CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3780 |
1.3798 |
0.0018 |
0.1% |
1.3912 |
| High |
1.3809 |
1.3875 |
0.0066 |
0.5% |
1.3947 |
| Low |
1.3764 |
1.3758 |
-0.0006 |
0.0% |
1.3747 |
| Close |
1.3792 |
1.3837 |
0.0045 |
0.3% |
1.3792 |
| Range |
0.0045 |
0.0117 |
0.0072 |
160.0% |
0.0200 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.6% |
0.0000 |
| Volume |
140,894 |
192,093 |
51,199 |
36.3% |
828,950 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4174 |
1.4123 |
1.3901 |
|
| R3 |
1.4057 |
1.4006 |
1.3869 |
|
| R2 |
1.3940 |
1.3940 |
1.3858 |
|
| R1 |
1.3889 |
1.3889 |
1.3848 |
1.3915 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3836 |
| S1 |
1.3772 |
1.3772 |
1.3826 |
1.3798 |
| S2 |
1.3706 |
1.3706 |
1.3816 |
|
| S3 |
1.3589 |
1.3655 |
1.3805 |
|
| S4 |
1.3472 |
1.3538 |
1.3773 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4429 |
1.4310 |
1.3902 |
|
| R3 |
1.4229 |
1.4110 |
1.3847 |
|
| R2 |
1.4029 |
1.4029 |
1.3829 |
|
| R1 |
1.3910 |
1.3910 |
1.3810 |
1.3870 |
| PP |
1.3829 |
1.3829 |
1.3829 |
1.3808 |
| S1 |
1.3710 |
1.3710 |
1.3774 |
1.3670 |
| S2 |
1.3629 |
1.3629 |
1.3755 |
|
| S3 |
1.3429 |
1.3510 |
1.3737 |
|
| S4 |
1.3229 |
1.3310 |
1.3682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3942 |
1.3747 |
0.0195 |
1.4% |
0.0090 |
0.6% |
46% |
False |
False |
177,416 |
| 10 |
1.3966 |
1.3747 |
0.0219 |
1.6% |
0.0085 |
0.6% |
41% |
False |
False |
164,788 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0081 |
0.6% |
60% |
False |
False |
88,307 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.5% |
73% |
False |
False |
45,079 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0077 |
0.6% |
73% |
False |
False |
30,162 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
73% |
False |
False |
22,687 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0069 |
0.5% |
81% |
False |
False |
18,153 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0062 |
0.4% |
81% |
False |
False |
15,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4372 |
|
2.618 |
1.4181 |
|
1.618 |
1.4064 |
|
1.000 |
1.3992 |
|
0.618 |
1.3947 |
|
HIGH |
1.3875 |
|
0.618 |
1.3830 |
|
0.500 |
1.3817 |
|
0.382 |
1.3803 |
|
LOW |
1.3758 |
|
0.618 |
1.3686 |
|
1.000 |
1.3641 |
|
1.618 |
1.3569 |
|
2.618 |
1.3452 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3830 |
1.3828 |
| PP |
1.3823 |
1.3820 |
| S1 |
1.3817 |
1.3811 |
|