CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3795 |
1.3851 |
0.0056 |
0.4% |
1.3751 |
| High |
1.3860 |
1.3898 |
0.0038 |
0.3% |
1.3818 |
| Low |
1.3778 |
1.3834 |
0.0056 |
0.4% |
1.3669 |
| Close |
1.3850 |
1.3889 |
0.0039 |
0.3% |
1.3700 |
| Range |
0.0082 |
0.0064 |
-0.0018 |
-22.0% |
0.0149 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
158,264 |
137,083 |
-21,181 |
-13.4% |
958,885 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4066 |
1.4041 |
1.3924 |
|
| R3 |
1.4002 |
1.3977 |
1.3907 |
|
| R2 |
1.3938 |
1.3938 |
1.3901 |
|
| R1 |
1.3913 |
1.3913 |
1.3895 |
1.3926 |
| PP |
1.3874 |
1.3874 |
1.3874 |
1.3880 |
| S1 |
1.3849 |
1.3849 |
1.3883 |
1.3862 |
| S2 |
1.3810 |
1.3810 |
1.3877 |
|
| S3 |
1.3746 |
1.3785 |
1.3871 |
|
| S4 |
1.3682 |
1.3721 |
1.3854 |
|
|
| 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 |
1.3898 |
1.3669 |
0.0229 |
1.6% |
0.0067 |
0.5% |
96% |
True |
False |
157,316 |
| 10 |
1.3898 |
1.3669 |
0.0229 |
1.6% |
0.0072 |
0.5% |
96% |
True |
False |
168,615 |
| 20 |
1.3947 |
1.3669 |
0.0278 |
2.0% |
0.0077 |
0.6% |
79% |
False |
False |
175,296 |
| 40 |
1.3966 |
1.3587 |
0.0379 |
2.7% |
0.0076 |
0.5% |
80% |
False |
False |
100,761 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.5% |
84% |
False |
False |
67,658 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
84% |
False |
False |
50,799 |
| 100 |
1.3966 |
1.3405 |
0.0561 |
4.0% |
0.0071 |
0.5% |
86% |
False |
False |
40,678 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
88% |
False |
False |
33,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4170 |
|
2.618 |
1.4066 |
|
1.618 |
1.4002 |
|
1.000 |
1.3962 |
|
0.618 |
1.3938 |
|
HIGH |
1.3898 |
|
0.618 |
1.3874 |
|
0.500 |
1.3866 |
|
0.382 |
1.3858 |
|
LOW |
1.3834 |
|
0.618 |
1.3794 |
|
1.000 |
1.3770 |
|
1.618 |
1.3730 |
|
2.618 |
1.3666 |
|
4.250 |
1.3562 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3881 |
1.3865 |
| PP |
1.3874 |
1.3841 |
| S1 |
1.3866 |
1.3817 |
|