CME Euro FX (E) Future March 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 |
1.3702 |
1.3759 |
0.0057 |
0.4% |
1.3624 |
| High |
1.3771 |
1.3773 |
0.0002 |
0.0% |
1.3716 |
| Low |
1.3691 |
1.3725 |
0.0034 |
0.2% |
1.3562 |
| Close |
1.3757 |
1.3744 |
-0.0013 |
-0.1% |
1.3700 |
| Range |
0.0080 |
0.0048 |
-0.0032 |
-40.0% |
0.0154 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
238,140 |
129,996 |
-108,144 |
-45.4% |
889,604 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3866 |
1.3770 |
|
| R3 |
1.3843 |
1.3818 |
1.3757 |
|
| R2 |
1.3795 |
1.3795 |
1.3753 |
|
| R1 |
1.3770 |
1.3770 |
1.3748 |
1.3759 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3742 |
| S1 |
1.3722 |
1.3722 |
1.3740 |
1.3711 |
| S2 |
1.3699 |
1.3699 |
1.3735 |
|
| S3 |
1.3651 |
1.3674 |
1.3731 |
|
| S4 |
1.3603 |
1.3626 |
1.3718 |
|
|
| 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 |
1.3773 |
1.3562 |
0.0211 |
1.5% |
0.0074 |
0.5% |
86% |
True |
False |
187,640 |
| 10 |
1.3773 |
1.3481 |
0.0292 |
2.1% |
0.0075 |
0.5% |
90% |
True |
False |
201,416 |
| 20 |
1.3773 |
1.3476 |
0.0297 |
2.2% |
0.0079 |
0.6% |
90% |
True |
False |
214,684 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0080 |
0.6% |
64% |
False |
False |
186,882 |
| 60 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0079 |
0.6% |
70% |
False |
False |
146,878 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
75% |
False |
False |
110,326 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
75% |
False |
False |
88,328 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0076 |
0.6% |
81% |
False |
False |
73,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3977 |
|
2.618 |
1.3899 |
|
1.618 |
1.3851 |
|
1.000 |
1.3821 |
|
0.618 |
1.3803 |
|
HIGH |
1.3773 |
|
0.618 |
1.3755 |
|
0.500 |
1.3749 |
|
0.382 |
1.3743 |
|
LOW |
1.3725 |
|
0.618 |
1.3695 |
|
1.000 |
1.3677 |
|
1.618 |
1.3647 |
|
2.618 |
1.3599 |
|
4.250 |
1.3521 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3749 |
1.3737 |
| PP |
1.3747 |
1.3730 |
| S1 |
1.3746 |
1.3723 |
|