CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3697 |
1.3761 |
0.0064 |
0.5% |
1.3620 |
| High |
1.3770 |
1.3770 |
0.0000 |
0.0% |
1.3714 |
| Low |
1.3694 |
1.3728 |
0.0034 |
0.2% |
1.3563 |
| Close |
1.3757 |
1.3744 |
-0.0013 |
-0.1% |
1.3701 |
| Range |
0.0076 |
0.0042 |
-0.0034 |
-44.7% |
0.0151 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
658 |
2,709 |
2,051 |
311.7% |
5,582 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3851 |
1.3767 |
|
| R3 |
1.3831 |
1.3809 |
1.3756 |
|
| R2 |
1.3789 |
1.3789 |
1.3752 |
|
| R1 |
1.3767 |
1.3767 |
1.3748 |
1.3757 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3743 |
| S1 |
1.3725 |
1.3725 |
1.3740 |
1.3715 |
| S2 |
1.3705 |
1.3705 |
1.3736 |
|
| S3 |
1.3663 |
1.3683 |
1.3732 |
|
| S4 |
1.3621 |
1.3641 |
1.3721 |
|
|
| 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% |
0.0069 |
0.5% |
87% |
True |
False |
1,547 |
| 10 |
1.3770 |
1.3483 |
0.0287 |
2.1% |
0.0070 |
0.5% |
91% |
True |
False |
1,158 |
| 20 |
1.3770 |
1.3482 |
0.0288 |
2.1% |
0.0075 |
0.5% |
91% |
True |
False |
1,627 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0073 |
0.5% |
64% |
False |
False |
960 |
| 60 |
1.3892 |
1.3405 |
0.0487 |
3.5% |
0.0068 |
0.5% |
70% |
False |
False |
717 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
75% |
False |
False |
541 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0056 |
0.4% |
75% |
False |
False |
433 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0051 |
0.4% |
81% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3949 |
|
2.618 |
1.3880 |
|
1.618 |
1.3838 |
|
1.000 |
1.3812 |
|
0.618 |
1.3796 |
|
HIGH |
1.3770 |
|
0.618 |
1.3754 |
|
0.500 |
1.3749 |
|
0.382 |
1.3744 |
|
LOW |
1.3728 |
|
0.618 |
1.3702 |
|
1.000 |
1.3686 |
|
1.618 |
1.3660 |
|
2.618 |
1.3618 |
|
4.250 |
1.3550 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3749 |
1.3737 |
| PP |
1.3747 |
1.3730 |
| S1 |
1.3746 |
1.3723 |
|