CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3829 |
1.3815 |
-0.0014 |
-0.1% |
1.3855 |
| High |
1.3860 |
1.3826 |
-0.0034 |
-0.2% |
1.3860 |
| Low |
1.3810 |
1.3784 |
-0.0026 |
-0.2% |
1.3789 |
| Close |
1.3815 |
1.3792 |
-0.0023 |
-0.2% |
1.3815 |
| Range |
0.0050 |
0.0042 |
-0.0008 |
-16.0% |
0.0071 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
215 |
478 |
263 |
122.3% |
1,692 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3901 |
1.3815 |
|
| R3 |
1.3885 |
1.3859 |
1.3804 |
|
| R2 |
1.3843 |
1.3843 |
1.3800 |
|
| R1 |
1.3817 |
1.3817 |
1.3796 |
1.3809 |
| PP |
1.3801 |
1.3801 |
1.3801 |
1.3797 |
| S1 |
1.3775 |
1.3775 |
1.3788 |
1.3767 |
| S2 |
1.3759 |
1.3759 |
1.3784 |
|
| S3 |
1.3717 |
1.3733 |
1.3780 |
|
| S4 |
1.3675 |
1.3691 |
1.3769 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4034 |
1.3996 |
1.3854 |
|
| R3 |
1.3963 |
1.3925 |
1.3835 |
|
| R2 |
1.3892 |
1.3892 |
1.3828 |
|
| R1 |
1.3854 |
1.3854 |
1.3822 |
1.3838 |
| PP |
1.3821 |
1.3821 |
1.3821 |
1.3813 |
| S1 |
1.3783 |
1.3783 |
1.3808 |
1.3767 |
| S2 |
1.3750 |
1.3750 |
1.3802 |
|
| S3 |
1.3679 |
1.3712 |
1.3795 |
|
| S4 |
1.3608 |
1.3641 |
1.3776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3860 |
1.3784 |
0.0076 |
0.6% |
0.0046 |
0.3% |
11% |
False |
True |
434 |
| 10 |
1.3901 |
1.3693 |
0.0208 |
1.5% |
0.0051 |
0.4% |
48% |
False |
False |
489 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0061 |
0.4% |
53% |
False |
False |
435 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0060 |
0.4% |
45% |
False |
False |
319 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0053 |
0.4% |
64% |
False |
False |
303 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0047 |
0.3% |
64% |
False |
False |
232 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0043 |
0.3% |
64% |
False |
False |
187 |
| 120 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0040 |
0.3% |
73% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4005 |
|
2.618 |
1.3936 |
|
1.618 |
1.3894 |
|
1.000 |
1.3868 |
|
0.618 |
1.3852 |
|
HIGH |
1.3826 |
|
0.618 |
1.3810 |
|
0.500 |
1.3805 |
|
0.382 |
1.3800 |
|
LOW |
1.3784 |
|
0.618 |
1.3758 |
|
1.000 |
1.3742 |
|
1.618 |
1.3716 |
|
2.618 |
1.3674 |
|
4.250 |
1.3606 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3805 |
1.3822 |
| PP |
1.3801 |
1.3812 |
| S1 |
1.3796 |
1.3802 |
|