CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3801 |
1.3784 |
-0.0017 |
-0.1% |
1.3789 |
| High |
1.3801 |
1.3784 |
-0.0017 |
-0.1% |
1.3839 |
| Low |
1.3753 |
1.3703 |
-0.0050 |
-0.4% |
1.3739 |
| Close |
1.3761 |
1.3711 |
-0.0050 |
-0.4% |
1.3751 |
| Range |
0.0048 |
0.0081 |
0.0033 |
68.8% |
0.0100 |
| ATR |
0.0046 |
0.0048 |
0.0003 |
5.5% |
0.0000 |
| Volume |
88 |
10 |
-78 |
-88.6% |
162 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3976 |
1.3924 |
1.3756 |
|
| R3 |
1.3895 |
1.3843 |
1.3733 |
|
| R2 |
1.3814 |
1.3814 |
1.3726 |
|
| R1 |
1.3762 |
1.3762 |
1.3718 |
1.3748 |
| PP |
1.3733 |
1.3733 |
1.3733 |
1.3725 |
| S1 |
1.3681 |
1.3681 |
1.3704 |
1.3667 |
| S2 |
1.3652 |
1.3652 |
1.3696 |
|
| S3 |
1.3571 |
1.3600 |
1.3689 |
|
| S4 |
1.3490 |
1.3519 |
1.3666 |
|
|
| 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 |
1.4128 |
|
2.618 |
1.3996 |
|
1.618 |
1.3915 |
|
1.000 |
1.3865 |
|
0.618 |
1.3834 |
|
HIGH |
1.3784 |
|
0.618 |
1.3753 |
|
0.500 |
1.3744 |
|
0.382 |
1.3734 |
|
LOW |
1.3703 |
|
0.618 |
1.3653 |
|
1.000 |
1.3622 |
|
1.618 |
1.3572 |
|
2.618 |
1.3491 |
|
4.250 |
1.3359 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3744 |
1.3752 |
| PP |
1.3733 |
1.3738 |
| S1 |
1.3722 |
1.3725 |
|