CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3696 |
1.3740 |
0.0044 |
0.3% |
1.3753 |
| High |
1.3743 |
1.3806 |
0.0063 |
0.5% |
1.3812 |
| Low |
1.3693 |
1.3739 |
0.0046 |
0.3% |
1.3669 |
| Close |
1.3736 |
1.3791 |
0.0055 |
0.4% |
1.3698 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0143 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
696 |
288 |
-408 |
-58.6% |
1,405 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3980 |
1.3952 |
1.3828 |
|
| R3 |
1.3913 |
1.3885 |
1.3809 |
|
| R2 |
1.3846 |
1.3846 |
1.3803 |
|
| R1 |
1.3818 |
1.3818 |
1.3797 |
1.3832 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3786 |
| S1 |
1.3751 |
1.3751 |
1.3785 |
1.3765 |
| S2 |
1.3712 |
1.3712 |
1.3779 |
|
| S3 |
1.3645 |
1.3684 |
1.3773 |
|
| S4 |
1.3578 |
1.3617 |
1.3754 |
|
|
| 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% |
0.0067 |
0.5% |
85% |
False |
False |
352 |
| 10 |
1.3820 |
1.3669 |
0.0151 |
1.1% |
0.0063 |
0.5% |
81% |
False |
False |
430 |
| 20 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0071 |
0.5% |
41% |
False |
False |
303 |
| 40 |
1.3965 |
1.3568 |
0.0397 |
2.9% |
0.0056 |
0.4% |
56% |
False |
False |
227 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0051 |
0.4% |
64% |
False |
False |
244 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0044 |
0.3% |
64% |
False |
False |
184 |
| 100 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0040 |
0.3% |
68% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4091 |
|
2.618 |
1.3981 |
|
1.618 |
1.3914 |
|
1.000 |
1.3873 |
|
0.618 |
1.3847 |
|
HIGH |
1.3806 |
|
0.618 |
1.3780 |
|
0.500 |
1.3773 |
|
0.382 |
1.3765 |
|
LOW |
1.3739 |
|
0.618 |
1.3698 |
|
1.000 |
1.3672 |
|
1.618 |
1.3631 |
|
2.618 |
1.3564 |
|
4.250 |
1.3454 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3785 |
1.3773 |
| PP |
1.3779 |
1.3755 |
| S1 |
1.3773 |
1.3738 |
|