CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3815 |
1.3833 |
0.0018 |
0.1% |
1.3813 |
| High |
1.3849 |
1.3833 |
-0.0016 |
-0.1% |
1.3859 |
| Low |
1.3805 |
1.3788 |
-0.0017 |
-0.1% |
1.3795 |
| Close |
1.3810 |
1.3819 |
0.0009 |
0.1% |
1.3814 |
| Range |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0064 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.5% |
0.0000 |
| Volume |
8 |
21 |
13 |
162.5% |
85 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3929 |
1.3844 |
|
| R3 |
1.3903 |
1.3884 |
1.3831 |
|
| R2 |
1.3858 |
1.3858 |
1.3827 |
|
| R1 |
1.3839 |
1.3839 |
1.3823 |
1.3826 |
| PP |
1.3813 |
1.3813 |
1.3813 |
1.3807 |
| S1 |
1.3794 |
1.3794 |
1.3815 |
1.3781 |
| S2 |
1.3768 |
1.3768 |
1.3811 |
|
| S3 |
1.3723 |
1.3749 |
1.3807 |
|
| S4 |
1.3678 |
1.3704 |
1.3794 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4015 |
1.3978 |
1.3849 |
|
| R3 |
1.3951 |
1.3914 |
1.3832 |
|
| R2 |
1.3887 |
1.3887 |
1.3826 |
|
| R1 |
1.3850 |
1.3850 |
1.3820 |
1.3869 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3832 |
| S1 |
1.3786 |
1.3786 |
1.3808 |
1.3805 |
| S2 |
1.3759 |
1.3759 |
1.3802 |
|
| S3 |
1.3695 |
1.3722 |
1.3796 |
|
| S4 |
1.3631 |
1.3658 |
1.3779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3859 |
1.3788 |
0.0071 |
0.5% |
0.0029 |
0.2% |
44% |
False |
True |
10 |
| 10 |
1.3900 |
1.3788 |
0.0112 |
0.8% |
0.0022 |
0.2% |
28% |
False |
True |
15 |
| 20 |
1.3900 |
1.3689 |
0.0211 |
1.5% |
0.0029 |
0.2% |
62% |
False |
False |
29 |
| 40 |
1.3947 |
1.3689 |
0.0258 |
1.9% |
0.0027 |
0.2% |
50% |
False |
False |
20 |
| 60 |
1.3947 |
1.3493 |
0.0454 |
3.3% |
0.0029 |
0.2% |
72% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4024 |
|
2.618 |
1.3951 |
|
1.618 |
1.3906 |
|
1.000 |
1.3878 |
|
0.618 |
1.3861 |
|
HIGH |
1.3833 |
|
0.618 |
1.3816 |
|
0.500 |
1.3811 |
|
0.382 |
1.3805 |
|
LOW |
1.3788 |
|
0.618 |
1.3760 |
|
1.000 |
1.3743 |
|
1.618 |
1.3715 |
|
2.618 |
1.3670 |
|
4.250 |
1.3597 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3816 |
1.3819 |
| PP |
1.3813 |
1.3819 |
| S1 |
1.3811 |
1.3819 |
|