CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3817 |
1.3811 |
-0.0006 |
0.0% |
1.3698 |
| High |
1.3831 |
1.3849 |
0.0018 |
0.1% |
1.3903 |
| Low |
1.3787 |
1.3802 |
0.0015 |
0.1% |
1.3694 |
| Close |
1.3808 |
1.3819 |
0.0011 |
0.1% |
1.3885 |
| Range |
0.0044 |
0.0047 |
0.0003 |
6.8% |
0.0209 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
123,820 |
126,473 |
2,653 |
2.1% |
668,744 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3964 |
1.3939 |
1.3845 |
|
| R3 |
1.3917 |
1.3892 |
1.3832 |
|
| R2 |
1.3870 |
1.3870 |
1.3828 |
|
| R1 |
1.3845 |
1.3845 |
1.3823 |
1.3858 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3830 |
| S1 |
1.3798 |
1.3798 |
1.3815 |
1.3811 |
| S2 |
1.3776 |
1.3776 |
1.3810 |
|
| S3 |
1.3729 |
1.3751 |
1.3806 |
|
| S4 |
1.3682 |
1.3704 |
1.3793 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4454 |
1.4379 |
1.4000 |
|
| R3 |
1.4245 |
1.4170 |
1.3942 |
|
| R2 |
1.4036 |
1.4036 |
1.3923 |
|
| R1 |
1.3961 |
1.3961 |
1.3904 |
1.3999 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3846 |
| S1 |
1.3752 |
1.3752 |
1.3866 |
1.3790 |
| S2 |
1.3618 |
1.3618 |
1.3847 |
|
| S3 |
1.3409 |
1.3543 |
1.3828 |
|
| S4 |
1.3200 |
1.3334 |
1.3770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3903 |
1.3787 |
0.0116 |
0.8% |
0.0051 |
0.4% |
28% |
False |
False |
126,761 |
| 10 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0064 |
0.5% |
64% |
False |
False |
156,753 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0069 |
0.5% |
64% |
False |
False |
164,584 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0074 |
0.5% |
54% |
False |
False |
113,038 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
70% |
False |
False |
75,901 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
70% |
False |
False |
56,999 |
| 100 |
1.3966 |
1.3405 |
0.0561 |
4.1% |
0.0070 |
0.5% |
74% |
False |
False |
45,645 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
78% |
False |
False |
38,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4049 |
|
2.618 |
1.3972 |
|
1.618 |
1.3925 |
|
1.000 |
1.3896 |
|
0.618 |
1.3878 |
|
HIGH |
1.3849 |
|
0.618 |
1.3831 |
|
0.500 |
1.3826 |
|
0.382 |
1.3820 |
|
LOW |
1.3802 |
|
0.618 |
1.3773 |
|
1.000 |
1.3755 |
|
1.618 |
1.3726 |
|
2.618 |
1.3679 |
|
4.250 |
1.3602 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3826 |
1.3825 |
| PP |
1.3823 |
1.3823 |
| S1 |
1.3821 |
1.3821 |
|