CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3819 |
1.3851 |
0.0032 |
0.2% |
1.3815 |
| High |
1.3870 |
1.3870 |
0.0000 |
0.0% |
1.3851 |
| Low |
1.3813 |
1.3802 |
-0.0011 |
-0.1% |
1.3784 |
| Close |
1.3849 |
1.3807 |
-0.0042 |
-0.3% |
1.3831 |
| Range |
0.0057 |
0.0068 |
0.0011 |
19.3% |
0.0067 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.8% |
0.0000 |
| Volume |
168 |
322 |
154 |
91.7% |
1,823 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4030 |
1.3987 |
1.3844 |
|
| R3 |
1.3962 |
1.3919 |
1.3826 |
|
| R2 |
1.3894 |
1.3894 |
1.3819 |
|
| R1 |
1.3851 |
1.3851 |
1.3813 |
1.3839 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3820 |
| S1 |
1.3783 |
1.3783 |
1.3801 |
1.3771 |
| S2 |
1.3758 |
1.3758 |
1.3795 |
|
| S3 |
1.3690 |
1.3715 |
1.3788 |
|
| S4 |
1.3622 |
1.3647 |
1.3770 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3994 |
1.3868 |
|
| R3 |
1.3956 |
1.3927 |
1.3849 |
|
| R2 |
1.3889 |
1.3889 |
1.3843 |
|
| R1 |
1.3860 |
1.3860 |
1.3837 |
1.3875 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3829 |
| S1 |
1.3793 |
1.3793 |
1.3825 |
1.3808 |
| S2 |
1.3755 |
1.3755 |
1.3819 |
|
| S3 |
1.3688 |
1.3726 |
1.3813 |
|
| S4 |
1.3621 |
1.3659 |
1.3794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3870 |
1.3787 |
0.0083 |
0.6% |
0.0050 |
0.4% |
24% |
True |
False |
340 |
| 10 |
1.3870 |
1.3784 |
0.0086 |
0.6% |
0.0046 |
0.3% |
27% |
True |
False |
377 |
| 20 |
1.3901 |
1.3669 |
0.0232 |
1.7% |
0.0053 |
0.4% |
59% |
False |
False |
390 |
| 40 |
1.3965 |
1.3669 |
0.0296 |
2.1% |
0.0059 |
0.4% |
47% |
False |
False |
358 |
| 60 |
1.3965 |
1.3490 |
0.0475 |
3.4% |
0.0054 |
0.4% |
67% |
False |
False |
251 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0049 |
0.4% |
67% |
False |
False |
255 |
| 100 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0045 |
0.3% |
67% |
False |
False |
205 |
| 120 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0041 |
0.3% |
76% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4159 |
|
2.618 |
1.4048 |
|
1.618 |
1.3980 |
|
1.000 |
1.3938 |
|
0.618 |
1.3912 |
|
HIGH |
1.3870 |
|
0.618 |
1.3844 |
|
0.500 |
1.3836 |
|
0.382 |
1.3828 |
|
LOW |
1.3802 |
|
0.618 |
1.3760 |
|
1.000 |
1.3734 |
|
1.618 |
1.3692 |
|
2.618 |
1.3624 |
|
4.250 |
1.3513 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3836 |
1.3836 |
| PP |
1.3826 |
1.3826 |
| S1 |
1.3817 |
1.3817 |
|