CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3837 |
1.3826 |
-0.0011 |
-0.1% |
1.3912 |
| High |
1.3845 |
1.3826 |
-0.0019 |
-0.1% |
1.3947 |
| Low |
1.3747 |
1.3774 |
0.0027 |
0.2% |
1.3747 |
| Close |
1.3825 |
1.3789 |
-0.0036 |
-0.3% |
1.3792 |
| Range |
0.0098 |
0.0052 |
-0.0046 |
-46.9% |
0.0200 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
244,947 |
143,984 |
-100,963 |
-41.2% |
828,950 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3923 |
1.3818 |
|
| R3 |
1.3900 |
1.3871 |
1.3803 |
|
| R2 |
1.3848 |
1.3848 |
1.3799 |
|
| R1 |
1.3819 |
1.3819 |
1.3794 |
1.3808 |
| PP |
1.3796 |
1.3796 |
1.3796 |
1.3791 |
| S1 |
1.3767 |
1.3767 |
1.3784 |
1.3756 |
| S2 |
1.3744 |
1.3744 |
1.3779 |
|
| S3 |
1.3692 |
1.3715 |
1.3775 |
|
| S4 |
1.3640 |
1.3663 |
1.3760 |
|
|
| 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 |
1.3875 |
1.3747 |
0.0128 |
0.9% |
0.0082 |
0.6% |
33% |
False |
False |
186,236 |
| 10 |
1.3966 |
1.3747 |
0.0219 |
1.6% |
0.0088 |
0.6% |
19% |
False |
False |
185,160 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0081 |
0.6% |
45% |
False |
False |
107,440 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.6% |
63% |
False |
False |
54,778 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.5% |
63% |
False |
False |
36,643 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0072 |
0.5% |
63% |
False |
False |
27,548 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0070 |
0.5% |
73% |
False |
False |
22,042 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0063 |
0.5% |
73% |
False |
False |
18,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4047 |
|
2.618 |
1.3962 |
|
1.618 |
1.3910 |
|
1.000 |
1.3878 |
|
0.618 |
1.3858 |
|
HIGH |
1.3826 |
|
0.618 |
1.3806 |
|
0.500 |
1.3800 |
|
0.382 |
1.3794 |
|
LOW |
1.3774 |
|
0.618 |
1.3742 |
|
1.000 |
1.3722 |
|
1.618 |
1.3690 |
|
2.618 |
1.3638 |
|
4.250 |
1.3553 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3800 |
1.3811 |
| PP |
1.3796 |
1.3804 |
| S1 |
1.3793 |
1.3796 |
|