CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3903 |
1.3873 |
-0.0030 |
-0.2% |
1.3873 |
| High |
1.3967 |
1.3938 |
-0.0029 |
-0.2% |
1.3967 |
| Low |
1.3845 |
1.3848 |
0.0003 |
0.0% |
1.3834 |
| Close |
1.3859 |
1.3904 |
0.0045 |
0.3% |
1.3904 |
| Range |
0.0122 |
0.0090 |
-0.0032 |
-26.2% |
0.0133 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.0% |
0.0000 |
| Volume |
352,296 |
82,593 |
-269,703 |
-76.6% |
1,003,609 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4167 |
1.4125 |
1.3954 |
|
| R3 |
1.4077 |
1.4035 |
1.3929 |
|
| R2 |
1.3987 |
1.3987 |
1.3921 |
|
| R1 |
1.3945 |
1.3945 |
1.3912 |
1.3966 |
| PP |
1.3897 |
1.3897 |
1.3897 |
1.3907 |
| S1 |
1.3855 |
1.3855 |
1.3896 |
1.3876 |
| S2 |
1.3807 |
1.3807 |
1.3888 |
|
| S3 |
1.3717 |
1.3765 |
1.3879 |
|
| S4 |
1.3627 |
1.3675 |
1.3855 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4301 |
1.4235 |
1.3977 |
|
| R3 |
1.4168 |
1.4102 |
1.3941 |
|
| R2 |
1.4035 |
1.4035 |
1.3928 |
|
| R1 |
1.3969 |
1.3969 |
1.3916 |
1.4002 |
| PP |
1.3902 |
1.3902 |
1.3902 |
1.3918 |
| S1 |
1.3836 |
1.3836 |
1.3892 |
1.3869 |
| S2 |
1.3769 |
1.3769 |
1.3880 |
|
| S3 |
1.3636 |
1.3703 |
1.3867 |
|
| S4 |
1.3503 |
1.3570 |
1.3831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3967 |
1.3834 |
0.0133 |
1.0% |
0.0073 |
0.5% |
53% |
False |
False |
200,721 |
| 10 |
1.3967 |
1.3707 |
0.0260 |
1.9% |
0.0079 |
0.6% |
76% |
False |
False |
206,835 |
| 20 |
1.3967 |
1.3643 |
0.0324 |
2.3% |
0.0077 |
0.6% |
81% |
False |
False |
192,938 |
| 40 |
1.3967 |
1.3476 |
0.0491 |
3.5% |
0.0079 |
0.6% |
87% |
False |
False |
207,636 |
| 60 |
1.3967 |
1.3476 |
0.0491 |
3.5% |
0.0080 |
0.6% |
87% |
False |
False |
189,443 |
| 80 |
1.3967 |
1.3402 |
0.0565 |
4.1% |
0.0080 |
0.6% |
89% |
False |
False |
151,987 |
| 100 |
1.3967 |
1.3300 |
0.0667 |
4.8% |
0.0081 |
0.6% |
91% |
False |
False |
121,713 |
| 120 |
1.3967 |
1.3300 |
0.0667 |
4.8% |
0.0079 |
0.6% |
91% |
False |
False |
101,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4321 |
|
2.618 |
1.4174 |
|
1.618 |
1.4084 |
|
1.000 |
1.4028 |
|
0.618 |
1.3994 |
|
HIGH |
1.3938 |
|
0.618 |
1.3904 |
|
0.500 |
1.3893 |
|
0.382 |
1.3882 |
|
LOW |
1.3848 |
|
0.618 |
1.3792 |
|
1.000 |
1.3758 |
|
1.618 |
1.3702 |
|
2.618 |
1.3612 |
|
4.250 |
1.3466 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3900 |
1.3905 |
| PP |
1.3897 |
1.3905 |
| S1 |
1.3893 |
1.3904 |
|