CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3861 |
1.3871 |
0.0010 |
0.1% |
1.3781 |
| High |
1.3913 |
1.3897 |
-0.0016 |
-0.1% |
1.3913 |
| Low |
1.3851 |
1.3860 |
0.0009 |
0.1% |
1.3709 |
| Close |
1.3871 |
1.3868 |
-0.0003 |
0.0% |
1.3871 |
| Range |
0.0062 |
0.0037 |
-0.0025 |
-40.3% |
0.0204 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
25,291 |
34,743 |
9,452 |
37.4% |
68,289 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3986 |
1.3964 |
1.3888 |
|
| R3 |
1.3949 |
1.3927 |
1.3878 |
|
| R2 |
1.3912 |
1.3912 |
1.3875 |
|
| R1 |
1.3890 |
1.3890 |
1.3871 |
1.3883 |
| PP |
1.3875 |
1.3875 |
1.3875 |
1.3871 |
| S1 |
1.3853 |
1.3853 |
1.3865 |
1.3846 |
| S2 |
1.3838 |
1.3838 |
1.3861 |
|
| S3 |
1.3801 |
1.3816 |
1.3858 |
|
| S4 |
1.3764 |
1.3779 |
1.3848 |
|
|
| 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% |
0.0070 |
0.5% |
78% |
False |
False |
19,566 |
| 10 |
1.3913 |
1.3644 |
0.0269 |
1.9% |
0.0078 |
0.6% |
83% |
False |
False |
11,827 |
| 20 |
1.3913 |
1.3563 |
0.0350 |
2.5% |
0.0070 |
0.5% |
87% |
False |
False |
6,659 |
| 40 |
1.3913 |
1.3482 |
0.0431 |
3.1% |
0.0074 |
0.5% |
90% |
False |
False |
3,995 |
| 60 |
1.3913 |
1.3482 |
0.0431 |
3.1% |
0.0073 |
0.5% |
90% |
False |
False |
2,778 |
| 80 |
1.3913 |
1.3396 |
0.0517 |
3.7% |
0.0068 |
0.5% |
91% |
False |
False |
2,091 |
| 100 |
1.3913 |
1.3302 |
0.0611 |
4.4% |
0.0065 |
0.5% |
93% |
False |
False |
1,676 |
| 120 |
1.3913 |
1.3302 |
0.0611 |
4.4% |
0.0057 |
0.4% |
93% |
False |
False |
1,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4054 |
|
2.618 |
1.3994 |
|
1.618 |
1.3957 |
|
1.000 |
1.3934 |
|
0.618 |
1.3920 |
|
HIGH |
1.3897 |
|
0.618 |
1.3883 |
|
0.500 |
1.3879 |
|
0.382 |
1.3874 |
|
LOW |
1.3860 |
|
0.618 |
1.3837 |
|
1.000 |
1.3823 |
|
1.618 |
1.3800 |
|
2.618 |
1.3763 |
|
4.250 |
1.3703 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3879 |
1.3851 |
| PP |
1.3875 |
1.3834 |
| S1 |
1.3872 |
1.3818 |
|