CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3741 |
1.3795 |
0.0054 |
0.4% |
1.3751 |
| High |
1.3810 |
1.3860 |
0.0050 |
0.4% |
1.3818 |
| Low |
1.3735 |
1.3778 |
0.0043 |
0.3% |
1.3669 |
| Close |
1.3793 |
1.3850 |
0.0057 |
0.4% |
1.3700 |
| Range |
0.0075 |
0.0082 |
0.0007 |
9.3% |
0.0149 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.6% |
0.0000 |
| Volume |
159,641 |
158,264 |
-1,377 |
-0.9% |
958,885 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4075 |
1.4045 |
1.3895 |
|
| R3 |
1.3993 |
1.3963 |
1.3873 |
|
| R2 |
1.3911 |
1.3911 |
1.3865 |
|
| R1 |
1.3881 |
1.3881 |
1.3858 |
1.3896 |
| PP |
1.3829 |
1.3829 |
1.3829 |
1.3837 |
| S1 |
1.3799 |
1.3799 |
1.3842 |
1.3814 |
| S2 |
1.3747 |
1.3747 |
1.3835 |
|
| S3 |
1.3665 |
1.3717 |
1.3827 |
|
| S4 |
1.3583 |
1.3635 |
1.3805 |
|
|
| 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 |
1.3860 |
1.3669 |
0.0191 |
1.4% |
0.0076 |
0.6% |
95% |
True |
False |
186,745 |
| 10 |
1.3860 |
1.3669 |
0.0191 |
1.4% |
0.0072 |
0.5% |
95% |
True |
False |
172,670 |
| 20 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0080 |
0.6% |
61% |
False |
False |
178,915 |
| 40 |
1.3966 |
1.3563 |
0.0403 |
2.9% |
0.0076 |
0.5% |
71% |
False |
False |
97,387 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
76% |
False |
False |
65,375 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
76% |
False |
False |
49,087 |
| 100 |
1.3966 |
1.3405 |
0.0561 |
4.1% |
0.0070 |
0.5% |
79% |
False |
False |
39,308 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
83% |
False |
False |
32,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4209 |
|
2.618 |
1.4075 |
|
1.618 |
1.3993 |
|
1.000 |
1.3942 |
|
0.618 |
1.3911 |
|
HIGH |
1.3860 |
|
0.618 |
1.3829 |
|
0.500 |
1.3819 |
|
0.382 |
1.3809 |
|
LOW |
1.3778 |
|
0.618 |
1.3727 |
|
1.000 |
1.3696 |
|
1.618 |
1.3645 |
|
2.618 |
1.3563 |
|
4.250 |
1.3430 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3840 |
1.3826 |
| PP |
1.3829 |
1.3801 |
| S1 |
1.3819 |
1.3777 |
|