CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3733 |
1.3719 |
-0.0014 |
-0.1% |
1.3697 |
| High |
1.3762 |
1.3758 |
-0.0004 |
0.0% |
1.3770 |
| Low |
1.3682 |
1.3703 |
0.0021 |
0.2% |
1.3682 |
| Close |
1.3720 |
1.3744 |
0.0024 |
0.2% |
1.3744 |
| Range |
0.0080 |
0.0055 |
-0.0025 |
-31.3% |
0.0088 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,030 |
1,792 |
762 |
74.0% |
6,189 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3900 |
1.3877 |
1.3774 |
|
| R3 |
1.3845 |
1.3822 |
1.3759 |
|
| R2 |
1.3790 |
1.3790 |
1.3754 |
|
| R1 |
1.3767 |
1.3767 |
1.3749 |
1.3779 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3741 |
| S1 |
1.3712 |
1.3712 |
1.3739 |
1.3724 |
| S2 |
1.3680 |
1.3680 |
1.3734 |
|
| S3 |
1.3625 |
1.3657 |
1.3729 |
|
| S4 |
1.3570 |
1.3602 |
1.3714 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3996 |
1.3958 |
1.3792 |
|
| R3 |
1.3908 |
1.3870 |
1.3768 |
|
| R2 |
1.3820 |
1.3820 |
1.3760 |
|
| R1 |
1.3782 |
1.3782 |
1.3752 |
1.3801 |
| PP |
1.3732 |
1.3732 |
1.3732 |
1.3742 |
| S1 |
1.3694 |
1.3694 |
1.3736 |
1.3713 |
| S2 |
1.3644 |
1.3644 |
1.3728 |
|
| S3 |
1.3556 |
1.3606 |
1.3720 |
|
| S4 |
1.3468 |
1.3518 |
1.3696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3770 |
1.3676 |
0.0094 |
0.7% |
0.0058 |
0.4% |
72% |
False |
False |
1,474 |
| 10 |
1.3770 |
1.3554 |
0.0216 |
1.6% |
0.0065 |
0.5% |
88% |
False |
False |
1,316 |
| 20 |
1.3770 |
1.3482 |
0.0288 |
2.1% |
0.0071 |
0.5% |
91% |
False |
False |
1,730 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0074 |
0.5% |
64% |
False |
False |
1,011 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0068 |
0.5% |
64% |
False |
False |
762 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0065 |
0.5% |
75% |
False |
False |
576 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0058 |
0.4% |
75% |
False |
False |
462 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0052 |
0.4% |
81% |
False |
False |
385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3992 |
|
2.618 |
1.3902 |
|
1.618 |
1.3847 |
|
1.000 |
1.3813 |
|
0.618 |
1.3792 |
|
HIGH |
1.3758 |
|
0.618 |
1.3737 |
|
0.500 |
1.3731 |
|
0.382 |
1.3724 |
|
LOW |
1.3703 |
|
0.618 |
1.3669 |
|
1.000 |
1.3648 |
|
1.618 |
1.3614 |
|
2.618 |
1.3559 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3740 |
1.3738 |
| PP |
1.3735 |
1.3732 |
| S1 |
1.3731 |
1.3726 |
|