CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3816 |
1.3815 |
-0.0001 |
0.0% |
1.3696 |
| High |
1.3829 |
1.3846 |
0.0017 |
0.1% |
1.3901 |
| Low |
1.3789 |
1.3802 |
0.0013 |
0.1% |
1.3693 |
| Close |
1.3806 |
1.3817 |
0.0011 |
0.1% |
1.3883 |
| Range |
0.0040 |
0.0044 |
0.0004 |
10.0% |
0.0208 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
837 |
408 |
-429 |
-51.3% |
2,724 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3954 |
1.3929 |
1.3841 |
|
| R3 |
1.3910 |
1.3885 |
1.3829 |
|
| R2 |
1.3866 |
1.3866 |
1.3825 |
|
| R1 |
1.3841 |
1.3841 |
1.3821 |
1.3854 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3828 |
| S1 |
1.3797 |
1.3797 |
1.3813 |
1.3810 |
| S2 |
1.3778 |
1.3778 |
1.3809 |
|
| S3 |
1.3734 |
1.3753 |
1.3805 |
|
| S4 |
1.3690 |
1.3709 |
1.3793 |
|
|
| 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 |
1.3789 |
0.0112 |
0.8% |
0.0046 |
0.3% |
25% |
False |
False |
488 |
| 10 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0058 |
0.4% |
64% |
False |
False |
484 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0062 |
0.5% |
64% |
False |
False |
423 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0060 |
0.4% |
53% |
False |
False |
304 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0054 |
0.4% |
69% |
False |
False |
295 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0046 |
0.3% |
69% |
False |
False |
223 |
| 100 |
1.3965 |
1.3469 |
0.0496 |
3.6% |
0.0043 |
0.3% |
70% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4033 |
|
2.618 |
1.3961 |
|
1.618 |
1.3917 |
|
1.000 |
1.3890 |
|
0.618 |
1.3873 |
|
HIGH |
1.3846 |
|
0.618 |
1.3829 |
|
0.500 |
1.3824 |
|
0.382 |
1.3819 |
|
LOW |
1.3802 |
|
0.618 |
1.3775 |
|
1.000 |
1.3758 |
|
1.618 |
1.3731 |
|
2.618 |
1.3687 |
|
4.250 |
1.3615 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3824 |
1.3825 |
| PP |
1.3822 |
1.3822 |
| S1 |
1.3819 |
1.3820 |
|