CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.3784 |
1.3705 |
-0.0079 |
-0.6% |
1.3745 |
High |
1.3784 |
1.3705 |
-0.0079 |
-0.6% |
1.3801 |
Low |
1.3703 |
1.3689 |
-0.0014 |
-0.1% |
1.3689 |
Close |
1.3711 |
1.3699 |
-0.0012 |
-0.1% |
1.3699 |
Range |
0.0081 |
0.0016 |
-0.0065 |
-80.2% |
0.0112 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
10 |
16 |
6 |
60.0% |
266 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3746 |
1.3738 |
1.3708 |
|
R3 |
1.3730 |
1.3722 |
1.3703 |
|
R2 |
1.3714 |
1.3714 |
1.3702 |
|
R1 |
1.3706 |
1.3706 |
1.3700 |
1.3702 |
PP |
1.3698 |
1.3698 |
1.3698 |
1.3696 |
S1 |
1.3690 |
1.3690 |
1.3698 |
1.3686 |
S2 |
1.3682 |
1.3682 |
1.3696 |
|
S3 |
1.3666 |
1.3674 |
1.3695 |
|
S4 |
1.3650 |
1.3658 |
1.3690 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4066 |
1.3994 |
1.3761 |
|
R3 |
1.3954 |
1.3882 |
1.3730 |
|
R2 |
1.3842 |
1.3842 |
1.3720 |
|
R1 |
1.3770 |
1.3770 |
1.3709 |
1.3750 |
PP |
1.3730 |
1.3730 |
1.3730 |
1.3720 |
S1 |
1.3658 |
1.3658 |
1.3689 |
1.3638 |
S2 |
1.3618 |
1.3618 |
1.3678 |
|
S3 |
1.3506 |
1.3546 |
1.3668 |
|
S4 |
1.3394 |
1.3434 |
1.3637 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3773 |
2.618 |
1.3747 |
1.618 |
1.3731 |
1.000 |
1.3721 |
0.618 |
1.3715 |
HIGH |
1.3705 |
0.618 |
1.3699 |
0.500 |
1.3697 |
0.382 |
1.3695 |
LOW |
1.3689 |
0.618 |
1.3679 |
1.000 |
1.3673 |
1.618 |
1.3663 |
2.618 |
1.3647 |
4.250 |
1.3621 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3698 |
1.3745 |
PP |
1.3698 |
1.3730 |
S1 |
1.3697 |
1.3714 |
|