CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3787 |
1.3848 |
0.0061 |
0.4% |
1.3753 |
| High |
1.3856 |
1.3891 |
0.0035 |
0.3% |
1.3812 |
| Low |
1.3787 |
1.3833 |
0.0046 |
0.3% |
1.3669 |
| Close |
1.3848 |
1.3887 |
0.0039 |
0.3% |
1.3698 |
| Range |
0.0069 |
0.0058 |
-0.0011 |
-15.9% |
0.0143 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
776 |
717 |
-59 |
-7.6% |
1,405 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4044 |
1.4024 |
1.3919 |
|
| R3 |
1.3986 |
1.3966 |
1.3903 |
|
| R2 |
1.3928 |
1.3928 |
1.3898 |
|
| R1 |
1.3908 |
1.3908 |
1.3892 |
1.3918 |
| PP |
1.3870 |
1.3870 |
1.3870 |
1.3876 |
| S1 |
1.3850 |
1.3850 |
1.3882 |
1.3860 |
| S2 |
1.3812 |
1.3812 |
1.3876 |
|
| S3 |
1.3754 |
1.3792 |
1.3871 |
|
| S4 |
1.3696 |
1.3734 |
1.3855 |
|
|
| 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 |
1.3891 |
1.3669 |
0.0222 |
1.6% |
0.0060 |
0.4% |
98% |
True |
False |
580 |
| 10 |
1.3891 |
1.3669 |
0.0222 |
1.6% |
0.0065 |
0.5% |
98% |
True |
False |
448 |
| 20 |
1.3945 |
1.3669 |
0.0276 |
2.0% |
0.0069 |
0.5% |
79% |
False |
False |
370 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0057 |
0.4% |
75% |
False |
False |
263 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0053 |
0.4% |
84% |
False |
False |
268 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0046 |
0.3% |
84% |
False |
False |
203 |
| 100 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0041 |
0.3% |
85% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4138 |
|
2.618 |
1.4043 |
|
1.618 |
1.3985 |
|
1.000 |
1.3949 |
|
0.618 |
1.3927 |
|
HIGH |
1.3891 |
|
0.618 |
1.3869 |
|
0.500 |
1.3862 |
|
0.382 |
1.3855 |
|
LOW |
1.3833 |
|
0.618 |
1.3797 |
|
1.000 |
1.3775 |
|
1.618 |
1.3739 |
|
2.618 |
1.3681 |
|
4.250 |
1.3587 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3879 |
1.3863 |
| PP |
1.3870 |
1.3839 |
| S1 |
1.3862 |
1.3815 |
|