CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3753 |
1.3769 |
0.0016 |
0.1% |
1.3791 |
| High |
1.3806 |
1.3812 |
0.0006 |
0.0% |
1.3862 |
| Low |
1.3721 |
1.3769 |
0.0048 |
0.3% |
1.3707 |
| Close |
1.3774 |
1.3789 |
0.0015 |
0.1% |
1.3750 |
| Range |
0.0085 |
0.0043 |
-0.0042 |
-49.4% |
0.0155 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
328 |
298 |
-30 |
-9.1% |
2,420 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3897 |
1.3813 |
|
| R3 |
1.3876 |
1.3854 |
1.3801 |
|
| R2 |
1.3833 |
1.3833 |
1.3797 |
|
| R1 |
1.3811 |
1.3811 |
1.3793 |
1.3822 |
| PP |
1.3790 |
1.3790 |
1.3790 |
1.3796 |
| S1 |
1.3768 |
1.3768 |
1.3785 |
1.3779 |
| S2 |
1.3747 |
1.3747 |
1.3781 |
|
| S3 |
1.3704 |
1.3725 |
1.3777 |
|
| S4 |
1.3661 |
1.3682 |
1.3765 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4238 |
1.4149 |
1.3835 |
|
| R3 |
1.4083 |
1.3994 |
1.3793 |
|
| R2 |
1.3928 |
1.3928 |
1.3778 |
|
| R1 |
1.3839 |
1.3839 |
1.3764 |
1.3806 |
| PP |
1.3773 |
1.3773 |
1.3773 |
1.3757 |
| S1 |
1.3684 |
1.3684 |
1.3736 |
1.3651 |
| S2 |
1.3618 |
1.3618 |
1.3722 |
|
| S3 |
1.3463 |
1.3529 |
1.3707 |
|
| S4 |
1.3308 |
1.3374 |
1.3665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3820 |
1.3707 |
0.0113 |
0.8% |
0.0058 |
0.4% |
73% |
False |
False |
508 |
| 10 |
1.3930 |
1.3707 |
0.0223 |
1.6% |
0.0073 |
0.5% |
37% |
False |
False |
353 |
| 20 |
1.3965 |
1.3707 |
0.0258 |
1.9% |
0.0066 |
0.5% |
32% |
False |
False |
306 |
| 40 |
1.3965 |
1.3490 |
0.0475 |
3.4% |
0.0054 |
0.4% |
63% |
False |
False |
187 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0049 |
0.4% |
63% |
False |
False |
215 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0043 |
0.3% |
63% |
False |
False |
163 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0039 |
0.3% |
73% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3995 |
|
2.618 |
1.3925 |
|
1.618 |
1.3882 |
|
1.000 |
1.3855 |
|
0.618 |
1.3839 |
|
HIGH |
1.3812 |
|
0.618 |
1.3796 |
|
0.500 |
1.3791 |
|
0.382 |
1.3785 |
|
LOW |
1.3769 |
|
0.618 |
1.3742 |
|
1.000 |
1.3726 |
|
1.618 |
1.3699 |
|
2.618 |
1.3656 |
|
4.250 |
1.3586 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3791 |
1.3779 |
| PP |
1.3790 |
1.3769 |
| S1 |
1.3790 |
1.3760 |
|