CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3884 |
1.3855 |
-0.0029 |
-0.2% |
1.3696 |
| High |
1.3901 |
1.3860 |
-0.0041 |
-0.3% |
1.3901 |
| Low |
1.3868 |
1.3805 |
-0.0063 |
-0.5% |
1.3693 |
| Close |
1.3883 |
1.3817 |
-0.0066 |
-0.5% |
1.3883 |
| Range |
0.0033 |
0.0055 |
0.0022 |
66.7% |
0.0208 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.7% |
0.0000 |
| Volume |
247 |
232 |
-15 |
-6.1% |
2,724 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3992 |
1.3960 |
1.3847 |
|
| R3 |
1.3937 |
1.3905 |
1.3832 |
|
| R2 |
1.3882 |
1.3882 |
1.3827 |
|
| R1 |
1.3850 |
1.3850 |
1.3822 |
1.3839 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3822 |
| S1 |
1.3795 |
1.3795 |
1.3812 |
1.3784 |
| S2 |
1.3772 |
1.3772 |
1.3807 |
|
| S3 |
1.3717 |
1.3740 |
1.3802 |
|
| S4 |
1.3662 |
1.3685 |
1.3787 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4450 |
1.4374 |
1.3997 |
|
| R3 |
1.4242 |
1.4166 |
1.3940 |
|
| R2 |
1.4034 |
1.4034 |
1.3921 |
|
| R1 |
1.3958 |
1.3958 |
1.3902 |
1.3996 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3845 |
| S1 |
1.3750 |
1.3750 |
1.3864 |
1.3788 |
| S2 |
1.3618 |
1.3618 |
1.3845 |
|
| S3 |
1.3410 |
1.3542 |
1.3826 |
|
| S4 |
1.3202 |
1.3334 |
1.3769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3901 |
1.3739 |
0.0162 |
1.2% |
0.0056 |
0.4% |
48% |
False |
False |
452 |
| 10 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0059 |
0.4% |
64% |
False |
False |
403 |
| 20 |
1.3940 |
1.3669 |
0.0271 |
2.0% |
0.0066 |
0.5% |
55% |
False |
False |
372 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0058 |
0.4% |
53% |
False |
False |
274 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0054 |
0.4% |
69% |
False |
False |
275 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0047 |
0.3% |
69% |
False |
False |
208 |
| 100 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0042 |
0.3% |
72% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4094 |
|
2.618 |
1.4004 |
|
1.618 |
1.3949 |
|
1.000 |
1.3915 |
|
0.618 |
1.3894 |
|
HIGH |
1.3860 |
|
0.618 |
1.3839 |
|
0.500 |
1.3833 |
|
0.382 |
1.3826 |
|
LOW |
1.3805 |
|
0.618 |
1.3771 |
|
1.000 |
1.3750 |
|
1.618 |
1.3716 |
|
2.618 |
1.3661 |
|
4.250 |
1.3571 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3833 |
1.3853 |
| PP |
1.3827 |
1.3841 |
| S1 |
1.3822 |
1.3829 |
|