CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3746 |
1.3683 |
-0.0063 |
-0.5% |
1.3702 |
| High |
1.3757 |
1.3727 |
-0.0030 |
-0.2% |
1.3773 |
| Low |
1.3661 |
1.3643 |
-0.0018 |
-0.1% |
1.3680 |
| Close |
1.3683 |
1.3711 |
0.0028 |
0.2% |
1.3744 |
| Range |
0.0096 |
0.0084 |
-0.0012 |
-12.5% |
0.0093 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
207,013 |
196,496 |
-10,517 |
-5.1% |
684,802 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3946 |
1.3912 |
1.3757 |
|
| R3 |
1.3862 |
1.3828 |
1.3734 |
|
| R2 |
1.3778 |
1.3778 |
1.3726 |
|
| R1 |
1.3744 |
1.3744 |
1.3719 |
1.3761 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3702 |
| S1 |
1.3660 |
1.3660 |
1.3703 |
1.3677 |
| S2 |
1.3610 |
1.3610 |
1.3696 |
|
| S3 |
1.3526 |
1.3576 |
1.3688 |
|
| S4 |
1.3442 |
1.3492 |
1.3665 |
|
|
| 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 |
1.3643 |
0.0130 |
0.9% |
0.0071 |
0.5% |
52% |
False |
True |
165,254 |
| 10 |
1.3773 |
1.3585 |
0.0188 |
1.4% |
0.0071 |
0.5% |
67% |
False |
False |
172,172 |
| 20 |
1.3773 |
1.3476 |
0.0297 |
2.2% |
0.0075 |
0.5% |
79% |
False |
False |
200,743 |
| 40 |
1.3812 |
1.3476 |
0.0336 |
2.5% |
0.0078 |
0.6% |
70% |
False |
False |
197,141 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0079 |
0.6% |
56% |
False |
False |
163,413 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
69% |
False |
False |
122,892 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
69% |
False |
False |
98,389 |
| 120 |
1.3893 |
1.3126 |
0.0767 |
5.6% |
0.0077 |
0.6% |
76% |
False |
False |
82,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4084 |
|
2.618 |
1.3947 |
|
1.618 |
1.3863 |
|
1.000 |
1.3811 |
|
0.618 |
1.3779 |
|
HIGH |
1.3727 |
|
0.618 |
1.3695 |
|
0.500 |
1.3685 |
|
0.382 |
1.3675 |
|
LOW |
1.3643 |
|
0.618 |
1.3591 |
|
1.000 |
1.3559 |
|
1.618 |
1.3507 |
|
2.618 |
1.3423 |
|
4.250 |
1.3286 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3702 |
1.3709 |
| PP |
1.3694 |
1.3707 |
| S1 |
1.3685 |
1.3705 |
|