CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3814 |
1.3831 |
0.0017 |
0.1% |
1.3817 |
| High |
1.3842 |
1.3849 |
0.0007 |
0.1% |
1.3854 |
| Low |
1.3789 |
1.3823 |
0.0034 |
0.2% |
1.3782 |
| Close |
1.3823 |
1.3834 |
0.0011 |
0.1% |
1.3834 |
| Range |
0.0053 |
0.0026 |
-0.0027 |
-50.9% |
0.0072 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
157,395 |
94,850 |
-62,545 |
-39.7% |
558,989 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3913 |
1.3900 |
1.3848 |
|
| R3 |
1.3887 |
1.3874 |
1.3841 |
|
| R2 |
1.3861 |
1.3861 |
1.3839 |
|
| R1 |
1.3848 |
1.3848 |
1.3836 |
1.3855 |
| PP |
1.3835 |
1.3835 |
1.3835 |
1.3839 |
| S1 |
1.3822 |
1.3822 |
1.3832 |
1.3829 |
| S2 |
1.3809 |
1.3809 |
1.3829 |
|
| S3 |
1.3783 |
1.3796 |
1.3827 |
|
| S4 |
1.3757 |
1.3770 |
1.3820 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.4009 |
1.3874 |
|
| R3 |
1.3967 |
1.3937 |
1.3854 |
|
| R2 |
1.3895 |
1.3895 |
1.3847 |
|
| R1 |
1.3865 |
1.3865 |
1.3841 |
1.3880 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3831 |
| S1 |
1.3793 |
1.3793 |
1.3827 |
1.3808 |
| S2 |
1.3751 |
1.3751 |
1.3821 |
|
| S3 |
1.3679 |
1.3721 |
1.3814 |
|
| S4 |
1.3607 |
1.3649 |
1.3794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3854 |
1.3782 |
0.0072 |
0.5% |
0.0044 |
0.3% |
72% |
False |
False |
111,797 |
| 10 |
1.3903 |
1.3782 |
0.0121 |
0.9% |
0.0047 |
0.3% |
43% |
False |
False |
116,527 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0059 |
0.4% |
71% |
False |
False |
142,571 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0070 |
0.5% |
56% |
False |
False |
129,379 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
73% |
False |
False |
87,000 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
73% |
False |
False |
65,342 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
73% |
False |
False |
52,329 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
80% |
False |
False |
43,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3960 |
|
2.618 |
1.3917 |
|
1.618 |
1.3891 |
|
1.000 |
1.3875 |
|
0.618 |
1.3865 |
|
HIGH |
1.3849 |
|
0.618 |
1.3839 |
|
0.500 |
1.3836 |
|
0.382 |
1.3833 |
|
LOW |
1.3823 |
|
0.618 |
1.3807 |
|
1.000 |
1.3797 |
|
1.618 |
1.3781 |
|
2.618 |
1.3755 |
|
4.250 |
1.3713 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3836 |
1.3830 |
| PP |
1.3835 |
1.3826 |
| S1 |
1.3835 |
1.3822 |
|