CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3792 |
1.3803 |
0.0011 |
0.1% |
1.3856 |
| High |
1.3824 |
1.3854 |
0.0030 |
0.2% |
1.3864 |
| Low |
1.3782 |
1.3797 |
0.0015 |
0.1% |
1.3787 |
| Close |
1.3801 |
1.3814 |
0.0013 |
0.1% |
1.3817 |
| Range |
0.0042 |
0.0057 |
0.0015 |
35.7% |
0.0077 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
102,650 |
162,973 |
60,323 |
58.8% |
497,397 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3993 |
1.3960 |
1.3845 |
|
| R3 |
1.3936 |
1.3903 |
1.3830 |
|
| R2 |
1.3879 |
1.3879 |
1.3824 |
|
| R1 |
1.3846 |
1.3846 |
1.3819 |
1.3863 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3830 |
| S1 |
1.3789 |
1.3789 |
1.3809 |
1.3806 |
| S2 |
1.3765 |
1.3765 |
1.3804 |
|
| S3 |
1.3708 |
1.3732 |
1.3798 |
|
| S4 |
1.3651 |
1.3675 |
1.3783 |
|
|
| 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 |
1.3782 |
0.0082 |
0.6% |
0.0049 |
0.4% |
39% |
False |
False |
108,555 |
| 10 |
1.3903 |
1.3778 |
0.0125 |
0.9% |
0.0053 |
0.4% |
29% |
False |
False |
120,837 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0061 |
0.4% |
62% |
False |
False |
146,039 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0072 |
0.5% |
53% |
False |
False |
123,228 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
69% |
False |
False |
82,804 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
69% |
False |
False |
62,192 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
69% |
False |
False |
49,807 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
77% |
False |
False |
41,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4096 |
|
2.618 |
1.4003 |
|
1.618 |
1.3946 |
|
1.000 |
1.3911 |
|
0.618 |
1.3889 |
|
HIGH |
1.3854 |
|
0.618 |
1.3832 |
|
0.500 |
1.3826 |
|
0.382 |
1.3819 |
|
LOW |
1.3797 |
|
0.618 |
1.3762 |
|
1.000 |
1.3740 |
|
1.618 |
1.3705 |
|
2.618 |
1.3648 |
|
4.250 |
1.3555 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3826 |
1.3818 |
| PP |
1.3822 |
1.3817 |
| S1 |
1.3818 |
1.3815 |
|