CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3885 |
1.3856 |
-0.0029 |
-0.2% |
1.3698 |
| High |
1.3903 |
1.3862 |
-0.0041 |
-0.3% |
1.3903 |
| Low |
1.3861 |
1.3806 |
-0.0055 |
-0.4% |
1.3694 |
| Close |
1.3885 |
1.3819 |
-0.0066 |
-0.5% |
1.3885 |
| Range |
0.0042 |
0.0056 |
0.0014 |
33.3% |
0.0209 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.6% |
0.0000 |
| Volume |
108,887 |
137,542 |
28,655 |
26.3% |
668,744 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3997 |
1.3964 |
1.3850 |
|
| R3 |
1.3941 |
1.3908 |
1.3834 |
|
| R2 |
1.3885 |
1.3885 |
1.3829 |
|
| R1 |
1.3852 |
1.3852 |
1.3824 |
1.3841 |
| PP |
1.3829 |
1.3829 |
1.3829 |
1.3823 |
| S1 |
1.3796 |
1.3796 |
1.3814 |
1.3785 |
| S2 |
1.3773 |
1.3773 |
1.3809 |
|
| S3 |
1.3717 |
1.3740 |
1.3804 |
|
| S4 |
1.3661 |
1.3684 |
1.3788 |
|
|
| 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 |
1.3735 |
0.0168 |
1.2% |
0.0064 |
0.5% |
50% |
False |
False |
140,283 |
| 10 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0066 |
0.5% |
64% |
False |
False |
155,533 |
| 20 |
1.3942 |
1.3669 |
0.0273 |
2.0% |
0.0074 |
0.5% |
55% |
False |
False |
169,311 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0074 |
0.5% |
54% |
False |
False |
106,865 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
70% |
False |
False |
71,743 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
70% |
False |
False |
53,877 |
| 100 |
1.3966 |
1.3405 |
0.0561 |
4.1% |
0.0071 |
0.5% |
74% |
False |
False |
43,143 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
78% |
False |
False |
35,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4100 |
|
2.618 |
1.4009 |
|
1.618 |
1.3953 |
|
1.000 |
1.3918 |
|
0.618 |
1.3897 |
|
HIGH |
1.3862 |
|
0.618 |
1.3841 |
|
0.500 |
1.3834 |
|
0.382 |
1.3827 |
|
LOW |
1.3806 |
|
0.618 |
1.3771 |
|
1.000 |
1.3750 |
|
1.618 |
1.3715 |
|
2.618 |
1.3659 |
|
4.250 |
1.3568 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3834 |
1.3855 |
| PP |
1.3829 |
1.3843 |
| S1 |
1.3824 |
1.3831 |
|