CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3679 |
1.3697 |
0.0018 |
0.1% |
1.3620 |
| High |
1.3714 |
1.3770 |
0.0056 |
0.4% |
1.3714 |
| Low |
1.3676 |
1.3694 |
0.0018 |
0.1% |
1.3563 |
| Close |
1.3701 |
1.3757 |
0.0056 |
0.4% |
1.3701 |
| Range |
0.0038 |
0.0076 |
0.0038 |
100.0% |
0.0151 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,185 |
658 |
-527 |
-44.5% |
5,582 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3968 |
1.3939 |
1.3799 |
|
| R3 |
1.3892 |
1.3863 |
1.3778 |
|
| R2 |
1.3816 |
1.3816 |
1.3771 |
|
| R1 |
1.3787 |
1.3787 |
1.3764 |
1.3802 |
| PP |
1.3740 |
1.3740 |
1.3740 |
1.3748 |
| S1 |
1.3711 |
1.3711 |
1.3750 |
1.3726 |
| S2 |
1.3664 |
1.3664 |
1.3743 |
|
| S3 |
1.3588 |
1.3635 |
1.3736 |
|
| S4 |
1.3512 |
1.3559 |
1.3715 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4112 |
1.4058 |
1.3784 |
|
| R3 |
1.3961 |
1.3907 |
1.3743 |
|
| R2 |
1.3810 |
1.3810 |
1.3729 |
|
| R1 |
1.3756 |
1.3756 |
1.3715 |
1.3783 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3673 |
| S1 |
1.3605 |
1.3605 |
1.3687 |
1.3632 |
| S2 |
1.3508 |
1.3508 |
1.3673 |
|
| S3 |
1.3357 |
1.3454 |
1.3659 |
|
| S4 |
1.3206 |
1.3303 |
1.3618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3770 |
1.3563 |
0.0207 |
1.5% |
0.0071 |
0.5% |
94% |
True |
False |
1,128 |
| 10 |
1.3770 |
1.3483 |
0.0287 |
2.1% |
0.0070 |
0.5% |
95% |
True |
False |
956 |
| 20 |
1.3770 |
1.3482 |
0.0288 |
2.1% |
0.0075 |
0.5% |
95% |
True |
False |
1,517 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0073 |
0.5% |
67% |
False |
False |
900 |
| 60 |
1.3892 |
1.3405 |
0.0487 |
3.5% |
0.0069 |
0.5% |
72% |
False |
False |
672 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
77% |
False |
False |
507 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0056 |
0.4% |
77% |
False |
False |
406 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0051 |
0.4% |
82% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4093 |
|
2.618 |
1.3969 |
|
1.618 |
1.3893 |
|
1.000 |
1.3846 |
|
0.618 |
1.3817 |
|
HIGH |
1.3770 |
|
0.618 |
1.3741 |
|
0.500 |
1.3732 |
|
0.382 |
1.3723 |
|
LOW |
1.3694 |
|
0.618 |
1.3647 |
|
1.000 |
1.3618 |
|
1.618 |
1.3571 |
|
2.618 |
1.3495 |
|
4.250 |
1.3371 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3749 |
1.3731 |
| PP |
1.3740 |
1.3705 |
| S1 |
1.3732 |
1.3679 |
|