False |
False |
169,132 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0074 |
0.5% |
75% |
False |
False |
103,456 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
83% |
False |
False |
69,464 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
83% |
False |
False |
52,159 |
| 100 |
1.3966 |
1.3405 |
0.0561 |
4.0% |
0.0071 |
0.5% |
86% |
False |
False |
41,767 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
88% |
False |
False |
34,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4082 |
|
2.618 |
1.4013 |
|
1.618 |
1.3971 |
|
1.000 |
1.3945 |
|
0.618 |
1.3929 |
|
HIGH |
1.3903 |
|
0.618 |
1.3887 |
|
0.500 |
1.3882 |
|
0.382 |
1.3877 |
|
LOW |
1.3861 |
|
0.618 |
1.3835 |
|
1.000 |
1.3819 |
|
1.618 |
1.3793 |
|
2.618 |
1.3751 |
|
4.250 |
1.3683 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3884 |
1.3870 |
| PP |
1.3883 |
1.3855 |
| S1 |
1.3882 |
1.3841 |
|