CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3714 |
1.3696 |
-0.0018 |
-0.1% |
1.3753 |
| High |
1.3725 |
1.3743 |
0.0018 |
0.1% |
1.3812 |
| Low |
1.3669 |
1.3693 |
0.0024 |
0.2% |
1.3669 |
| Close |
1.3698 |
1.3736 |
0.0038 |
0.3% |
1.3698 |
| Range |
0.0056 |
0.0050 |
-0.0006 |
-10.7% |
0.0143 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
423 |
696 |
273 |
64.5% |
1,405 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3874 |
1.3855 |
1.3764 |
|
| R3 |
1.3824 |
1.3805 |
1.3750 |
|
| R2 |
1.3774 |
1.3774 |
1.3745 |
|
| R1 |
1.3755 |
1.3755 |
1.3741 |
1.3765 |
| PP |
1.3724 |
1.3724 |
1.3724 |
1.3729 |
| S1 |
1.3705 |
1.3705 |
1.3731 |
1.3715 |
| S2 |
1.3674 |
1.3674 |
1.3727 |
|
| S3 |
1.3624 |
1.3655 |
1.3722 |
|
| S4 |
1.3574 |
1.3605 |
1.3709 |
|
|
| 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% |
0.0062 |
0.5% |
47% |
False |
False |
354 |
| 10 |
1.3840 |
1.3669 |
0.0171 |
1.2% |
0.0065 |
0.5% |
39% |
False |
False |
437 |
| 20 |
1.3965 |
1.3669 |
0.0296 |
2.2% |
0.0068 |
0.5% |
23% |
False |
False |
299 |
| 40 |
1.3965 |
1.3568 |
0.0397 |
2.9% |
0.0055 |
0.4% |
42% |
False |
False |
220 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0051 |
0.4% |
52% |
False |
False |
239 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0044 |
0.3% |
52% |
False |
False |
181 |
| 100 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0040 |
0.3% |
57% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3956 |
|
2.618 |
1.3874 |
|
1.618 |
1.3824 |
|
1.000 |
1.3793 |
|
0.618 |
1.3774 |
|
HIGH |
1.3743 |
|
0.618 |
1.3724 |
|
0.500 |
1.3718 |
|
0.382 |
1.3712 |
|
LOW |
1.3693 |
|
0.618 |
1.3662 |
|
1.000 |
1.3643 |
|
1.618 |
1.3612 |
|
2.618 |
1.3562 |
|
4.250 |
1.3481 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3730 |
1.3736 |
| PP |
1.3724 |
1.3735 |
| S1 |
1.3718 |
1.3735 |
|