CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3848 |
1.3884 |
0.0036 |
0.3% |
1.3696 |
| High |
1.3891 |
1.3901 |
0.0010 |
0.1% |
1.3901 |
| Low |
1.3833 |
1.3868 |
0.0035 |
0.3% |
1.3693 |
| Close |
1.3887 |
1.3883 |
-0.0004 |
0.0% |
1.3883 |
| Range |
0.0058 |
0.0033 |
-0.0025 |
-43.1% |
0.0208 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
717 |
247 |
-470 |
-65.6% |
2,724 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3983 |
1.3966 |
1.3901 |
|
| R3 |
1.3950 |
1.3933 |
1.3892 |
|
| R2 |
1.3917 |
1.3917 |
1.3889 |
|
| R1 |
1.3900 |
1.3900 |
1.3886 |
1.3892 |
| PP |
1.3884 |
1.3884 |
1.3884 |
1.3880 |
| S1 |
1.3867 |
1.3867 |
1.3880 |
1.3859 |
| S2 |
1.3851 |
1.3851 |
1.3877 |
|
| S3 |
1.3818 |
1.3834 |
1.3874 |
|
| S4 |
1.3785 |
1.3801 |
1.3865 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4450 |
1.4374 |
1.3997 |
|
| R3 |
1.4242 |
1.4166 |
1.3940 |
|
| R2 |
1.4034 |
1.4034 |
1.3921 |
|
| R1 |
1.3958 |
1.3958 |
1.3902 |
1.3996 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3845 |
| S1 |
1.3750 |
1.3750 |
1.3864 |
1.3788 |
| S2 |
1.3618 |
1.3618 |
1.3845 |
|
| S3 |
1.3410 |
1.3542 |
1.3826 |
|
| S4 |
1.3202 |
1.3334 |
1.3769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3901 |
1.3693 |
0.0208 |
1.5% |
0.0055 |
0.4% |
91% |
True |
False |
544 |
| 10 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0062 |
0.4% |
92% |
True |
False |
412 |
| 20 |
1.3945 |
1.3669 |
0.0276 |
2.0% |
0.0067 |
0.5% |
78% |
False |
False |
365 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0057 |
0.4% |
74% |
False |
False |
268 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0053 |
0.4% |
83% |
False |
False |
272 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0046 |
0.3% |
83% |
False |
False |
206 |
| 100 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0042 |
0.3% |
85% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4041 |
|
2.618 |
1.3987 |
|
1.618 |
1.3954 |
|
1.000 |
1.3934 |
|
0.618 |
1.3921 |
|
HIGH |
1.3901 |
|
0.618 |
1.3888 |
|
0.500 |
1.3885 |
|
0.382 |
1.3881 |
|
LOW |
1.3868 |
|
0.618 |
1.3848 |
|
1.000 |
1.3835 |
|
1.618 |
1.3815 |
|
2.618 |
1.3782 |
|
4.250 |
1.3728 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3885 |
1.3870 |
| PP |
1.3884 |
1.3857 |
| S1 |
1.3884 |
1.3844 |
|