CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3745 |
1.3791 |
0.0046 |
0.3% |
1.3789 |
| High |
1.3798 |
1.3791 |
-0.0007 |
-0.1% |
1.3839 |
| Low |
1.3745 |
1.3787 |
0.0042 |
0.3% |
1.3739 |
| Close |
1.3774 |
1.3789 |
0.0015 |
0.1% |
1.3751 |
| Range |
0.0053 |
0.0004 |
-0.0049 |
-92.5% |
0.0100 |
| ATR |
0.0048 |
0.0045 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
77 |
75 |
-2 |
-2.6% |
162 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3799 |
1.3791 |
|
| R3 |
1.3797 |
1.3795 |
1.3790 |
|
| R2 |
1.3793 |
1.3793 |
1.3790 |
|
| R1 |
1.3791 |
1.3791 |
1.3789 |
1.3790 |
| PP |
1.3789 |
1.3789 |
1.3789 |
1.3789 |
| S1 |
1.3787 |
1.3787 |
1.3789 |
1.3786 |
| S2 |
1.3785 |
1.3785 |
1.3788 |
|
| S3 |
1.3781 |
1.3783 |
1.3788 |
|
| S4 |
1.3777 |
1.3779 |
1.3787 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4076 |
1.4014 |
1.3806 |
|
| R3 |
1.3976 |
1.3914 |
1.3779 |
|
| R2 |
1.3876 |
1.3876 |
1.3769 |
|
| R1 |
1.3814 |
1.3814 |
1.3760 |
1.3795 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3767 |
| S1 |
1.3714 |
1.3714 |
1.3742 |
1.3695 |
| S2 |
1.3676 |
1.3676 |
1.3733 |
|
| S3 |
1.3576 |
1.3614 |
1.3724 |
|
| S4 |
1.3476 |
1.3514 |
1.3696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3808 |
|
2.618 |
1.3801 |
|
1.618 |
1.3797 |
|
1.000 |
1.3795 |
|
0.618 |
1.3793 |
|
HIGH |
1.3791 |
|
0.618 |
1.3789 |
|
0.500 |
1.3789 |
|
0.382 |
1.3789 |
|
LOW |
1.3787 |
|
0.618 |
1.3785 |
|
1.000 |
1.3783 |
|
1.618 |
1.3781 |
|
2.618 |
1.3777 |
|
4.250 |
1.3770 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3789 |
1.3782 |
| PP |
1.3789 |
1.3775 |
| S1 |
1.3789 |
1.3769 |
|