CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3745 |
1.3684 |
-0.0061 |
-0.4% |
1.3697 |
| High |
1.3757 |
1.3727 |
-0.0030 |
-0.2% |
1.3770 |
| Low |
1.3663 |
1.3644 |
-0.0019 |
-0.1% |
1.3682 |
| Close |
1.3683 |
1.3712 |
0.0029 |
0.2% |
1.3744 |
| Range |
0.0094 |
0.0083 |
-0.0011 |
-11.7% |
0.0088 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3,506 |
2,685 |
-821 |
-23.4% |
6,189 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3943 |
1.3911 |
1.3758 |
|
| R3 |
1.3860 |
1.3828 |
1.3735 |
|
| R2 |
1.3777 |
1.3777 |
1.3727 |
|
| R1 |
1.3745 |
1.3745 |
1.3720 |
1.3761 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3703 |
| S1 |
1.3662 |
1.3662 |
1.3704 |
1.3678 |
| S2 |
1.3611 |
1.3611 |
1.3697 |
|
| S3 |
1.3528 |
1.3579 |
1.3689 |
|
| S4 |
1.3445 |
1.3496 |
1.3666 |
|
|
| 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 |
1.3644 |
0.0130 |
0.9% |
0.0069 |
0.5% |
52% |
False |
True |
2,778 |
| 10 |
1.3774 |
1.3587 |
0.0187 |
1.4% |
0.0069 |
0.5% |
67% |
False |
False |
2,053 |
| 20 |
1.3774 |
1.3482 |
0.0292 |
2.1% |
0.0071 |
0.5% |
79% |
False |
False |
2,241 |
| 40 |
1.3813 |
1.3482 |
0.0331 |
2.4% |
0.0073 |
0.5% |
69% |
False |
False |
1,305 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0070 |
0.5% |
56% |
False |
False |
962 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0067 |
0.5% |
69% |
False |
False |
726 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0060 |
0.4% |
69% |
False |
False |
583 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0054 |
0.4% |
76% |
False |
False |
486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4080 |
|
2.618 |
1.3944 |
|
1.618 |
1.3861 |
|
1.000 |
1.3810 |
|
0.618 |
1.3778 |
|
HIGH |
1.3727 |
|
0.618 |
1.3695 |
|
0.500 |
1.3686 |
|
0.382 |
1.3676 |
|
LOW |
1.3644 |
|
0.618 |
1.3593 |
|
1.000 |
1.3561 |
|
1.618 |
1.3510 |
|
2.618 |
1.3427 |
|
4.250 |
1.3291 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3703 |
1.3710 |
| PP |
1.3694 |
1.3708 |
| S1 |
1.3686 |
1.3706 |
|