CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3734 |
1.3861 |
0.0127 |
0.9% |
1.3781 |
| High |
1.3872 |
1.3913 |
0.0041 |
0.3% |
1.3913 |
| Low |
1.3722 |
1.3851 |
0.0129 |
0.9% |
1.3709 |
| Close |
1.3861 |
1.3871 |
0.0010 |
0.1% |
1.3871 |
| Range |
0.0150 |
0.0062 |
-0.0088 |
-58.7% |
0.0204 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
25,593 |
25,291 |
-302 |
-1.2% |
68,289 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4064 |
1.4030 |
1.3905 |
|
| R3 |
1.4002 |
1.3968 |
1.3888 |
|
| R2 |
1.3940 |
1.3940 |
1.3882 |
|
| R1 |
1.3906 |
1.3906 |
1.3877 |
1.3923 |
| PP |
1.3878 |
1.3878 |
1.3878 |
1.3887 |
| S1 |
1.3844 |
1.3844 |
1.3865 |
1.3861 |
| S2 |
1.3816 |
1.3816 |
1.3860 |
|
| S3 |
1.3754 |
1.3782 |
1.3854 |
|
| S4 |
1.3692 |
1.3720 |
1.3837 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4443 |
1.4361 |
1.3983 |
|
| R3 |
1.4239 |
1.4157 |
1.3927 |
|
| R2 |
1.4035 |
1.4035 |
1.3908 |
|
| R1 |
1.3953 |
1.3953 |
1.3890 |
1.3994 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3852 |
| S1 |
1.3749 |
1.3749 |
1.3852 |
1.3790 |
| S2 |
1.3627 |
1.3627 |
1.3834 |
|
| S3 |
1.3423 |
1.3545 |
1.3815 |
|
| S4 |
1.3219 |
1.3341 |
1.3759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3913 |
1.3709 |
0.0204 |
1.5% |
0.0076 |
0.5% |
79% |
True |
False |
13,657 |
| 10 |
1.3913 |
1.3644 |
0.0269 |
1.9% |
0.0080 |
0.6% |
84% |
True |
False |
8,667 |
| 20 |
1.3913 |
1.3554 |
0.0359 |
2.6% |
0.0073 |
0.5% |
88% |
True |
False |
4,991 |
| 40 |
1.3913 |
1.3482 |
0.0431 |
3.1% |
0.0075 |
0.5% |
90% |
True |
False |
3,140 |
| 60 |
1.3913 |
1.3482 |
0.0431 |
3.1% |
0.0073 |
0.5% |
90% |
True |
False |
2,202 |
| 80 |
1.3913 |
1.3396 |
0.0517 |
3.7% |
0.0068 |
0.5% |
92% |
True |
False |
1,657 |
| 100 |
1.3913 |
1.3302 |
0.0611 |
4.4% |
0.0065 |
0.5% |
93% |
True |
False |
1,328 |
| 120 |
1.3913 |
1.3302 |
0.0611 |
4.4% |
0.0057 |
0.4% |
93% |
True |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4177 |
|
2.618 |
1.4075 |
|
1.618 |
1.4013 |
|
1.000 |
1.3975 |
|
0.618 |
1.3951 |
|
HIGH |
1.3913 |
|
0.618 |
1.3889 |
|
0.500 |
1.3882 |
|
0.382 |
1.3875 |
|
LOW |
1.3851 |
|
0.618 |
1.3813 |
|
1.000 |
1.3789 |
|
1.618 |
1.3751 |
|
2.618 |
1.3689 |
|
4.250 |
1.3588 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3882 |
1.3851 |
| PP |
1.3878 |
1.3831 |
| S1 |
1.3875 |
1.3811 |
|