CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3880 |
1.3859 |
-0.0021 |
-0.2% |
1.3786 |
| High |
1.3880 |
1.3915 |
0.0035 |
0.3% |
1.3915 |
| Low |
1.3834 |
1.3843 |
0.0009 |
0.1% |
1.3707 |
| Close |
1.3870 |
1.3903 |
0.0033 |
0.2% |
1.3872 |
| Range |
0.0046 |
0.0072 |
0.0026 |
56.5% |
0.0208 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
179,822 |
242,415 |
62,593 |
34.8% |
1,064,749 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4103 |
1.4075 |
1.3943 |
|
| R3 |
1.4031 |
1.4003 |
1.3923 |
|
| R2 |
1.3959 |
1.3959 |
1.3916 |
|
| R1 |
1.3931 |
1.3931 |
1.3910 |
1.3945 |
| PP |
1.3887 |
1.3887 |
1.3887 |
1.3894 |
| S1 |
1.3859 |
1.3859 |
1.3896 |
1.3873 |
| S2 |
1.3815 |
1.3815 |
1.3890 |
|
| S3 |
1.3743 |
1.3787 |
1.3883 |
|
| S4 |
1.3671 |
1.3715 |
1.3863 |
|
|
| 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 |
1.3711 |
0.0204 |
1.5% |
0.0076 |
0.5% |
94% |
True |
False |
227,210 |
| 10 |
1.3915 |
1.3643 |
0.0272 |
2.0% |
0.0080 |
0.6% |
96% |
True |
False |
209,785 |
| 20 |
1.3915 |
1.3562 |
0.0353 |
2.5% |
0.0076 |
0.5% |
97% |
True |
False |
192,366 |
| 40 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0078 |
0.6% |
97% |
True |
False |
206,060 |
| 60 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0079 |
0.6% |
97% |
True |
False |
187,743 |
| 80 |
1.3915 |
1.3402 |
0.0513 |
3.7% |
0.0079 |
0.6% |
98% |
True |
False |
146,567 |
| 100 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0081 |
0.6% |
98% |
True |
False |
117,371 |
| 120 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0078 |
0.6% |
98% |
True |
False |
97,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4221 |
|
2.618 |
1.4103 |
|
1.618 |
1.4031 |
|
1.000 |
1.3987 |
|
0.618 |
1.3959 |
|
HIGH |
1.3915 |
|
0.618 |
1.3887 |
|
0.500 |
1.3879 |
|
0.382 |
1.3871 |
|
LOW |
1.3843 |
|
0.618 |
1.3799 |
|
1.000 |
1.3771 |
|
1.618 |
1.3727 |
|
2.618 |
1.3655 |
|
4.250 |
1.3537 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3895 |
1.3894 |
| PP |
1.3887 |
1.3884 |
| S1 |
1.3879 |
1.3875 |
|