CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3706 |
1.3781 |
0.0075 |
0.5% |
1.3741 |
| High |
1.3827 |
1.3794 |
-0.0033 |
-0.2% |
1.3827 |
| Low |
1.3695 |
1.3727 |
0.0032 |
0.2% |
1.3644 |
| Close |
1.3822 |
1.3733 |
-0.0089 |
-0.6% |
1.3822 |
| Range |
0.0132 |
0.0067 |
-0.0065 |
-49.2% |
0.0183 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.8% |
0.0000 |
| Volume |
6,280 |
5,198 |
-1,082 |
-17.2% |
18,381 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3910 |
1.3770 |
|
| R3 |
1.3885 |
1.3843 |
1.3751 |
|
| R2 |
1.3818 |
1.3818 |
1.3745 |
|
| R1 |
1.3776 |
1.3776 |
1.3739 |
1.3764 |
| PP |
1.3751 |
1.3751 |
1.3751 |
1.3745 |
| S1 |
1.3709 |
1.3709 |
1.3727 |
1.3697 |
| S2 |
1.3684 |
1.3684 |
1.3721 |
|
| S3 |
1.3617 |
1.3642 |
1.3715 |
|
| S4 |
1.3550 |
1.3575 |
1.3696 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4251 |
1.3923 |
|
| R3 |
1.4130 |
1.4068 |
1.3872 |
|
| R2 |
1.3947 |
1.3947 |
1.3856 |
|
| R1 |
1.3885 |
1.3885 |
1.3839 |
1.3916 |
| PP |
1.3764 |
1.3764 |
1.3764 |
1.3780 |
| S1 |
1.3702 |
1.3702 |
1.3805 |
1.3733 |
| S2 |
1.3581 |
1.3581 |
1.3788 |
|
| S3 |
1.3398 |
1.3519 |
1.3772 |
|
| S4 |
1.3215 |
1.3336 |
1.3721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3827 |
1.3644 |
0.0183 |
1.3% |
0.0085 |
0.6% |
49% |
False |
False |
4,087 |
| 10 |
1.3827 |
1.3644 |
0.0183 |
1.3% |
0.0074 |
0.5% |
49% |
False |
False |
2,976 |
| 20 |
1.3827 |
1.3483 |
0.0344 |
2.5% |
0.0071 |
0.5% |
73% |
False |
False |
2,283 |
| 40 |
1.3827 |
1.3482 |
0.0345 |
2.5% |
0.0074 |
0.5% |
73% |
False |
False |
1,585 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0072 |
0.5% |
61% |
False |
False |
1,152 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0069 |
0.5% |
73% |
False |
False |
869 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0062 |
0.5% |
73% |
False |
False |
697 |
| 120 |
1.3892 |
1.3270 |
0.0622 |
4.5% |
0.0055 |
0.4% |
74% |
False |
False |
582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4079 |
|
2.618 |
1.3969 |
|
1.618 |
1.3902 |
|
1.000 |
1.3861 |
|
0.618 |
1.3835 |
|
HIGH |
1.3794 |
|
0.618 |
1.3768 |
|
0.500 |
1.3761 |
|
0.382 |
1.3753 |
|
LOW |
1.3727 |
|
0.618 |
1.3686 |
|
1.000 |
1.3660 |
|
1.618 |
1.3619 |
|
2.618 |
1.3552 |
|
4.250 |
1.3442 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3761 |
1.3736 |
| PP |
1.3751 |
1.3735 |
| S1 |
1.3742 |
1.3734 |
|