CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3870 |
1.3912 |
0.0042 |
0.3% |
1.3871 |
| High |
1.3937 |
1.3947 |
0.0010 |
0.1% |
1.3966 |
| Low |
1.3847 |
1.3878 |
0.0031 |
0.2% |
1.3832 |
| Close |
1.3903 |
1.3919 |
0.0016 |
0.1% |
1.3903 |
| Range |
0.0090 |
0.0069 |
-0.0021 |
-23.3% |
0.0134 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
232,175 |
133,961 |
-98,214 |
-42.3% |
661,587 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4122 |
1.4089 |
1.3957 |
|
| R3 |
1.4053 |
1.4020 |
1.3938 |
|
| R2 |
1.3984 |
1.3984 |
1.3932 |
|
| R1 |
1.3951 |
1.3951 |
1.3925 |
1.3968 |
| PP |
1.3915 |
1.3915 |
1.3915 |
1.3923 |
| S1 |
1.3882 |
1.3882 |
1.3913 |
1.3899 |
| S2 |
1.3846 |
1.3846 |
1.3906 |
|
| S3 |
1.3777 |
1.3813 |
1.3900 |
|
| S4 |
1.3708 |
1.3744 |
1.3881 |
|
|
| 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% |
0.0080 |
0.6% |
65% |
False |
False |
152,161 |
| 10 |
1.3966 |
1.3709 |
0.0257 |
1.8% |
0.0075 |
0.5% |
82% |
False |
False |
85,863 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0075 |
0.5% |
85% |
False |
False |
44,420 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.5% |
90% |
False |
False |
22,960 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
90% |
False |
False |
15,399 |
| 80 |
1.3966 |
1.3405 |
0.0561 |
4.0% |
0.0070 |
0.5% |
92% |
False |
False |
11,601 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0066 |
0.5% |
93% |
False |
False |
9,283 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0059 |
0.4% |
93% |
False |
False |
7,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4240 |
|
2.618 |
1.4128 |
|
1.618 |
1.4059 |
|
1.000 |
1.4016 |
|
0.618 |
1.3990 |
|
HIGH |
1.3947 |
|
0.618 |
1.3921 |
|
0.500 |
1.3913 |
|
0.382 |
1.3904 |
|
LOW |
1.3878 |
|
0.618 |
1.3835 |
|
1.000 |
1.3809 |
|
1.618 |
1.3766 |
|
2.618 |
1.3697 |
|
4.250 |
1.3585 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3917 |
1.3914 |
| PP |
1.3915 |
1.3910 |
| S1 |
1.3913 |
1.3905 |
|