CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3873 |
0.0013 |
0.1% |
1.3786 |
| High |
1.3915 |
1.3898 |
-0.0017 |
-0.1% |
1.3915 |
| Low |
1.3852 |
1.3862 |
0.0010 |
0.1% |
1.3707 |
| Close |
1.3872 |
1.3869 |
-0.0003 |
0.0% |
1.3872 |
| Range |
0.0063 |
0.0036 |
-0.0027 |
-42.9% |
0.0208 |
| ATR |
0.0082 |
0.0078 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
238,924 |
146,483 |
-92,441 |
-38.7% |
1,064,749 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3984 |
1.3963 |
1.3889 |
|
| R3 |
1.3948 |
1.3927 |
1.3879 |
|
| R2 |
1.3912 |
1.3912 |
1.3876 |
|
| R1 |
1.3891 |
1.3891 |
1.3872 |
1.3884 |
| PP |
1.3876 |
1.3876 |
1.3876 |
1.3873 |
| S1 |
1.3855 |
1.3855 |
1.3866 |
1.3848 |
| S2 |
1.3840 |
1.3840 |
1.3862 |
|
| S3 |
1.3804 |
1.3819 |
1.3859 |
|
| S4 |
1.3768 |
1.3783 |
1.3849 |
|
|
| 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% |
0.0073 |
0.5% |
78% |
False |
False |
205,515 |
| 10 |
1.3915 |
1.3643 |
0.0272 |
2.0% |
0.0083 |
0.6% |
83% |
False |
False |
204,917 |
| 20 |
1.3915 |
1.3562 |
0.0353 |
2.5% |
0.0074 |
0.5% |
87% |
False |
False |
187,231 |
| 40 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0079 |
0.6% |
90% |
False |
False |
204,766 |
| 60 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0079 |
0.6% |
90% |
False |
False |
185,251 |
| 80 |
1.3915 |
1.3362 |
0.0553 |
4.0% |
0.0080 |
0.6% |
92% |
False |
False |
141,300 |
| 100 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0082 |
0.6% |
93% |
False |
False |
113,161 |
| 120 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0079 |
0.6% |
93% |
False |
False |
94,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4051 |
|
2.618 |
1.3992 |
|
1.618 |
1.3956 |
|
1.000 |
1.3934 |
|
0.618 |
1.3920 |
|
HIGH |
1.3898 |
|
0.618 |
1.3884 |
|
0.500 |
1.3880 |
|
0.382 |
1.3876 |
|
LOW |
1.3862 |
|
0.618 |
1.3840 |
|
1.000 |
1.3826 |
|
1.618 |
1.3804 |
|
2.618 |
1.3768 |
|
4.250 |
1.3709 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3880 |
1.3850 |
| PP |
1.3876 |
1.3832 |
| S1 |
1.3873 |
1.3813 |
|