CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3735 |
1.3746 |
0.0011 |
0.1% |
1.3702 |
| High |
1.3767 |
1.3757 |
-0.0010 |
-0.1% |
1.3773 |
| Low |
1.3715 |
1.3661 |
-0.0054 |
-0.4% |
1.3680 |
| Close |
1.3742 |
1.3683 |
-0.0059 |
-0.4% |
1.3744 |
| Range |
0.0052 |
0.0096 |
0.0044 |
84.6% |
0.0093 |
| ATR |
0.0074 |
0.0075 |
0.0002 |
2.2% |
0.0000 |
| Volume |
166,541 |
207,013 |
40,472 |
24.3% |
684,802 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3988 |
1.3932 |
1.3736 |
|
| R3 |
1.3892 |
1.3836 |
1.3709 |
|
| R2 |
1.3796 |
1.3796 |
1.3701 |
|
| R1 |
1.3740 |
1.3740 |
1.3692 |
1.3720 |
| PP |
1.3700 |
1.3700 |
1.3700 |
1.3691 |
| S1 |
1.3644 |
1.3644 |
1.3674 |
1.3624 |
| S2 |
1.3604 |
1.3604 |
1.3665 |
|
| S3 |
1.3508 |
1.3548 |
1.3657 |
|
| S4 |
1.3412 |
1.3452 |
1.3630 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4011 |
1.3971 |
1.3795 |
|
| R3 |
1.3918 |
1.3878 |
1.3770 |
|
| R2 |
1.3825 |
1.3825 |
1.3761 |
|
| R1 |
1.3785 |
1.3785 |
1.3753 |
1.3805 |
| PP |
1.3732 |
1.3732 |
1.3732 |
1.3743 |
| S1 |
1.3692 |
1.3692 |
1.3735 |
1.3712 |
| S2 |
1.3639 |
1.3639 |
1.3727 |
|
| S3 |
1.3546 |
1.3599 |
1.3718 |
|
| S4 |
1.3453 |
1.3506 |
1.3693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3773 |
1.3661 |
0.0112 |
0.8% |
0.0070 |
0.5% |
20% |
False |
True |
162,252 |
| 10 |
1.3773 |
1.3562 |
0.0211 |
1.5% |
0.0072 |
0.5% |
57% |
False |
False |
174,946 |
| 20 |
1.3773 |
1.3476 |
0.0297 |
2.2% |
0.0075 |
0.5% |
70% |
False |
False |
203,789 |
| 40 |
1.3819 |
1.3476 |
0.0343 |
2.5% |
0.0078 |
0.6% |
60% |
False |
False |
194,691 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0079 |
0.6% |
50% |
False |
False |
160,167 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0083 |
0.6% |
65% |
False |
False |
120,442 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
65% |
False |
False |
96,427 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0077 |
0.6% |
73% |
False |
False |
80,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4165 |
|
2.618 |
1.4008 |
|
1.618 |
1.3912 |
|
1.000 |
1.3853 |
|
0.618 |
1.3816 |
|
HIGH |
1.3757 |
|
0.618 |
1.3720 |
|
0.500 |
1.3709 |
|
0.382 |
1.3698 |
|
LOW |
1.3661 |
|
0.618 |
1.3602 |
|
1.000 |
1.3565 |
|
1.618 |
1.3506 |
|
2.618 |
1.3410 |
|
4.250 |
1.3253 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3709 |
1.3717 |
| PP |
1.3700 |
1.3706 |
| S1 |
1.3692 |
1.3694 |
|