CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3789 |
1.3802 |
0.0013 |
0.1% |
1.3855 |
| High |
1.3821 |
1.3851 |
0.0030 |
0.2% |
1.3860 |
| Low |
1.3788 |
1.3796 |
0.0008 |
0.1% |
1.3789 |
| Close |
1.3799 |
1.3812 |
0.0013 |
0.1% |
1.3815 |
| Range |
0.0033 |
0.0055 |
0.0022 |
66.7% |
0.0071 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
134 |
99 |
-35 |
-26.1% |
1,692 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3985 |
1.3953 |
1.3842 |
|
| R3 |
1.3930 |
1.3898 |
1.3827 |
|
| R2 |
1.3875 |
1.3875 |
1.3822 |
|
| R1 |
1.3843 |
1.3843 |
1.3817 |
1.3859 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3828 |
| S1 |
1.3788 |
1.3788 |
1.3807 |
1.3804 |
| S2 |
1.3765 |
1.3765 |
1.3802 |
|
| S3 |
1.3710 |
1.3733 |
1.3797 |
|
| S4 |
1.3655 |
1.3678 |
1.3782 |
|
|
| 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% |
0.0045 |
0.3% |
37% |
False |
False |
266 |
| 10 |
1.3901 |
1.3784 |
0.0117 |
0.8% |
0.0048 |
0.3% |
24% |
False |
False |
414 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0055 |
0.4% |
62% |
False |
False |
422 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0062 |
0.4% |
52% |
False |
False |
324 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0053 |
0.4% |
68% |
False |
False |
235 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0048 |
0.3% |
68% |
False |
False |
235 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0044 |
0.3% |
68% |
False |
False |
189 |
| 120 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0041 |
0.3% |
76% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4085 |
|
2.618 |
1.3995 |
|
1.618 |
1.3940 |
|
1.000 |
1.3906 |
|
0.618 |
1.3885 |
|
HIGH |
1.3851 |
|
0.618 |
1.3830 |
|
0.500 |
1.3824 |
|
0.382 |
1.3817 |
|
LOW |
1.3796 |
|
0.618 |
1.3762 |
|
1.000 |
1.3741 |
|
1.618 |
1.3707 |
|
2.618 |
1.3652 |
|
4.250 |
1.3562 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3824 |
1.3818 |
| PP |
1.3820 |
1.3816 |
| S1 |
1.3816 |
1.3814 |
|