CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3757 |
1.3714 |
-0.0043 |
-0.3% |
1.3753 |
| High |
1.3800 |
1.3725 |
-0.0075 |
-0.5% |
1.3812 |
| Low |
1.3695 |
1.3669 |
-0.0026 |
-0.2% |
1.3669 |
| Close |
1.3711 |
1.3698 |
-0.0013 |
-0.1% |
1.3698 |
| Range |
0.0105 |
0.0056 |
-0.0049 |
-46.7% |
0.0143 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
221 |
423 |
202 |
91.4% |
1,405 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3838 |
1.3729 |
|
| R3 |
1.3809 |
1.3782 |
1.3713 |
|
| R2 |
1.3753 |
1.3753 |
1.3708 |
|
| R1 |
1.3726 |
1.3726 |
1.3703 |
1.3712 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3690 |
| S1 |
1.3670 |
1.3670 |
1.3693 |
1.3656 |
| S2 |
1.3641 |
1.3641 |
1.3688 |
|
| S3 |
1.3585 |
1.3614 |
1.3683 |
|
| S4 |
1.3529 |
1.3558 |
1.3667 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4070 |
1.3777 |
|
| R3 |
1.4012 |
1.3927 |
1.3737 |
|
| R2 |
1.3869 |
1.3869 |
1.3724 |
|
| R1 |
1.3784 |
1.3784 |
1.3711 |
1.3755 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3712 |
| S1 |
1.3641 |
1.3641 |
1.3685 |
1.3612 |
| S2 |
1.3583 |
1.3583 |
1.3672 |
|
| S3 |
1.3440 |
1.3498 |
1.3659 |
|
| S4 |
1.3297 |
1.3355 |
1.3619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3812 |
1.3669 |
0.0143 |
1.0% |
0.0069 |
0.5% |
20% |
False |
True |
281 |
| 10 |
1.3862 |
1.3669 |
0.0193 |
1.4% |
0.0071 |
0.5% |
15% |
False |
True |
382 |
| 20 |
1.3965 |
1.3669 |
0.0296 |
2.2% |
0.0067 |
0.5% |
10% |
False |
True |
275 |
| 40 |
1.3965 |
1.3568 |
0.0397 |
2.9% |
0.0055 |
0.4% |
33% |
False |
False |
204 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0051 |
0.4% |
44% |
False |
False |
228 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0044 |
0.3% |
44% |
False |
False |
172 |
| 100 |
1.3965 |
1.3414 |
0.0551 |
4.0% |
0.0039 |
0.3% |
52% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3963 |
|
2.618 |
1.3872 |
|
1.618 |
1.3816 |
|
1.000 |
1.3781 |
|
0.618 |
1.3760 |
|
HIGH |
1.3725 |
|
0.618 |
1.3704 |
|
0.500 |
1.3697 |
|
0.382 |
1.3690 |
|
LOW |
1.3669 |
|
0.618 |
1.3634 |
|
1.000 |
1.3613 |
|
1.618 |
1.3578 |
|
2.618 |
1.3522 |
|
4.250 |
1.3431 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3698 |
1.3741 |
| PP |
1.3697 |
1.3726 |
| S1 |
1.3697 |
1.3712 |
|