CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3859 |
1.3901 |
0.0042 |
0.3% |
1.3781 |
| High |
1.3914 |
1.3966 |
0.0052 |
0.4% |
1.3913 |
| Low |
1.3842 |
1.3844 |
0.0002 |
0.0% |
1.3709 |
| Close |
1.3902 |
1.3858 |
-0.0044 |
-0.3% |
1.3871 |
| Range |
0.0072 |
0.0122 |
0.0050 |
69.4% |
0.0204 |
| ATR |
0.0073 |
0.0076 |
0.0004 |
4.8% |
0.0000 |
| Volume |
123,102 |
209,455 |
86,353 |
70.1% |
68,289 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4255 |
1.4179 |
1.3925 |
|
| R3 |
1.4133 |
1.4057 |
1.3892 |
|
| R2 |
1.4011 |
1.4011 |
1.3880 |
|
| R1 |
1.3935 |
1.3935 |
1.3869 |
1.3912 |
| PP |
1.3889 |
1.3889 |
1.3889 |
1.3878 |
| S1 |
1.3813 |
1.3813 |
1.3847 |
1.3790 |
| S2 |
1.3767 |
1.3767 |
1.3836 |
|
| S3 |
1.3645 |
1.3691 |
1.3824 |
|
| S4 |
1.3523 |
1.3569 |
1.3791 |
|
|
| 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 |
1.3966 |
1.3832 |
0.0134 |
1.0% |
0.0068 |
0.5% |
19% |
True |
False |
90,940 |
| 10 |
1.3966 |
1.3695 |
0.0271 |
2.0% |
0.0079 |
0.6% |
60% |
True |
False |
50,398 |
| 20 |
1.3966 |
1.3587 |
0.0379 |
2.7% |
0.0074 |
0.5% |
72% |
True |
False |
26,225 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
78% |
True |
False |
13,838 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
78% |
True |
False |
9,300 |
| 80 |
1.3966 |
1.3405 |
0.0561 |
4.0% |
0.0069 |
0.5% |
81% |
True |
False |
7,024 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0066 |
0.5% |
84% |
True |
False |
5,622 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0058 |
0.4% |
84% |
True |
False |
4,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4485 |
|
2.618 |
1.4285 |
|
1.618 |
1.4163 |
|
1.000 |
1.4088 |
|
0.618 |
1.4041 |
|
HIGH |
1.3966 |
|
0.618 |
1.3919 |
|
0.500 |
1.3905 |
|
0.382 |
1.3891 |
|
LOW |
1.3844 |
|
0.618 |
1.3769 |
|
1.000 |
1.3722 |
|
1.618 |
1.3647 |
|
2.618 |
1.3525 |
|
4.250 |
1.3326 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3905 |
1.3899 |
| PP |
1.3889 |
1.3885 |
| S1 |
1.3874 |
1.3872 |
|