CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.3843 |
1.3838 |
-0.0005 |
0.0% |
1.3790 |
High |
1.3843 |
1.3848 |
0.0005 |
0.0% |
1.3849 |
Low |
1.3825 |
1.3838 |
0.0013 |
0.1% |
1.3788 |
Close |
1.3830 |
1.3848 |
0.0018 |
0.1% |
1.3830 |
Range |
0.0018 |
0.0010 |
-0.0008 |
-44.4% |
0.0061 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
7 |
9 |
2 |
28.6% |
55 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3875 |
1.3871 |
1.3854 |
|
R3 |
1.3865 |
1.3861 |
1.3851 |
|
R2 |
1.3855 |
1.3855 |
1.3850 |
|
R1 |
1.3851 |
1.3851 |
1.3849 |
1.3853 |
PP |
1.3845 |
1.3845 |
1.3845 |
1.3846 |
S1 |
1.3841 |
1.3841 |
1.3847 |
1.3843 |
S2 |
1.3835 |
1.3835 |
1.3846 |
|
S3 |
1.3825 |
1.3831 |
1.3845 |
|
S4 |
1.3815 |
1.3821 |
1.3843 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4005 |
1.3979 |
1.3864 |
|
R3 |
1.3944 |
1.3918 |
1.3847 |
|
R2 |
1.3883 |
1.3883 |
1.3841 |
|
R1 |
1.3857 |
1.3857 |
1.3836 |
1.3870 |
PP |
1.3822 |
1.3822 |
1.3822 |
1.3829 |
S1 |
1.3796 |
1.3796 |
1.3824 |
1.3809 |
S2 |
1.3761 |
1.3761 |
1.3819 |
|
S3 |
1.3700 |
1.3735 |
1.3813 |
|
S4 |
1.3639 |
1.3674 |
1.3796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3849 |
1.3788 |
0.0061 |
0.4% |
0.0025 |
0.2% |
98% |
False |
False |
9 |
10 |
1.3859 |
1.3788 |
0.0071 |
0.5% |
0.0023 |
0.2% |
85% |
False |
False |
14 |
20 |
1.3900 |
1.3689 |
0.0211 |
1.5% |
0.0030 |
0.2% |
75% |
False |
False |
25 |
40 |
1.3947 |
1.3689 |
0.0258 |
1.9% |
0.0027 |
0.2% |
62% |
False |
False |
21 |
60 |
1.3947 |
1.3493 |
0.0454 |
3.3% |
0.0029 |
0.2% |
78% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3891 |
2.618 |
1.3874 |
1.618 |
1.3864 |
1.000 |
1.3858 |
0.618 |
1.3854 |
HIGH |
1.3848 |
0.618 |
1.3844 |
0.500 |
1.3843 |
0.382 |
1.3842 |
LOW |
1.3838 |
0.618 |
1.3832 |
1.000 |
1.3828 |
1.618 |
1.3822 |
2.618 |
1.3812 |
4.250 |
1.3796 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3846 |
1.3838 |
PP |
1.3845 |
1.3828 |
S1 |
1.3843 |
1.3818 |
|