CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3814 |
1.3817 |
0.0003 |
0.0% |
1.3856 |
| High |
1.3864 |
1.3829 |
-0.0035 |
-0.3% |
1.3864 |
| Low |
1.3809 |
1.3785 |
-0.0024 |
-0.2% |
1.3787 |
| Close |
1.3817 |
1.3794 |
-0.0023 |
-0.2% |
1.3817 |
| Range |
0.0055 |
0.0044 |
-0.0011 |
-20.0% |
0.0077 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
109,562 |
41,121 |
-68,441 |
-62.5% |
497,397 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3935 |
1.3908 |
1.3818 |
|
| R3 |
1.3891 |
1.3864 |
1.3806 |
|
| R2 |
1.3847 |
1.3847 |
1.3802 |
|
| R1 |
1.3820 |
1.3820 |
1.3798 |
1.3812 |
| PP |
1.3803 |
1.3803 |
1.3803 |
1.3798 |
| S1 |
1.3776 |
1.3776 |
1.3790 |
1.3768 |
| S2 |
1.3759 |
1.3759 |
1.3786 |
|
| S3 |
1.3715 |
1.3732 |
1.3782 |
|
| S4 |
1.3671 |
1.3688 |
1.3770 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4054 |
1.4012 |
1.3859 |
|
| R3 |
1.3977 |
1.3935 |
1.3838 |
|
| R2 |
1.3900 |
1.3900 |
1.3831 |
|
| R1 |
1.3858 |
1.3858 |
1.3824 |
1.3841 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3814 |
| S1 |
1.3781 |
1.3781 |
1.3810 |
1.3764 |
| S2 |
1.3746 |
1.3746 |
1.3803 |
|
| S3 |
1.3669 |
1.3704 |
1.3796 |
|
| S4 |
1.3592 |
1.3627 |
1.3775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3864 |
1.3785 |
0.0079 |
0.6% |
0.0049 |
0.4% |
11% |
False |
True |
107,703 |
| 10 |
1.3903 |
1.3694 |
0.0209 |
1.5% |
0.0056 |
0.4% |
48% |
False |
False |
120,726 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0067 |
0.5% |
53% |
False |
False |
154,610 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0073 |
0.5% |
47% |
False |
False |
116,735 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0072 |
0.5% |
64% |
False |
False |
78,400 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
64% |
False |
False |
58,873 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
64% |
False |
False |
47,151 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
74% |
False |
False |
39,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4016 |
|
2.618 |
1.3944 |
|
1.618 |
1.3900 |
|
1.000 |
1.3873 |
|
0.618 |
1.3856 |
|
HIGH |
1.3829 |
|
0.618 |
1.3812 |
|
0.500 |
1.3807 |
|
0.382 |
1.3802 |
|
LOW |
1.3785 |
|
0.618 |
1.3758 |
|
1.000 |
1.3741 |
|
1.618 |
1.3714 |
|
2.618 |
1.3670 |
|
4.250 |
1.3598 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3807 |
1.3825 |
| PP |
1.3803 |
1.3814 |
| S1 |
1.3798 |
1.3804 |
|