CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3596 |
1.3678 |
0.0082 |
0.6% |
1.3624 |
| High |
1.3692 |
1.3716 |
0.0024 |
0.2% |
1.3716 |
| Low |
1.3585 |
1.3673 |
0.0088 |
0.6% |
1.3562 |
| Close |
1.3674 |
1.3700 |
0.0026 |
0.2% |
1.3700 |
| Range |
0.0107 |
0.0043 |
-0.0064 |
-59.8% |
0.0154 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
199,197 |
146,628 |
-52,569 |
-26.4% |
889,604 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3825 |
1.3806 |
1.3724 |
|
| R3 |
1.3782 |
1.3763 |
1.3712 |
|
| R2 |
1.3739 |
1.3739 |
1.3708 |
|
| R1 |
1.3720 |
1.3720 |
1.3704 |
1.3730 |
| PP |
1.3696 |
1.3696 |
1.3696 |
1.3701 |
| S1 |
1.3677 |
1.3677 |
1.3696 |
1.3687 |
| S2 |
1.3653 |
1.3653 |
1.3692 |
|
| S3 |
1.3610 |
1.3634 |
1.3688 |
|
| S4 |
1.3567 |
1.3591 |
1.3676 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4121 |
1.4065 |
1.3785 |
|
| R3 |
1.3967 |
1.3911 |
1.3742 |
|
| R2 |
1.3813 |
1.3813 |
1.3728 |
|
| R1 |
1.3757 |
1.3757 |
1.3714 |
1.3785 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3674 |
| S1 |
1.3603 |
1.3603 |
1.3686 |
1.3631 |
| S2 |
1.3505 |
1.3505 |
1.3672 |
|
| S3 |
1.3351 |
1.3449 |
1.3658 |
|
| S4 |
1.3197 |
1.3295 |
1.3615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3716 |
1.3562 |
0.0154 |
1.1% |
0.0066 |
0.5% |
90% |
True |
False |
177,920 |
| 10 |
1.3716 |
1.3476 |
0.0240 |
1.8% |
0.0073 |
0.5% |
93% |
True |
False |
205,347 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0081 |
0.6% |
85% |
False |
False |
219,175 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0082 |
0.6% |
54% |
False |
False |
187,746 |
| 60 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0080 |
0.6% |
61% |
False |
False |
140,775 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0083 |
0.6% |
67% |
False |
False |
105,737 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
67% |
False |
False |
84,650 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0075 |
0.5% |
75% |
False |
False |
70,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3899 |
|
2.618 |
1.3829 |
|
1.618 |
1.3786 |
|
1.000 |
1.3759 |
|
0.618 |
1.3743 |
|
HIGH |
1.3716 |
|
0.618 |
1.3700 |
|
0.500 |
1.3695 |
|
0.382 |
1.3689 |
|
LOW |
1.3673 |
|
0.618 |
1.3646 |
|
1.000 |
1.3630 |
|
1.618 |
1.3603 |
|
2.618 |
1.3560 |
|
4.250 |
1.3490 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3698 |
1.3680 |
| PP |
1.3696 |
1.3659 |
| S1 |
1.3695 |
1.3639 |
|