CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3678 |
1.3702 |
0.0024 |
0.2% |
1.3624 |
| High |
1.3716 |
1.3771 |
0.0055 |
0.4% |
1.3716 |
| Low |
1.3673 |
1.3691 |
0.0018 |
0.1% |
1.3562 |
| Close |
1.3700 |
1.3757 |
0.0057 |
0.4% |
1.3700 |
| Range |
0.0043 |
0.0080 |
0.0037 |
86.0% |
0.0154 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.1% |
0.0000 |
| Volume |
146,628 |
238,140 |
91,512 |
62.4% |
889,604 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3980 |
1.3948 |
1.3801 |
|
| R3 |
1.3900 |
1.3868 |
1.3779 |
|
| R2 |
1.3820 |
1.3820 |
1.3772 |
|
| R1 |
1.3788 |
1.3788 |
1.3764 |
1.3804 |
| PP |
1.3740 |
1.3740 |
1.3740 |
1.3748 |
| S1 |
1.3708 |
1.3708 |
1.3750 |
1.3724 |
| S2 |
1.3660 |
1.3660 |
1.3742 |
|
| S3 |
1.3580 |
1.3628 |
1.3735 |
|
| S4 |
1.3500 |
1.3548 |
1.3713 |
|
|
| 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 |
1.3771 |
1.3562 |
0.0209 |
1.5% |
0.0075 |
0.5% |
93% |
True |
False |
200,746 |
| 10 |
1.3771 |
1.3481 |
0.0290 |
2.1% |
0.0075 |
0.5% |
95% |
True |
False |
206,522 |
| 20 |
1.3771 |
1.3476 |
0.0295 |
2.1% |
0.0079 |
0.6% |
95% |
True |
False |
220,558 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0079 |
0.6% |
67% |
False |
False |
187,996 |
| 60 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0081 |
0.6% |
72% |
False |
False |
144,733 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
77% |
False |
False |
108,710 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
77% |
False |
False |
87,030 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0076 |
0.6% |
82% |
False |
False |
72,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4111 |
|
2.618 |
1.3980 |
|
1.618 |
1.3900 |
|
1.000 |
1.3851 |
|
0.618 |
1.3820 |
|
HIGH |
1.3771 |
|
0.618 |
1.3740 |
|
0.500 |
1.3731 |
|
0.382 |
1.3722 |
|
LOW |
1.3691 |
|
0.618 |
1.3642 |
|
1.000 |
1.3611 |
|
1.618 |
1.3562 |
|
2.618 |
1.3482 |
|
4.250 |
1.3351 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3748 |
1.3731 |
| PP |
1.3740 |
1.3704 |
| S1 |
1.3731 |
1.3678 |
|