CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.3854 |
1.3775 |
-0.0079 |
-0.6% |
1.3790 |
High |
1.3854 |
1.3867 |
0.0013 |
0.1% |
1.3849 |
Low |
1.3806 |
1.3775 |
-0.0031 |
-0.2% |
1.3788 |
Close |
1.3807 |
1.3867 |
0.0060 |
0.4% |
1.3830 |
Range |
0.0048 |
0.0092 |
0.0044 |
91.7% |
0.0061 |
ATR |
0.0040 |
0.0043 |
0.0004 |
9.4% |
0.0000 |
Volume |
3 |
10 |
7 |
233.3% |
55 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4112 |
1.4082 |
1.3918 |
|
R3 |
1.4020 |
1.3990 |
1.3892 |
|
R2 |
1.3928 |
1.3928 |
1.3884 |
|
R1 |
1.3898 |
1.3898 |
1.3875 |
1.3913 |
PP |
1.3836 |
1.3836 |
1.3836 |
1.3844 |
S1 |
1.3806 |
1.3806 |
1.3859 |
1.3821 |
S2 |
1.3744 |
1.3744 |
1.3850 |
|
S3 |
1.3652 |
1.3714 |
1.3842 |
|
S4 |
1.3560 |
1.3622 |
1.3816 |
|
|
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 |
1.3867 |
1.3775 |
0.0092 |
0.7% |
0.0043 |
0.3% |
100% |
True |
True |
10 |
10 |
1.3867 |
1.3775 |
0.0092 |
0.7% |
0.0035 |
0.2% |
100% |
True |
True |
14 |
20 |
1.3900 |
1.3689 |
0.0211 |
1.5% |
0.0034 |
0.2% |
84% |
False |
False |
18 |
40 |
1.3947 |
1.3689 |
0.0258 |
1.9% |
0.0030 |
0.2% |
69% |
False |
False |
20 |
60 |
1.3947 |
1.3505 |
0.0442 |
3.2% |
0.0030 |
0.2% |
82% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4258 |
2.618 |
1.4108 |
1.618 |
1.4016 |
1.000 |
1.3959 |
0.618 |
1.3924 |
HIGH |
1.3867 |
0.618 |
1.3832 |
0.500 |
1.3821 |
0.382 |
1.3810 |
LOW |
1.3775 |
0.618 |
1.3718 |
1.000 |
1.3683 |
1.618 |
1.3626 |
2.618 |
1.3534 |
4.250 |
1.3384 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3852 |
1.3852 |
PP |
1.3836 |
1.3836 |
S1 |
1.3821 |
1.3821 |
|