CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3741 |
1.3731 |
-0.0010 |
-0.1% |
1.3697 |
| High |
1.3774 |
1.3767 |
-0.0007 |
-0.1% |
1.3770 |
| Low |
1.3709 |
1.3717 |
0.0008 |
0.1% |
1.3682 |
| Close |
1.3735 |
1.3742 |
0.0007 |
0.1% |
1.3744 |
| Range |
0.0065 |
0.0050 |
-0.0015 |
-23.1% |
0.0088 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3,142 |
2,768 |
-374 |
-11.9% |
6,189 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3892 |
1.3867 |
1.3770 |
|
| R3 |
1.3842 |
1.3817 |
1.3756 |
|
| R2 |
1.3792 |
1.3792 |
1.3751 |
|
| R1 |
1.3767 |
1.3767 |
1.3747 |
1.3780 |
| PP |
1.3742 |
1.3742 |
1.3742 |
1.3748 |
| S1 |
1.3717 |
1.3717 |
1.3737 |
1.3730 |
| S2 |
1.3692 |
1.3692 |
1.3733 |
|
| S3 |
1.3642 |
1.3667 |
1.3728 |
|
| S4 |
1.3592 |
1.3617 |
1.3715 |
|
|
| 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 |
1.3774 |
1.3682 |
0.0092 |
0.7% |
0.0058 |
0.4% |
65% |
False |
False |
2,288 |
| 10 |
1.3774 |
1.3563 |
0.0211 |
1.5% |
0.0065 |
0.5% |
85% |
False |
False |
1,708 |
| 20 |
1.3774 |
1.3482 |
0.0292 |
2.1% |
0.0069 |
0.5% |
89% |
False |
False |
1,956 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0075 |
0.5% |
63% |
False |
False |
1,157 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0068 |
0.5% |
63% |
False |
False |
860 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0066 |
0.5% |
75% |
False |
False |
649 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0059 |
0.4% |
75% |
False |
False |
521 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0053 |
0.4% |
80% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3980 |
|
2.618 |
1.3898 |
|
1.618 |
1.3848 |
|
1.000 |
1.3817 |
|
0.618 |
1.3798 |
|
HIGH |
1.3767 |
|
0.618 |
1.3748 |
|
0.500 |
1.3742 |
|
0.382 |
1.3736 |
|
LOW |
1.3717 |
|
0.618 |
1.3686 |
|
1.000 |
1.3667 |
|
1.618 |
1.3636 |
|
2.618 |
1.3586 |
|
4.250 |
1.3505 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3742 |
1.3741 |
| PP |
1.3742 |
1.3740 |
| S1 |
1.3742 |
1.3739 |
|