CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3760 |
1.3720 |
-0.0040 |
-0.3% |
1.3604 |
| High |
1.3760 |
1.3725 |
-0.0035 |
-0.3% |
1.3707 |
| Low |
1.3746 |
1.3691 |
-0.0055 |
-0.4% |
1.3568 |
| Close |
1.3746 |
1.3722 |
-0.0024 |
-0.2% |
1.3702 |
| Range |
0.0014 |
0.0034 |
0.0020 |
142.9% |
0.0139 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.2% |
0.0000 |
| Volume |
43 |
17 |
-26 |
-60.5% |
110 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3802 |
1.3741 |
|
| R3 |
1.3781 |
1.3768 |
1.3731 |
|
| R2 |
1.3747 |
1.3747 |
1.3728 |
|
| R1 |
1.3734 |
1.3734 |
1.3725 |
1.3741 |
| PP |
1.3713 |
1.3713 |
1.3713 |
1.3716 |
| S1 |
1.3700 |
1.3700 |
1.3719 |
1.3707 |
| S2 |
1.3679 |
1.3679 |
1.3716 |
|
| S3 |
1.3645 |
1.3666 |
1.3713 |
|
| S4 |
1.3611 |
1.3632 |
1.3703 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4076 |
1.4028 |
1.3778 |
|
| R3 |
1.3937 |
1.3889 |
1.3740 |
|
| R2 |
1.3798 |
1.3798 |
1.3727 |
|
| R1 |
1.3750 |
1.3750 |
1.3715 |
1.3774 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3671 |
| S1 |
1.3611 |
1.3611 |
1.3689 |
1.3635 |
| S2 |
1.3520 |
1.3520 |
1.3677 |
|
| S3 |
1.3381 |
1.3472 |
1.3664 |
|
| S4 |
1.3242 |
1.3333 |
1.3626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3761 |
1.3667 |
0.0094 |
0.7% |
0.0019 |
0.1% |
59% |
False |
False |
21 |
| 10 |
1.3761 |
1.3490 |
0.0271 |
2.0% |
0.0040 |
0.3% |
86% |
False |
False |
26 |
| 20 |
1.3761 |
1.3488 |
0.0273 |
2.0% |
0.0042 |
0.3% |
86% |
False |
False |
268 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0034 |
0.2% |
70% |
False |
False |
143 |
| 60 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0032 |
0.2% |
70% |
False |
False |
98 |
| 80 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0030 |
0.2% |
80% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3870 |
|
2.618 |
1.3814 |
|
1.618 |
1.3780 |
|
1.000 |
1.3759 |
|
0.618 |
1.3746 |
|
HIGH |
1.3725 |
|
0.618 |
1.3712 |
|
0.500 |
1.3708 |
|
0.382 |
1.3704 |
|
LOW |
1.3691 |
|
0.618 |
1.3670 |
|
1.000 |
1.3657 |
|
1.618 |
1.3636 |
|
2.618 |
1.3602 |
|
4.250 |
1.3547 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3717 |
1.3726 |
| PP |
1.3713 |
1.3725 |
| S1 |
1.3708 |
1.3723 |
|