CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3848 |
1.3810 |
-0.0038 |
-0.3% |
1.3817 |
| High |
1.3877 |
1.3877 |
0.0000 |
0.0% |
1.3854 |
| Low |
1.3804 |
1.3768 |
-0.0036 |
-0.3% |
1.3782 |
| Close |
1.3809 |
1.3870 |
0.0061 |
0.4% |
1.3834 |
| Range |
0.0073 |
0.0109 |
0.0036 |
49.3% |
0.0072 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.4% |
0.0000 |
| Volume |
179,268 |
227,572 |
48,304 |
26.9% |
558,989 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4165 |
1.4127 |
1.3930 |
|
| R3 |
1.4056 |
1.4018 |
1.3900 |
|
| R2 |
1.3947 |
1.3947 |
1.3890 |
|
| R1 |
1.3909 |
1.3909 |
1.3880 |
1.3928 |
| PP |
1.3838 |
1.3838 |
1.3838 |
1.3848 |
| S1 |
1.3800 |
1.3800 |
1.3860 |
1.3819 |
| S2 |
1.3729 |
1.3729 |
1.3850 |
|
| S3 |
1.3620 |
1.3691 |
1.3840 |
|
| S4 |
1.3511 |
1.3582 |
1.3810 |
|
|
| 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 |
1.3768 |
0.0110 |
0.8% |
0.0065 |
0.5% |
93% |
False |
True |
162,428 |
| 10 |
1.3878 |
1.3768 |
0.0110 |
0.8% |
0.0057 |
0.4% |
93% |
False |
True |
135,492 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0061 |
0.4% |
86% |
False |
False |
145,940 |
| 40 |
1.3966 |
1.3669 |
0.0297 |
2.1% |
0.0070 |
0.5% |
68% |
False |
False |
142,908 |
| 60 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0070 |
0.5% |
80% |
False |
False |
96,037 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0072 |
0.5% |
80% |
False |
False |
72,335 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
80% |
False |
False |
57,927 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0069 |
0.5% |
86% |
False |
False |
48,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4340 |
|
2.618 |
1.4162 |
|
1.618 |
1.4053 |
|
1.000 |
1.3986 |
|
0.618 |
1.3944 |
|
HIGH |
1.3877 |
|
0.618 |
1.3835 |
|
0.500 |
1.3823 |
|
0.382 |
1.3810 |
|
LOW |
1.3768 |
|
0.618 |
1.3701 |
|
1.000 |
1.3659 |
|
1.618 |
1.3592 |
|
2.618 |
1.3483 |
|
4.250 |
1.3305 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3854 |
1.3854 |
| PP |
1.3838 |
1.3839 |
| S1 |
1.3823 |
1.3823 |
|