CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3740 |
1.3787 |
0.0047 |
0.3% |
1.3753 |
| High |
1.3806 |
1.3856 |
0.0050 |
0.4% |
1.3812 |
| Low |
1.3739 |
1.3787 |
0.0048 |
0.3% |
1.3669 |
| Close |
1.3791 |
1.3848 |
0.0057 |
0.4% |
1.3698 |
| Range |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0143 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
288 |
776 |
488 |
169.4% |
1,405 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.4012 |
1.3886 |
|
| R3 |
1.3968 |
1.3943 |
1.3867 |
|
| R2 |
1.3899 |
1.3899 |
1.3861 |
|
| R1 |
1.3874 |
1.3874 |
1.3854 |
1.3887 |
| PP |
1.3830 |
1.3830 |
1.3830 |
1.3837 |
| S1 |
1.3805 |
1.3805 |
1.3842 |
1.3818 |
| S2 |
1.3761 |
1.3761 |
1.3835 |
|
| S3 |
1.3692 |
1.3736 |
1.3829 |
|
| S4 |
1.3623 |
1.3667 |
1.3810 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4070 |
1.3777 |
|
| R3 |
1.4012 |
1.3927 |
1.3737 |
|
| R2 |
1.3869 |
1.3869 |
1.3724 |
|
| R1 |
1.3784 |
1.3784 |
1.3711 |
1.3755 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3712 |
| S1 |
1.3641 |
1.3641 |
1.3685 |
1.3612 |
| S2 |
1.3583 |
1.3583 |
1.3672 |
|
| S3 |
1.3440 |
1.3498 |
1.3659 |
|
| S4 |
1.3297 |
1.3355 |
1.3619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3856 |
1.3669 |
0.0187 |
1.4% |
0.0069 |
0.5% |
96% |
True |
False |
480 |
| 10 |
1.3856 |
1.3669 |
0.0187 |
1.4% |
0.0065 |
0.5% |
96% |
True |
False |
432 |
| 20 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0072 |
0.5% |
60% |
False |
False |
338 |
| 40 |
1.3965 |
1.3568 |
0.0397 |
2.9% |
0.0056 |
0.4% |
71% |
False |
False |
245 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0052 |
0.4% |
75% |
False |
False |
256 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0045 |
0.3% |
75% |
False |
False |
194 |
| 100 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0041 |
0.3% |
78% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4149 |
|
2.618 |
1.4037 |
|
1.618 |
1.3968 |
|
1.000 |
1.3925 |
|
0.618 |
1.3899 |
|
HIGH |
1.3856 |
|
0.618 |
1.3830 |
|
0.500 |
1.3822 |
|
0.382 |
1.3813 |
|
LOW |
1.3787 |
|
0.618 |
1.3744 |
|
1.000 |
1.3718 |
|
1.618 |
1.3675 |
|
2.618 |
1.3606 |
|
4.250 |
1.3494 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3839 |
1.3824 |
| PP |
1.3830 |
1.3799 |
| S1 |
1.3822 |
1.3775 |
|