CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3851 |
1.3806 |
-0.0045 |
-0.3% |
1.3815 |
| High |
1.3870 |
1.3874 |
0.0004 |
0.0% |
1.3851 |
| Low |
1.3802 |
1.3768 |
-0.0034 |
-0.2% |
1.3784 |
| Close |
1.3807 |
1.3868 |
0.0061 |
0.4% |
1.3831 |
| Range |
0.0068 |
0.0106 |
0.0038 |
55.9% |
0.0067 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
6.6% |
0.0000 |
| Volume |
322 |
3,571 |
3,249 |
1,009.0% |
1,823 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4117 |
1.3926 |
|
| R3 |
1.4049 |
1.4011 |
1.3897 |
|
| R2 |
1.3943 |
1.3943 |
1.3887 |
|
| R1 |
1.3905 |
1.3905 |
1.3878 |
1.3924 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3846 |
| S1 |
1.3799 |
1.3799 |
1.3858 |
1.3818 |
| S2 |
1.3731 |
1.3731 |
1.3849 |
|
| S3 |
1.3625 |
1.3693 |
1.3839 |
|
| S4 |
1.3519 |
1.3587 |
1.3810 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3994 |
1.3868 |
|
| R3 |
1.3956 |
1.3927 |
1.3849 |
|
| R2 |
1.3889 |
1.3889 |
1.3843 |
|
| R1 |
1.3860 |
1.3860 |
1.3837 |
1.3875 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3829 |
| S1 |
1.3793 |
1.3793 |
1.3825 |
1.3808 |
| S2 |
1.3755 |
1.3755 |
1.3819 |
|
| S3 |
1.3688 |
1.3726 |
1.3813 |
|
| S4 |
1.3621 |
1.3659 |
1.3794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3874 |
1.3768 |
0.0106 |
0.8% |
0.0060 |
0.4% |
94% |
True |
True |
1,034 |
| 10 |
1.3874 |
1.3768 |
0.0106 |
0.8% |
0.0052 |
0.4% |
94% |
True |
True |
650 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0056 |
0.4% |
86% |
False |
False |
553 |
| 40 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0061 |
0.4% |
67% |
False |
False |
430 |
| 60 |
1.3965 |
1.3490 |
0.0475 |
3.4% |
0.0055 |
0.4% |
80% |
False |
False |
309 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0051 |
0.4% |
80% |
False |
False |
299 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0046 |
0.3% |
80% |
False |
False |
241 |
| 120 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0042 |
0.3% |
85% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4325 |
|
2.618 |
1.4152 |
|
1.618 |
1.4046 |
|
1.000 |
1.3980 |
|
0.618 |
1.3940 |
|
HIGH |
1.3874 |
|
0.618 |
1.3834 |
|
0.500 |
1.3821 |
|
0.382 |
1.3808 |
|
LOW |
1.3768 |
|
0.618 |
1.3702 |
|
1.000 |
1.3662 |
|
1.618 |
1.3596 |
|
2.618 |
1.3490 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3852 |
1.3852 |
| PP |
1.3837 |
1.3837 |
| S1 |
1.3821 |
1.3821 |
|