CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3901 |
1.3870 |
-0.0031 |
-0.2% |
1.3871 |
| High |
1.3966 |
1.3937 |
-0.0029 |
-0.2% |
1.3966 |
| Low |
1.3844 |
1.3847 |
0.0003 |
0.0% |
1.3832 |
| Close |
1.3858 |
1.3903 |
0.0045 |
0.3% |
1.3903 |
| Range |
0.0122 |
0.0090 |
-0.0032 |
-26.2% |
0.0134 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.3% |
0.0000 |
| Volume |
209,455 |
232,175 |
22,720 |
10.8% |
661,587 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4166 |
1.4124 |
1.3953 |
|
| R3 |
1.4076 |
1.4034 |
1.3928 |
|
| R2 |
1.3986 |
1.3986 |
1.3920 |
|
| R1 |
1.3944 |
1.3944 |
1.3911 |
1.3965 |
| PP |
1.3896 |
1.3896 |
1.3896 |
1.3906 |
| S1 |
1.3854 |
1.3854 |
1.3895 |
1.3875 |
| S2 |
1.3806 |
1.3806 |
1.3887 |
|
| S3 |
1.3716 |
1.3764 |
1.3878 |
|
| S4 |
1.3626 |
1.3674 |
1.3854 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4302 |
1.4237 |
1.3977 |
|
| R3 |
1.4168 |
1.4103 |
1.3940 |
|
| R2 |
1.4034 |
1.4034 |
1.3928 |
|
| R1 |
1.3969 |
1.3969 |
1.3915 |
1.4002 |
| PP |
1.3900 |
1.3900 |
1.3900 |
1.3917 |
| S1 |
1.3835 |
1.3835 |
1.3891 |
1.3868 |
| S2 |
1.3766 |
1.3766 |
1.3878 |
|
| S3 |
1.3632 |
1.3701 |
1.3866 |
|
| S4 |
1.3498 |
1.3567 |
1.3829 |
|
|
| 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% |
0.0073 |
0.5% |
53% |
False |
False |
132,317 |
| 10 |
1.3966 |
1.3709 |
0.0257 |
1.8% |
0.0075 |
0.5% |
75% |
False |
False |
72,987 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0073 |
0.5% |
80% |
False |
False |
37,781 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
87% |
False |
False |
19,631 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
87% |
False |
False |
13,167 |
| 80 |
1.3966 |
1.3405 |
0.0561 |
4.0% |
0.0070 |
0.5% |
89% |
False |
False |
9,926 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0066 |
0.5% |
91% |
False |
False |
7,944 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0058 |
0.4% |
91% |
False |
False |
6,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4320 |
|
2.618 |
1.4173 |
|
1.618 |
1.4083 |
|
1.000 |
1.4027 |
|
0.618 |
1.3993 |
|
HIGH |
1.3937 |
|
0.618 |
1.3903 |
|
0.500 |
1.3892 |
|
0.382 |
1.3881 |
|
LOW |
1.3847 |
|
0.618 |
1.3791 |
|
1.000 |
1.3757 |
|
1.618 |
1.3701 |
|
2.618 |
1.3611 |
|
4.250 |
1.3465 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3899 |
1.3904 |
| PP |
1.3896 |
1.3904 |
| S1 |
1.3892 |
1.3903 |
|