CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3856 |
1.3817 |
-0.0039 |
-0.3% |
1.3698 |
| High |
1.3862 |
1.3831 |
-0.0031 |
-0.2% |
1.3903 |
| Low |
1.3806 |
1.3787 |
-0.0019 |
-0.1% |
1.3694 |
| Close |
1.3819 |
1.3808 |
-0.0011 |
-0.1% |
1.3885 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.4% |
0.0209 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
137,542 |
123,820 |
-13,722 |
-10.0% |
668,744 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3941 |
1.3918 |
1.3832 |
|
| R3 |
1.3897 |
1.3874 |
1.3820 |
|
| R2 |
1.3853 |
1.3853 |
1.3816 |
|
| R1 |
1.3830 |
1.3830 |
1.3812 |
1.3820 |
| PP |
1.3809 |
1.3809 |
1.3809 |
1.3803 |
| S1 |
1.3786 |
1.3786 |
1.3804 |
1.3776 |
| S2 |
1.3765 |
1.3765 |
1.3800 |
|
| S3 |
1.3721 |
1.3742 |
1.3796 |
|
| S4 |
1.3677 |
1.3698 |
1.3784 |
|
|
| 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 |
1.3778 |
0.0125 |
0.9% |
0.0058 |
0.4% |
24% |
False |
False |
133,119 |
| 10 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0066 |
0.5% |
59% |
False |
False |
156,389 |
| 20 |
1.3933 |
1.3669 |
0.0264 |
1.9% |
0.0073 |
0.5% |
53% |
False |
False |
167,580 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0074 |
0.5% |
51% |
False |
False |
109,944 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
67% |
False |
False |
73,802 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
67% |
False |
False |
55,422 |
| 100 |
1.3966 |
1.3405 |
0.0561 |
4.1% |
0.0071 |
0.5% |
72% |
False |
False |
44,381 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0067 |
0.5% |
76% |
False |
False |
36,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4018 |
|
2.618 |
1.3946 |
|
1.618 |
1.3902 |
|
1.000 |
1.3875 |
|
0.618 |
1.3858 |
|
HIGH |
1.3831 |
|
0.618 |
1.3814 |
|
0.500 |
1.3809 |
|
0.382 |
1.3804 |
|
LOW |
1.3787 |
|
0.618 |
1.3760 |
|
1.000 |
1.3743 |
|
1.618 |
1.3716 |
|
2.618 |
1.3672 |
|
4.250 |
1.3600 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3809 |
1.3845 |
| PP |
1.3809 |
1.3833 |
| S1 |
1.3808 |
1.3820 |
|