CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3831 |
1.3840 |
0.0009 |
0.1% |
1.3817 |
| High |
1.3849 |
1.3878 |
0.0029 |
0.2% |
1.3854 |
| Low |
1.3823 |
1.3812 |
-0.0011 |
-0.1% |
1.3782 |
| Close |
1.3834 |
1.3852 |
0.0018 |
0.1% |
1.3834 |
| Range |
0.0026 |
0.0066 |
0.0040 |
153.8% |
0.0072 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
94,850 |
153,057 |
58,207 |
61.4% |
558,989 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4045 |
1.4015 |
1.3888 |
|
| R3 |
1.3979 |
1.3949 |
1.3870 |
|
| R2 |
1.3913 |
1.3913 |
1.3864 |
|
| R1 |
1.3883 |
1.3883 |
1.3858 |
1.3898 |
| PP |
1.3847 |
1.3847 |
1.3847 |
1.3855 |
| S1 |
1.3817 |
1.3817 |
1.3846 |
1.3832 |
| S2 |
1.3781 |
1.3781 |
1.3840 |
|
| S3 |
1.3715 |
1.3751 |
1.3834 |
|
| S4 |
1.3649 |
1.3685 |
1.3816 |
|
|
| 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 |
1.3878 |
1.3782 |
0.0096 |
0.7% |
0.0049 |
0.4% |
73% |
True |
False |
134,185 |
| 10 |
1.3878 |
1.3782 |
0.0096 |
0.7% |
0.0049 |
0.4% |
73% |
True |
False |
120,944 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0059 |
0.4% |
78% |
False |
False |
141,853 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0068 |
0.5% |
62% |
False |
False |
133,049 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
76% |
False |
False |
89,396 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0072 |
0.5% |
76% |
False |
False |
67,252 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
76% |
False |
False |
53,859 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
83% |
False |
False |
44,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4159 |
|
2.618 |
1.4051 |
|
1.618 |
1.3985 |
|
1.000 |
1.3944 |
|
0.618 |
1.3919 |
|
HIGH |
1.3878 |
|
0.618 |
1.3853 |
|
0.500 |
1.3845 |
|
0.382 |
1.3837 |
|
LOW |
1.3812 |
|
0.618 |
1.3771 |
|
1.000 |
1.3746 |
|
1.618 |
1.3705 |
|
2.618 |
1.3639 |
|
4.250 |
1.3532 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3850 |
1.3846 |
| PP |
1.3847 |
1.3840 |
| S1 |
1.3845 |
1.3834 |
|