CME Euro FX (E) Future June 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 |
1.3766 |
1.3716 |
-0.0050 |
-0.4% |
1.3751 |
| High |
1.3808 |
1.3729 |
-0.0079 |
-0.6% |
1.3818 |
| Low |
1.3696 |
1.3669 |
-0.0027 |
-0.2% |
1.3669 |
| Close |
1.3712 |
1.3700 |
-0.0012 |
-0.1% |
1.3700 |
| Range |
0.0112 |
0.0060 |
-0.0052 |
-46.4% |
0.0149 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
284,230 |
226,723 |
-57,507 |
-20.2% |
958,885 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3879 |
1.3850 |
1.3733 |
|
| R3 |
1.3819 |
1.3790 |
1.3717 |
|
| R2 |
1.3759 |
1.3759 |
1.3711 |
|
| R1 |
1.3730 |
1.3730 |
1.3706 |
1.3715 |
| PP |
1.3699 |
1.3699 |
1.3699 |
1.3692 |
| S1 |
1.3670 |
1.3670 |
1.3695 |
1.3655 |
| S2 |
1.3639 |
1.3639 |
1.3689 |
|
| S3 |
1.3579 |
1.3610 |
1.3684 |
|
| S4 |
1.3519 |
1.3550 |
1.3667 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4176 |
1.4087 |
1.3782 |
|
| R3 |
1.4027 |
1.3938 |
1.3741 |
|
| R2 |
1.3878 |
1.3878 |
1.3727 |
|
| R1 |
1.3789 |
1.3789 |
1.3714 |
1.3759 |
| PP |
1.3729 |
1.3729 |
1.3729 |
1.3714 |
| S1 |
1.3640 |
1.3640 |
1.3686 |
1.3610 |
| S2 |
1.3580 |
1.3580 |
1.3673 |
|
| S3 |
1.3431 |
1.3491 |
1.3659 |
|
| S4 |
1.3282 |
1.3342 |
1.3618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3818 |
1.3669 |
0.0149 |
1.1% |
0.0075 |
0.5% |
21% |
False |
True |
191,777 |
| 10 |
1.3875 |
1.3669 |
0.0206 |
1.5% |
0.0078 |
0.6% |
15% |
False |
True |
188,495 |
| 20 |
1.3966 |
1.3669 |
0.0297 |
2.2% |
0.0077 |
0.6% |
10% |
False |
True |
168,774 |
| 40 |
1.3966 |
1.3554 |
0.0412 |
3.0% |
0.0075 |
0.5% |
35% |
False |
False |
86,883 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.6% |
45% |
False |
False |
58,351 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
45% |
False |
False |
43,845 |
| 100 |
1.3966 |
1.3396 |
0.0570 |
4.2% |
0.0070 |
0.5% |
53% |
False |
False |
35,080 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0067 |
0.5% |
60% |
False |
False |
29,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3984 |
|
2.618 |
1.3886 |
|
1.618 |
1.3826 |
|
1.000 |
1.3789 |
|
0.618 |
1.3766 |
|
HIGH |
1.3729 |
|
0.618 |
1.3706 |
|
0.500 |
1.3699 |
|
0.382 |
1.3692 |
|
LOW |
1.3669 |
|
0.618 |
1.3632 |
|
1.000 |
1.3609 |
|
1.618 |
1.3572 |
|
2.618 |
1.3512 |
|
4.250 |
1.3414 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3700 |
1.3744 |
| PP |
1.3699 |
1.3729 |
| S1 |
1.3699 |
1.3715 |
|