CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3855 |
1.3816 |
-0.0039 |
-0.3% |
1.3696 |
| High |
1.3860 |
1.3829 |
-0.0031 |
-0.2% |
1.3901 |
| Low |
1.3805 |
1.3789 |
-0.0016 |
-0.1% |
1.3693 |
| Close |
1.3817 |
1.3806 |
-0.0011 |
-0.1% |
1.3883 |
| Range |
0.0055 |
0.0040 |
-0.0015 |
-27.3% |
0.0208 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
232 |
837 |
605 |
260.8% |
2,724 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3928 |
1.3907 |
1.3828 |
|
| R3 |
1.3888 |
1.3867 |
1.3817 |
|
| R2 |
1.3848 |
1.3848 |
1.3813 |
|
| R1 |
1.3827 |
1.3827 |
1.3810 |
1.3818 |
| PP |
1.3808 |
1.3808 |
1.3808 |
1.3803 |
| S1 |
1.3787 |
1.3787 |
1.3802 |
1.3778 |
| S2 |
1.3768 |
1.3768 |
1.3799 |
|
| S3 |
1.3728 |
1.3747 |
1.3795 |
|
| S4 |
1.3688 |
1.3707 |
1.3784 |
|
|
| 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 |
1.3787 |
0.0114 |
0.8% |
0.0051 |
0.4% |
17% |
False |
False |
561 |
| 10 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0059 |
0.4% |
59% |
False |
False |
457 |
| 20 |
1.3930 |
1.3669 |
0.0261 |
1.9% |
0.0066 |
0.5% |
52% |
False |
False |
405 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0059 |
0.4% |
50% |
False |
False |
295 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0054 |
0.4% |
67% |
False |
False |
289 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0046 |
0.3% |
67% |
False |
False |
218 |
| 100 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0042 |
0.3% |
70% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3999 |
|
2.618 |
1.3934 |
|
1.618 |
1.3894 |
|
1.000 |
1.3869 |
|
0.618 |
1.3854 |
|
HIGH |
1.3829 |
|
0.618 |
1.3814 |
|
0.500 |
1.3809 |
|
0.382 |
1.3804 |
|
LOW |
1.3789 |
|
0.618 |
1.3764 |
|
1.000 |
1.3749 |
|
1.618 |
1.3724 |
|
2.618 |
1.3684 |
|
4.250 |
1.3619 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3809 |
1.3845 |
| PP |
1.3808 |
1.3832 |
| S1 |
1.3807 |
1.3819 |
|