CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3739 |
1.3734 |
-0.0005 |
0.0% |
1.3741 |
| High |
1.3750 |
1.3872 |
0.0122 |
0.9% |
1.3827 |
| Low |
1.3709 |
1.3722 |
0.0013 |
0.1% |
1.3644 |
| Close |
1.3732 |
1.3861 |
0.0129 |
0.9% |
1.3822 |
| Range |
0.0041 |
0.0150 |
0.0109 |
265.9% |
0.0183 |
| ATR |
0.0074 |
0.0079 |
0.0005 |
7.4% |
0.0000 |
| Volume |
4,948 |
25,593 |
20,645 |
417.2% |
18,381 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4215 |
1.3944 |
|
| R3 |
1.4118 |
1.4065 |
1.3902 |
|
| R2 |
1.3968 |
1.3968 |
1.3889 |
|
| R1 |
1.3915 |
1.3915 |
1.3875 |
1.3942 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3832 |
| S1 |
1.3765 |
1.3765 |
1.3847 |
1.3792 |
| S2 |
1.3668 |
1.3668 |
1.3834 |
|
| S3 |
1.3518 |
1.3615 |
1.3820 |
|
| S4 |
1.3368 |
1.3465 |
1.3779 |
|
|
| 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 |
1.3872 |
1.3695 |
0.0177 |
1.3% |
0.0090 |
0.6% |
94% |
True |
False |
9,855 |
| 10 |
1.3872 |
1.3644 |
0.0228 |
1.6% |
0.0080 |
0.6% |
95% |
True |
False |
6,317 |
| 20 |
1.3872 |
1.3483 |
0.0389 |
2.8% |
0.0076 |
0.6% |
97% |
True |
False |
3,756 |
| 40 |
1.3872 |
1.3482 |
0.0390 |
2.8% |
0.0075 |
0.5% |
97% |
True |
False |
2,512 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0072 |
0.5% |
92% |
False |
False |
1,781 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0069 |
0.5% |
95% |
False |
False |
1,342 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
95% |
False |
False |
1,075 |
| 120 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0056 |
0.4% |
95% |
False |
False |
896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4510 |
|
2.618 |
1.4265 |
|
1.618 |
1.4115 |
|
1.000 |
1.4022 |
|
0.618 |
1.3965 |
|
HIGH |
1.3872 |
|
0.618 |
1.3815 |
|
0.500 |
1.3797 |
|
0.382 |
1.3779 |
|
LOW |
1.3722 |
|
0.618 |
1.3629 |
|
1.000 |
1.3572 |
|
1.618 |
1.3479 |
|
2.618 |
1.3329 |
|
4.250 |
1.3085 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3840 |
1.3838 |
| PP |
1.3818 |
1.3814 |
| S1 |
1.3797 |
1.3791 |
|