CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3811 |
1.3814 |
0.0003 |
0.0% |
1.3698 |
| High |
1.3849 |
1.3864 |
0.0015 |
0.1% |
1.3903 |
| Low |
1.3802 |
1.3809 |
0.0007 |
0.1% |
1.3694 |
| Close |
1.3819 |
1.3817 |
-0.0002 |
0.0% |
1.3885 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.0% |
0.0209 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
126,473 |
109,562 |
-16,911 |
-13.4% |
668,744 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3961 |
1.3847 |
|
| R3 |
1.3940 |
1.3906 |
1.3832 |
|
| R2 |
1.3885 |
1.3885 |
1.3827 |
|
| R1 |
1.3851 |
1.3851 |
1.3822 |
1.3868 |
| PP |
1.3830 |
1.3830 |
1.3830 |
1.3839 |
| S1 |
1.3796 |
1.3796 |
1.3812 |
1.3813 |
| S2 |
1.3775 |
1.3775 |
1.3807 |
|
| S3 |
1.3720 |
1.3741 |
1.3802 |
|
| S4 |
1.3665 |
1.3686 |
1.3787 |
|
|
| 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% |
0.0049 |
0.4% |
26% |
False |
False |
121,256 |
| 10 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0058 |
0.4% |
63% |
False |
False |
139,286 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0067 |
0.5% |
63% |
False |
False |
159,599 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0073 |
0.5% |
54% |
False |
False |
115,752 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
69% |
False |
False |
77,719 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
69% |
False |
False |
58,365 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
69% |
False |
False |
46,741 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
78% |
False |
False |
38,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4098 |
|
2.618 |
1.4008 |
|
1.618 |
1.3953 |
|
1.000 |
1.3919 |
|
0.618 |
1.3898 |
|
HIGH |
1.3864 |
|
0.618 |
1.3843 |
|
0.500 |
1.3837 |
|
0.382 |
1.3830 |
|
LOW |
1.3809 |
|
0.618 |
1.3775 |
|
1.000 |
1.3754 |
|
1.618 |
1.3720 |
|
2.618 |
1.3665 |
|
4.250 |
1.3575 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3837 |
1.3826 |
| PP |
1.3830 |
1.3823 |
| S1 |
1.3824 |
1.3820 |
|