CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3741 |
1.3751 |
0.0010 |
0.1% |
1.3798 |
| High |
1.3772 |
1.3808 |
0.0036 |
0.3% |
1.3875 |
| Low |
1.3702 |
1.3717 |
0.0015 |
0.1% |
1.3702 |
| Close |
1.3750 |
1.3774 |
0.0024 |
0.2% |
1.3750 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.0% |
0.0173 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.1% |
0.0000 |
| Volume |
167,417 |
209,837 |
42,420 |
25.3% |
926,066 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.3998 |
1.3824 |
|
| R3 |
1.3948 |
1.3907 |
1.3799 |
|
| R2 |
1.3857 |
1.3857 |
1.3791 |
|
| R1 |
1.3816 |
1.3816 |
1.3782 |
1.3837 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3777 |
| S1 |
1.3725 |
1.3725 |
1.3766 |
1.3746 |
| S2 |
1.3675 |
1.3675 |
1.3757 |
|
| S3 |
1.3584 |
1.3634 |
1.3749 |
|
| S4 |
1.3493 |
1.3543 |
1.3724 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4295 |
1.4195 |
1.3845 |
|
| R3 |
1.4122 |
1.4022 |
1.3798 |
|
| R2 |
1.3949 |
1.3949 |
1.3782 |
|
| R1 |
1.3849 |
1.3849 |
1.3766 |
1.3813 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3757 |
| S1 |
1.3676 |
1.3676 |
1.3734 |
1.3640 |
| S2 |
1.3603 |
1.3603 |
1.3718 |
|
| S3 |
1.3430 |
1.3503 |
1.3702 |
|
| S4 |
1.3257 |
1.3330 |
1.3655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3845 |
1.3702 |
0.0143 |
1.0% |
0.0076 |
0.6% |
50% |
False |
False |
188,762 |
| 10 |
1.3942 |
1.3702 |
0.0240 |
1.7% |
0.0083 |
0.6% |
30% |
False |
False |
183,089 |
| 20 |
1.3966 |
1.3702 |
0.0264 |
1.9% |
0.0079 |
0.6% |
27% |
False |
False |
134,476 |
| 40 |
1.3966 |
1.3483 |
0.0483 |
3.5% |
0.0075 |
0.5% |
60% |
False |
False |
68,379 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.5% |
60% |
False |
False |
45,882 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0074 |
0.5% |
60% |
False |
False |
34,483 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0071 |
0.5% |
71% |
False |
False |
27,591 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0065 |
0.5% |
71% |
False |
False |
22,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4195 |
|
2.618 |
1.4046 |
|
1.618 |
1.3955 |
|
1.000 |
1.3899 |
|
0.618 |
1.3864 |
|
HIGH |
1.3808 |
|
0.618 |
1.3773 |
|
0.500 |
1.3763 |
|
0.382 |
1.3752 |
|
LOW |
1.3717 |
|
0.618 |
1.3661 |
|
1.000 |
1.3626 |
|
1.618 |
1.3570 |
|
2.618 |
1.3479 |
|
4.250 |
1.3330 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3770 |
1.3768 |
| PP |
1.3766 |
1.3761 |
| S1 |
1.3763 |
1.3755 |
|