CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3736 |
1.3739 |
0.0003 |
0.0% |
1.3741 |
| High |
1.3782 |
1.3750 |
-0.0032 |
-0.2% |
1.3827 |
| Low |
1.3722 |
1.3709 |
-0.0013 |
-0.1% |
1.3644 |
| Close |
1.3736 |
1.3732 |
-0.0004 |
0.0% |
1.3822 |
| Range |
0.0060 |
0.0041 |
-0.0019 |
-31.7% |
0.0183 |
| ATR |
0.0076 |
0.0074 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
7,259 |
4,948 |
-2,311 |
-31.8% |
18,381 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3853 |
1.3834 |
1.3755 |
|
| R3 |
1.3812 |
1.3793 |
1.3743 |
|
| R2 |
1.3771 |
1.3771 |
1.3740 |
|
| R1 |
1.3752 |
1.3752 |
1.3736 |
1.3741 |
| PP |
1.3730 |
1.3730 |
1.3730 |
1.3725 |
| S1 |
1.3711 |
1.3711 |
1.3728 |
1.3700 |
| S2 |
1.3689 |
1.3689 |
1.3724 |
|
| S3 |
1.3648 |
1.3670 |
1.3721 |
|
| S4 |
1.3607 |
1.3629 |
1.3709 |
|
|
| 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% |
0.0077 |
0.6% |
48% |
False |
False |
5,274 |
| 10 |
1.3827 |
1.3644 |
0.0183 |
1.3% |
0.0073 |
0.5% |
48% |
False |
False |
3,860 |
| 20 |
1.3827 |
1.3483 |
0.0344 |
2.5% |
0.0071 |
0.5% |
72% |
False |
False |
2,509 |
| 40 |
1.3827 |
1.3482 |
0.0345 |
2.5% |
0.0073 |
0.5% |
72% |
False |
False |
1,882 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0071 |
0.5% |
61% |
False |
False |
1,355 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0070 |
0.5% |
73% |
False |
False |
1,022 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0063 |
0.5% |
73% |
False |
False |
819 |
| 120 |
1.3892 |
1.3270 |
0.0622 |
4.5% |
0.0055 |
0.4% |
74% |
False |
False |
683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3924 |
|
2.618 |
1.3857 |
|
1.618 |
1.3816 |
|
1.000 |
1.3791 |
|
0.618 |
1.3775 |
|
HIGH |
1.3750 |
|
0.618 |
1.3734 |
|
0.500 |
1.3730 |
|
0.382 |
1.3725 |
|
LOW |
1.3709 |
|
0.618 |
1.3684 |
|
1.000 |
1.3668 |
|
1.618 |
1.3643 |
|
2.618 |
1.3602 |
|
4.250 |
1.3535 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3731 |
1.3752 |
| PP |
1.3730 |
1.3745 |
| S1 |
1.3730 |
1.3739 |
|