CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3817 |
1.3792 |
-0.0025 |
-0.2% |
1.3856 |
| High |
1.3829 |
1.3824 |
-0.0005 |
0.0% |
1.3864 |
| Low |
1.3785 |
1.3782 |
-0.0003 |
0.0% |
1.3787 |
| Close |
1.3794 |
1.3801 |
0.0007 |
0.1% |
1.3817 |
| Range |
0.0044 |
0.0042 |
-0.0002 |
-4.5% |
0.0077 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
41,121 |
102,650 |
61,529 |
149.6% |
497,397 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3928 |
1.3907 |
1.3824 |
|
| R3 |
1.3886 |
1.3865 |
1.3813 |
|
| R2 |
1.3844 |
1.3844 |
1.3809 |
|
| R1 |
1.3823 |
1.3823 |
1.3805 |
1.3834 |
| PP |
1.3802 |
1.3802 |
1.3802 |
1.3808 |
| S1 |
1.3781 |
1.3781 |
1.3797 |
1.3792 |
| S2 |
1.3760 |
1.3760 |
1.3793 |
|
| S3 |
1.3718 |
1.3739 |
1.3789 |
|
| S4 |
1.3676 |
1.3697 |
1.3778 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4054 |
1.4012 |
1.3859 |
|
| R3 |
1.3977 |
1.3935 |
1.3838 |
|
| R2 |
1.3900 |
1.3900 |
1.3831 |
|
| R1 |
1.3858 |
1.3858 |
1.3824 |
1.3841 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3814 |
| S1 |
1.3781 |
1.3781 |
1.3810 |
1.3764 |
| S2 |
1.3746 |
1.3746 |
1.3803 |
|
| S3 |
1.3669 |
1.3704 |
1.3796 |
|
| S4 |
1.3592 |
1.3627 |
1.3775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3864 |
1.3782 |
0.0082 |
0.6% |
0.0046 |
0.3% |
23% |
False |
True |
100,725 |
| 10 |
1.3903 |
1.3735 |
0.0168 |
1.2% |
0.0055 |
0.4% |
39% |
False |
False |
120,504 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0063 |
0.5% |
56% |
False |
False |
150,138 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0072 |
0.5% |
49% |
False |
False |
119,223 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0072 |
0.5% |
66% |
False |
False |
80,099 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
66% |
False |
False |
60,156 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
66% |
False |
False |
48,178 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
75% |
False |
False |
40,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4003 |
|
2.618 |
1.3934 |
|
1.618 |
1.3892 |
|
1.000 |
1.3866 |
|
0.618 |
1.3850 |
|
HIGH |
1.3824 |
|
0.618 |
1.3808 |
|
0.500 |
1.3803 |
|
0.382 |
1.3798 |
|
LOW |
1.3782 |
|
0.618 |
1.3756 |
|
1.000 |
1.3740 |
|
1.618 |
1.3714 |
|
2.618 |
1.3672 |
|
4.250 |
1.3604 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3803 |
1.3823 |
| PP |
1.3802 |
1.3816 |
| S1 |
1.3802 |
1.3808 |
|