CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3802 |
1.3820 |
0.0018 |
0.1% |
1.3855 |
| High |
1.3851 |
1.3835 |
-0.0016 |
-0.1% |
1.3860 |
| Low |
1.3796 |
1.3787 |
-0.0009 |
-0.1% |
1.3789 |
| Close |
1.3812 |
1.3820 |
0.0008 |
0.1% |
1.3815 |
| Range |
0.0055 |
0.0048 |
-0.0007 |
-12.7% |
0.0071 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
99 |
827 |
728 |
735.4% |
1,692 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3958 |
1.3937 |
1.3846 |
|
| R3 |
1.3910 |
1.3889 |
1.3833 |
|
| R2 |
1.3862 |
1.3862 |
1.3829 |
|
| R1 |
1.3841 |
1.3841 |
1.3824 |
1.3844 |
| PP |
1.3814 |
1.3814 |
1.3814 |
1.3816 |
| S1 |
1.3793 |
1.3793 |
1.3816 |
1.3796 |
| S2 |
1.3766 |
1.3766 |
1.3811 |
|
| S3 |
1.3718 |
1.3745 |
1.3807 |
|
| S4 |
1.3670 |
1.3697 |
1.3794 |
|
|
| 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 |
0.5% |
0.0046 |
0.3% |
47% |
False |
False |
350 |
| 10 |
1.3901 |
1.3784 |
0.0117 |
0.8% |
0.0046 |
0.3% |
31% |
False |
False |
419 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0055 |
0.4% |
65% |
False |
False |
425 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0062 |
0.4% |
54% |
False |
False |
344 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0054 |
0.4% |
70% |
False |
False |
248 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0048 |
0.3% |
70% |
False |
False |
245 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0044 |
0.3% |
70% |
False |
False |
197 |
| 120 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0041 |
0.3% |
78% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4039 |
|
2.618 |
1.3961 |
|
1.618 |
1.3913 |
|
1.000 |
1.3883 |
|
0.618 |
1.3865 |
|
HIGH |
1.3835 |
|
0.618 |
1.3817 |
|
0.500 |
1.3811 |
|
0.382 |
1.3805 |
|
LOW |
1.3787 |
|
0.618 |
1.3757 |
|
1.000 |
1.3739 |
|
1.618 |
1.3709 |
|
2.618 |
1.3661 |
|
4.250 |
1.3583 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3817 |
1.3820 |
| PP |
1.3814 |
1.3819 |
| S1 |
1.3811 |
1.3819 |
|