CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3732 |
1.3750 |
0.0018 |
0.1% |
1.3645 |
| High |
1.3764 |
1.3761 |
-0.0003 |
0.0% |
1.3705 |
| Low |
1.3732 |
1.3744 |
0.0012 |
0.1% |
1.3567 |
| Close |
1.3762 |
1.3749 |
-0.0013 |
-0.1% |
1.3705 |
| Range |
0.0032 |
0.0017 |
-0.0015 |
-46.9% |
0.0138 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
14 |
43 |
29 |
207.1% |
106 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3802 |
1.3793 |
1.3758 |
|
| R3 |
1.3785 |
1.3776 |
1.3754 |
|
| R2 |
1.3768 |
1.3768 |
1.3752 |
|
| R1 |
1.3759 |
1.3759 |
1.3751 |
1.3755 |
| PP |
1.3751 |
1.3751 |
1.3751 |
1.3750 |
| S1 |
1.3742 |
1.3742 |
1.3747 |
1.3738 |
| S2 |
1.3734 |
1.3734 |
1.3746 |
|
| S3 |
1.3717 |
1.3725 |
1.3744 |
|
| S4 |
1.3700 |
1.3708 |
1.3740 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4073 |
1.4027 |
1.3781 |
|
| R3 |
1.3935 |
1.3889 |
1.3743 |
|
| R2 |
1.3797 |
1.3797 |
1.3730 |
|
| R1 |
1.3751 |
1.3751 |
1.3718 |
1.3774 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3671 |
| S1 |
1.3613 |
1.3613 |
1.3692 |
1.3636 |
| S2 |
1.3521 |
1.3521 |
1.3680 |
|
| S3 |
1.3383 |
1.3475 |
1.3667 |
|
| S4 |
1.3245 |
1.3337 |
1.3629 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3833 |
|
2.618 |
1.3806 |
|
1.618 |
1.3789 |
|
1.000 |
1.3778 |
|
0.618 |
1.3772 |
|
HIGH |
1.3761 |
|
0.618 |
1.3755 |
|
0.500 |
1.3753 |
|
0.382 |
1.3750 |
|
LOW |
1.3744 |
|
0.618 |
1.3733 |
|
1.000 |
1.3727 |
|
1.618 |
1.3716 |
|
2.618 |
1.3699 |
|
4.250 |
1.3672 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3753 |
1.3744 |
| PP |
1.3751 |
1.3739 |
| S1 |
1.3750 |
1.3735 |
|