CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3840 |
1.3848 |
0.0008 |
0.1% |
1.3817 |
| High |
1.3878 |
1.3877 |
-0.0001 |
0.0% |
1.3854 |
| Low |
1.3812 |
1.3804 |
-0.0008 |
-0.1% |
1.3782 |
| Close |
1.3852 |
1.3809 |
-0.0043 |
-0.3% |
1.3834 |
| Range |
0.0066 |
0.0073 |
0.0007 |
10.6% |
0.0072 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.4% |
0.0000 |
| Volume |
153,057 |
179,268 |
26,211 |
17.1% |
558,989 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4049 |
1.4002 |
1.3849 |
|
| R3 |
1.3976 |
1.3929 |
1.3829 |
|
| R2 |
1.3903 |
1.3903 |
1.3822 |
|
| R1 |
1.3856 |
1.3856 |
1.3816 |
1.3843 |
| PP |
1.3830 |
1.3830 |
1.3830 |
1.3824 |
| S1 |
1.3783 |
1.3783 |
1.3802 |
1.3770 |
| S2 |
1.3757 |
1.3757 |
1.3796 |
|
| S3 |
1.3684 |
1.3710 |
1.3789 |
|
| S4 |
1.3611 |
1.3637 |
1.3769 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.4009 |
1.3874 |
|
| R3 |
1.3967 |
1.3937 |
1.3854 |
|
| R2 |
1.3895 |
1.3895 |
1.3847 |
|
| R1 |
1.3865 |
1.3865 |
1.3841 |
1.3880 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3831 |
| S1 |
1.3793 |
1.3793 |
1.3827 |
1.3808 |
| S2 |
1.3751 |
1.3751 |
1.3821 |
|
| S3 |
1.3679 |
1.3721 |
1.3814 |
|
| S4 |
1.3607 |
1.3649 |
1.3794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3878 |
1.3789 |
0.0089 |
0.6% |
0.0055 |
0.4% |
22% |
False |
False |
149,508 |
| 10 |
1.3878 |
1.3782 |
0.0096 |
0.7% |
0.0051 |
0.4% |
28% |
False |
False |
125,116 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0058 |
0.4% |
60% |
False |
False |
140,325 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.2% |
0.0069 |
0.5% |
47% |
False |
False |
137,400 |
| 60 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0069 |
0.5% |
67% |
False |
False |
92,361 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
68% |
False |
False |
69,492 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
68% |
False |
False |
55,652 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0069 |
0.5% |
76% |
False |
False |
46,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4187 |
|
2.618 |
1.4068 |
|
1.618 |
1.3995 |
|
1.000 |
1.3950 |
|
0.618 |
1.3922 |
|
HIGH |
1.3877 |
|
0.618 |
1.3849 |
|
0.500 |
1.3841 |
|
0.382 |
1.3832 |
|
LOW |
1.3804 |
|
0.618 |
1.3759 |
|
1.000 |
1.3731 |
|
1.618 |
1.3686 |
|
2.618 |
1.3613 |
|
4.250 |
1.3494 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3841 |
1.3841 |
| PP |
1.3830 |
1.3830 |
| S1 |
1.3820 |
1.3820 |
|