CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3794 |
1.3757 |
-0.0037 |
-0.3% |
1.3791 |
| High |
1.3812 |
1.3800 |
-0.0012 |
-0.1% |
1.3862 |
| Low |
1.3755 |
1.3695 |
-0.0060 |
-0.4% |
1.3707 |
| Close |
1.3761 |
1.3711 |
-0.0050 |
-0.4% |
1.3750 |
| Range |
0.0057 |
0.0105 |
0.0048 |
84.2% |
0.0155 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.5% |
0.0000 |
| Volume |
135 |
221 |
86 |
63.7% |
2,420 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4050 |
1.3986 |
1.3769 |
|
| R3 |
1.3945 |
1.3881 |
1.3740 |
|
| R2 |
1.3840 |
1.3840 |
1.3730 |
|
| R1 |
1.3776 |
1.3776 |
1.3721 |
1.3756 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3725 |
| S1 |
1.3671 |
1.3671 |
1.3701 |
1.3651 |
| S2 |
1.3630 |
1.3630 |
1.3692 |
|
| S3 |
1.3525 |
1.3566 |
1.3682 |
|
| S4 |
1.3420 |
1.3461 |
1.3653 |
|
|
| 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 |
1.3695 |
0.0117 |
0.9% |
0.0070 |
0.5% |
14% |
False |
True |
317 |
| 10 |
1.3862 |
1.3695 |
0.0167 |
1.2% |
0.0069 |
0.5% |
10% |
False |
True |
363 |
| 20 |
1.3965 |
1.3695 |
0.0270 |
2.0% |
0.0067 |
0.5% |
6% |
False |
True |
264 |
| 40 |
1.3965 |
1.3490 |
0.0475 |
3.5% |
0.0057 |
0.4% |
47% |
False |
False |
194 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0051 |
0.4% |
47% |
False |
False |
221 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0044 |
0.3% |
47% |
False |
False |
167 |
| 100 |
1.3965 |
1.3366 |
0.0599 |
4.4% |
0.0040 |
0.3% |
58% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4246 |
|
2.618 |
1.4075 |
|
1.618 |
1.3970 |
|
1.000 |
1.3905 |
|
0.618 |
1.3865 |
|
HIGH |
1.3800 |
|
0.618 |
1.3760 |
|
0.500 |
1.3748 |
|
0.382 |
1.3735 |
|
LOW |
1.3695 |
|
0.618 |
1.3630 |
|
1.000 |
1.3590 |
|
1.618 |
1.3525 |
|
2.618 |
1.3420 |
|
4.250 |
1.3249 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3748 |
1.3754 |
| PP |
1.3735 |
1.3739 |
| S1 |
1.3723 |
1.3725 |
|