CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3887 |
1.3900 |
0.0013 |
0.1% |
1.3708 |
| High |
1.3887 |
1.3900 |
0.0013 |
0.1% |
1.3900 |
| Low |
1.3887 |
1.3883 |
-0.0004 |
0.0% |
1.3708 |
| Close |
1.3887 |
1.3883 |
-0.0004 |
0.0% |
1.3883 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0192 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
20 |
6 |
-14 |
-70.0% |
93 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3928 |
1.3892 |
|
| R3 |
1.3923 |
1.3911 |
1.3888 |
|
| R2 |
1.3906 |
1.3906 |
1.3886 |
|
| R1 |
1.3894 |
1.3894 |
1.3885 |
1.3892 |
| PP |
1.3889 |
1.3889 |
1.3889 |
1.3887 |
| S1 |
1.3877 |
1.3877 |
1.3881 |
1.3875 |
| S2 |
1.3872 |
1.3872 |
1.3880 |
|
| S3 |
1.3855 |
1.3860 |
1.3878 |
|
| S4 |
1.3838 |
1.3843 |
1.3874 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4406 |
1.4337 |
1.3989 |
|
| R3 |
1.4214 |
1.4145 |
1.3936 |
|
| R2 |
1.4022 |
1.4022 |
1.3918 |
|
| R1 |
1.3953 |
1.3953 |
1.3901 |
1.3988 |
| PP |
1.3830 |
1.3830 |
1.3830 |
1.3848 |
| S1 |
1.3761 |
1.3761 |
1.3865 |
1.3796 |
| S2 |
1.3638 |
1.3638 |
1.3848 |
|
| S3 |
1.3446 |
1.3569 |
1.3830 |
|
| S4 |
1.3254 |
1.3377 |
1.3777 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3972 |
|
2.618 |
1.3945 |
|
1.618 |
1.3928 |
|
1.000 |
1.3917 |
|
0.618 |
1.3911 |
|
HIGH |
1.3900 |
|
0.618 |
1.3894 |
|
0.500 |
1.3892 |
|
0.382 |
1.3889 |
|
LOW |
1.3883 |
|
0.618 |
1.3872 |
|
1.000 |
1.3866 |
|
1.618 |
1.3855 |
|
2.618 |
1.3838 |
|
4.250 |
1.3811 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3892 |
1.3869 |
| PP |
1.3889 |
1.3854 |
| S1 |
1.3886 |
1.3840 |
|