CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3731 |
1.3745 |
0.0014 |
0.1% |
1.3697 |
| High |
1.3767 |
1.3757 |
-0.0010 |
-0.1% |
1.3770 |
| Low |
1.3717 |
1.3663 |
-0.0054 |
-0.4% |
1.3682 |
| Close |
1.3742 |
1.3683 |
-0.0059 |
-0.4% |
1.3744 |
| Range |
0.0050 |
0.0094 |
0.0044 |
88.0% |
0.0088 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.6% |
0.0000 |
| Volume |
2,768 |
3,506 |
738 |
26.7% |
6,189 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3983 |
1.3927 |
1.3735 |
|
| R3 |
1.3889 |
1.3833 |
1.3709 |
|
| R2 |
1.3795 |
1.3795 |
1.3700 |
|
| R1 |
1.3739 |
1.3739 |
1.3692 |
1.3720 |
| PP |
1.3701 |
1.3701 |
1.3701 |
1.3692 |
| S1 |
1.3645 |
1.3645 |
1.3674 |
1.3626 |
| S2 |
1.3607 |
1.3607 |
1.3666 |
|
| S3 |
1.3513 |
1.3551 |
1.3657 |
|
| S4 |
1.3419 |
1.3457 |
1.3631 |
|
|
| 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 |
1.3663 |
0.0111 |
0.8% |
0.0069 |
0.5% |
18% |
False |
True |
2,447 |
| 10 |
1.3774 |
1.3563 |
0.0211 |
1.5% |
0.0069 |
0.5% |
57% |
False |
False |
1,997 |
| 20 |
1.3774 |
1.3482 |
0.0292 |
2.1% |
0.0071 |
0.5% |
69% |
False |
False |
2,115 |
| 40 |
1.3818 |
1.3482 |
0.0336 |
2.5% |
0.0073 |
0.5% |
60% |
False |
False |
1,244 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0069 |
0.5% |
49% |
False |
False |
918 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0067 |
0.5% |
65% |
False |
False |
693 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0060 |
0.4% |
65% |
False |
False |
556 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0053 |
0.4% |
73% |
False |
False |
464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4157 |
|
2.618 |
1.4003 |
|
1.618 |
1.3909 |
|
1.000 |
1.3851 |
|
0.618 |
1.3815 |
|
HIGH |
1.3757 |
|
0.618 |
1.3721 |
|
0.500 |
1.3710 |
|
0.382 |
1.3699 |
|
LOW |
1.3663 |
|
0.618 |
1.3605 |
|
1.000 |
1.3569 |
|
1.618 |
1.3511 |
|
2.618 |
1.3417 |
|
4.250 |
1.3264 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3710 |
1.3719 |
| PP |
1.3701 |
1.3707 |
| S1 |
1.3692 |
1.3695 |
|