CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3769 |
1.3794 |
0.0025 |
0.2% |
1.3791 |
| High |
1.3812 |
1.3812 |
0.0000 |
0.0% |
1.3862 |
| Low |
1.3769 |
1.3755 |
-0.0014 |
-0.1% |
1.3707 |
| Close |
1.3789 |
1.3761 |
-0.0028 |
-0.2% |
1.3750 |
| Range |
0.0043 |
0.0057 |
0.0014 |
32.6% |
0.0155 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
298 |
135 |
-163 |
-54.7% |
2,420 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3911 |
1.3792 |
|
| R3 |
1.3890 |
1.3854 |
1.3777 |
|
| R2 |
1.3833 |
1.3833 |
1.3771 |
|
| R1 |
1.3797 |
1.3797 |
1.3766 |
1.3787 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3771 |
| S1 |
1.3740 |
1.3740 |
1.3756 |
1.3730 |
| S2 |
1.3719 |
1.3719 |
1.3751 |
|
| S3 |
1.3662 |
1.3683 |
1.3745 |
|
| S4 |
1.3605 |
1.3626 |
1.3730 |
|
|
| 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 |
1.3812 |
1.3707 |
0.0105 |
0.8% |
0.0060 |
0.4% |
51% |
True |
False |
383 |
| 10 |
1.3862 |
1.3707 |
0.0155 |
1.1% |
0.0067 |
0.5% |
35% |
False |
False |
362 |
| 20 |
1.3965 |
1.3707 |
0.0258 |
1.9% |
0.0069 |
0.5% |
21% |
False |
False |
282 |
| 40 |
1.3965 |
1.3490 |
0.0475 |
3.5% |
0.0055 |
0.4% |
57% |
False |
False |
190 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0050 |
0.4% |
57% |
False |
False |
217 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0043 |
0.3% |
57% |
False |
False |
164 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0040 |
0.3% |
68% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4054 |
|
2.618 |
1.3961 |
|
1.618 |
1.3904 |
|
1.000 |
1.3869 |
|
0.618 |
1.3847 |
|
HIGH |
1.3812 |
|
0.618 |
1.3790 |
|
0.500 |
1.3784 |
|
0.382 |
1.3777 |
|
LOW |
1.3755 |
|
0.618 |
1.3720 |
|
1.000 |
1.3698 |
|
1.618 |
1.3663 |
|
2.618 |
1.3606 |
|
4.250 |
1.3513 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3784 |
1.3767 |
| PP |
1.3776 |
1.3765 |
| S1 |
1.3769 |
1.3763 |
|