CME Euro FX (E) Future June 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 |
1.3793 |
1.3766 |
-0.0027 |
-0.2% |
1.3798 |
| High |
1.3818 |
1.3808 |
-0.0010 |
-0.1% |
1.3875 |
| Low |
1.3751 |
1.3696 |
-0.0055 |
-0.4% |
1.3702 |
| Close |
1.3762 |
1.3712 |
-0.0050 |
-0.4% |
1.3750 |
| Range |
0.0067 |
0.0112 |
0.0045 |
67.2% |
0.0173 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.3% |
0.0000 |
| Volume |
122,839 |
284,230 |
161,391 |
131.4% |
926,066 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4075 |
1.4005 |
1.3774 |
|
| R3 |
1.3963 |
1.3893 |
1.3743 |
|
| R2 |
1.3851 |
1.3851 |
1.3733 |
|
| R1 |
1.3781 |
1.3781 |
1.3722 |
1.3760 |
| PP |
1.3739 |
1.3739 |
1.3739 |
1.3728 |
| S1 |
1.3669 |
1.3669 |
1.3702 |
1.3648 |
| S2 |
1.3627 |
1.3627 |
1.3691 |
|
| S3 |
1.3515 |
1.3557 |
1.3681 |
|
| S4 |
1.3403 |
1.3445 |
1.3650 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4295 |
1.4195 |
1.3845 |
|
| R3 |
1.4122 |
1.4022 |
1.3798 |
|
| R2 |
1.3949 |
1.3949 |
1.3782 |
|
| R1 |
1.3849 |
1.3849 |
1.3766 |
1.3813 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3757 |
| S1 |
1.3676 |
1.3676 |
1.3734 |
1.3640 |
| S2 |
1.3603 |
1.3603 |
1.3718 |
|
| S3 |
1.3430 |
1.3503 |
1.3702 |
|
| S4 |
1.3257 |
1.3330 |
1.3655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3818 |
1.3696 |
0.0122 |
0.9% |
0.0077 |
0.6% |
13% |
False |
True |
179,915 |
| 10 |
1.3875 |
1.3696 |
0.0179 |
1.3% |
0.0077 |
0.6% |
9% |
False |
True |
179,912 |
| 20 |
1.3966 |
1.3696 |
0.0270 |
2.0% |
0.0078 |
0.6% |
6% |
False |
True |
158,702 |
| 40 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0077 |
0.6% |
47% |
False |
False |
81,229 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.6% |
48% |
False |
False |
54,575 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
48% |
False |
False |
41,011 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0070 |
0.5% |
62% |
False |
False |
32,814 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0066 |
0.5% |
62% |
False |
False |
27,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4284 |
|
2.618 |
1.4101 |
|
1.618 |
1.3989 |
|
1.000 |
1.3920 |
|
0.618 |
1.3877 |
|
HIGH |
1.3808 |
|
0.618 |
1.3765 |
|
0.500 |
1.3752 |
|
0.382 |
1.3739 |
|
LOW |
1.3696 |
|
0.618 |
1.3627 |
|
1.000 |
1.3584 |
|
1.618 |
1.3515 |
|
2.618 |
1.3403 |
|
4.250 |
1.3220 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3752 |
1.3757 |
| PP |
1.3739 |
1.3742 |
| S1 |
1.3725 |
1.3727 |
|