CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3781 |
1.3736 |
-0.0045 |
-0.3% |
1.3741 |
| High |
1.3794 |
1.3782 |
-0.0012 |
-0.1% |
1.3827 |
| Low |
1.3727 |
1.3722 |
-0.0005 |
0.0% |
1.3644 |
| Close |
1.3733 |
1.3736 |
0.0003 |
0.0% |
1.3822 |
| Range |
0.0067 |
0.0060 |
-0.0007 |
-10.4% |
0.0183 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
5,198 |
7,259 |
2,061 |
39.6% |
18,381 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3891 |
1.3769 |
|
| R3 |
1.3867 |
1.3831 |
1.3753 |
|
| R2 |
1.3807 |
1.3807 |
1.3747 |
|
| R1 |
1.3771 |
1.3771 |
1.3742 |
1.3766 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3744 |
| S1 |
1.3711 |
1.3711 |
1.3731 |
1.3706 |
| S2 |
1.3687 |
1.3687 |
1.3725 |
|
| S3 |
1.3627 |
1.3651 |
1.3720 |
|
| S4 |
1.3567 |
1.3591 |
1.3703 |
|
|
| 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% |
0.0087 |
0.6% |
50% |
False |
False |
4,985 |
| 10 |
1.3827 |
1.3644 |
0.0183 |
1.3% |
0.0073 |
0.5% |
50% |
False |
False |
3,636 |
| 20 |
1.3827 |
1.3483 |
0.0344 |
2.5% |
0.0071 |
0.5% |
74% |
False |
False |
2,296 |
| 40 |
1.3827 |
1.3482 |
0.0345 |
2.5% |
0.0074 |
0.5% |
74% |
False |
False |
1,762 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0072 |
0.5% |
62% |
False |
False |
1,273 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0069 |
0.5% |
74% |
False |
False |
960 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0063 |
0.5% |
74% |
False |
False |
770 |
| 120 |
1.3892 |
1.3270 |
0.0622 |
4.5% |
0.0055 |
0.4% |
75% |
False |
False |
642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4037 |
|
2.618 |
1.3939 |
|
1.618 |
1.3879 |
|
1.000 |
1.3842 |
|
0.618 |
1.3819 |
|
HIGH |
1.3782 |
|
0.618 |
1.3759 |
|
0.500 |
1.3752 |
|
0.382 |
1.3745 |
|
LOW |
1.3722 |
|
0.618 |
1.3685 |
|
1.000 |
1.3662 |
|
1.618 |
1.3625 |
|
2.618 |
1.3565 |
|
4.250 |
1.3467 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3752 |
1.3761 |
| PP |
1.3747 |
1.3753 |
| S1 |
1.3741 |
1.3744 |
|