CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3736 |
1.3860 |
0.0124 |
0.9% |
1.3786 |
| High |
1.3873 |
1.3915 |
0.0042 |
0.3% |
1.3915 |
| Low |
1.3711 |
1.3852 |
0.0141 |
1.0% |
1.3707 |
| Close |
1.3861 |
1.3872 |
0.0011 |
0.1% |
1.3872 |
| Range |
0.0162 |
0.0063 |
-0.0099 |
-61.1% |
0.0208 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
328,406 |
238,924 |
-89,482 |
-27.2% |
1,064,749 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4069 |
1.4033 |
1.3907 |
|
| R3 |
1.4006 |
1.3970 |
1.3889 |
|
| R2 |
1.3943 |
1.3943 |
1.3884 |
|
| R1 |
1.3907 |
1.3907 |
1.3878 |
1.3925 |
| PP |
1.3880 |
1.3880 |
1.3880 |
1.3889 |
| S1 |
1.3844 |
1.3844 |
1.3866 |
1.3862 |
| S2 |
1.3817 |
1.3817 |
1.3860 |
|
| S3 |
1.3754 |
1.3781 |
1.3855 |
|
| S4 |
1.3691 |
1.3718 |
1.3837 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4455 |
1.4372 |
1.3986 |
|
| R3 |
1.4247 |
1.4164 |
1.3929 |
|
| R2 |
1.4039 |
1.4039 |
1.3910 |
|
| R1 |
1.3956 |
1.3956 |
1.3891 |
1.3998 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3852 |
| S1 |
1.3748 |
1.3748 |
1.3853 |
1.3790 |
| S2 |
1.3623 |
1.3623 |
1.3834 |
|
| S3 |
1.3415 |
1.3540 |
1.3815 |
|
| S4 |
1.3207 |
1.3332 |
1.3758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3915 |
1.3707 |
0.0208 |
1.5% |
0.0085 |
0.6% |
79% |
True |
False |
212,949 |
| 10 |
1.3915 |
1.3643 |
0.0272 |
2.0% |
0.0086 |
0.6% |
84% |
True |
False |
202,373 |
| 20 |
1.3915 |
1.3551 |
0.0364 |
2.6% |
0.0077 |
0.6% |
88% |
True |
False |
191,754 |
| 40 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0080 |
0.6% |
90% |
True |
False |
207,178 |
| 60 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0080 |
0.6% |
90% |
True |
False |
183,977 |
| 80 |
1.3915 |
1.3357 |
0.0558 |
4.0% |
0.0080 |
0.6% |
92% |
True |
False |
139,478 |
| 100 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0082 |
0.6% |
93% |
True |
False |
111,698 |
| 120 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0079 |
0.6% |
93% |
True |
False |
93,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4183 |
|
2.618 |
1.4080 |
|
1.618 |
1.4017 |
|
1.000 |
1.3978 |
|
0.618 |
1.3954 |
|
HIGH |
1.3915 |
|
0.618 |
1.3891 |
|
0.500 |
1.3884 |
|
0.382 |
1.3876 |
|
LOW |
1.3852 |
|
0.618 |
1.3813 |
|
1.000 |
1.3789 |
|
1.618 |
1.3750 |
|
2.618 |
1.3687 |
|
4.250 |
1.3584 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3884 |
1.3852 |
| PP |
1.3880 |
1.3831 |
| S1 |
1.3876 |
1.3811 |
|