CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3815 |
1.3789 |
-0.0026 |
-0.2% |
1.3855 |
| High |
1.3826 |
1.3821 |
-0.0005 |
0.0% |
1.3860 |
| Low |
1.3784 |
1.3788 |
0.0004 |
0.0% |
1.3789 |
| Close |
1.3792 |
1.3799 |
0.0007 |
0.1% |
1.3815 |
| Range |
0.0042 |
0.0033 |
-0.0009 |
-21.4% |
0.0071 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
478 |
134 |
-344 |
-72.0% |
1,692 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3902 |
1.3883 |
1.3817 |
|
| R3 |
1.3869 |
1.3850 |
1.3808 |
|
| R2 |
1.3836 |
1.3836 |
1.3805 |
|
| R1 |
1.3817 |
1.3817 |
1.3802 |
1.3827 |
| PP |
1.3803 |
1.3803 |
1.3803 |
1.3807 |
| S1 |
1.3784 |
1.3784 |
1.3796 |
1.3794 |
| S2 |
1.3770 |
1.3770 |
1.3793 |
|
| S3 |
1.3737 |
1.3751 |
1.3790 |
|
| S4 |
1.3704 |
1.3718 |
1.3781 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4034 |
1.3996 |
1.3854 |
|
| R3 |
1.3963 |
1.3925 |
1.3835 |
|
| R2 |
1.3892 |
1.3892 |
1.3828 |
|
| R1 |
1.3854 |
1.3854 |
1.3822 |
1.3838 |
| PP |
1.3821 |
1.3821 |
1.3821 |
1.3813 |
| S1 |
1.3783 |
1.3783 |
1.3808 |
1.3767 |
| S2 |
1.3750 |
1.3750 |
1.3802 |
|
| S3 |
1.3679 |
1.3712 |
1.3795 |
|
| S4 |
1.3608 |
1.3641 |
1.3776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3860 |
1.3784 |
0.0076 |
0.6% |
0.0042 |
0.3% |
20% |
False |
False |
414 |
| 10 |
1.3901 |
1.3739 |
0.0162 |
1.2% |
0.0049 |
0.4% |
37% |
False |
False |
433 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0057 |
0.4% |
56% |
False |
False |
435 |
| 40 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0061 |
0.4% |
48% |
False |
False |
322 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0053 |
0.4% |
65% |
False |
False |
233 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0047 |
0.3% |
65% |
False |
False |
234 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0044 |
0.3% |
65% |
False |
False |
188 |
| 120 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0040 |
0.3% |
74% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3961 |
|
2.618 |
1.3907 |
|
1.618 |
1.3874 |
|
1.000 |
1.3854 |
|
0.618 |
1.3841 |
|
HIGH |
1.3821 |
|
0.618 |
1.3808 |
|
0.500 |
1.3805 |
|
0.382 |
1.3801 |
|
LOW |
1.3788 |
|
0.618 |
1.3768 |
|
1.000 |
1.3755 |
|
1.618 |
1.3735 |
|
2.618 |
1.3702 |
|
4.250 |
1.3648 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3805 |
1.3822 |
| PP |
1.3803 |
1.3814 |
| S1 |
1.3801 |
1.3807 |
|