CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3733 |
1.3733 |
0.0000 |
0.0% |
1.3750 |
| High |
1.3752 |
1.3733 |
-0.0019 |
-0.1% |
1.3761 |
| Low |
1.3733 |
1.3665 |
-0.0068 |
-0.5% |
1.3691 |
| Close |
1.3744 |
1.3685 |
-0.0059 |
-0.4% |
1.3746 |
| Range |
0.0019 |
0.0068 |
0.0049 |
257.9% |
0.0070 |
| ATR |
0.0046 |
0.0049 |
0.0002 |
5.0% |
0.0000 |
| Volume |
11 |
54 |
43 |
390.9% |
147 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3898 |
1.3860 |
1.3722 |
|
| R3 |
1.3830 |
1.3792 |
1.3704 |
|
| R2 |
1.3762 |
1.3762 |
1.3697 |
|
| R1 |
1.3724 |
1.3724 |
1.3691 |
1.3709 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3687 |
| S1 |
1.3656 |
1.3656 |
1.3679 |
1.3641 |
| S2 |
1.3626 |
1.3626 |
1.3673 |
|
| S3 |
1.3558 |
1.3588 |
1.3666 |
|
| S4 |
1.3490 |
1.3520 |
1.3648 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3943 |
1.3914 |
1.3785 |
|
| R3 |
1.3873 |
1.3844 |
1.3765 |
|
| R2 |
1.3803 |
1.3803 |
1.3759 |
|
| R1 |
1.3774 |
1.3774 |
1.3752 |
1.3754 |
| PP |
1.3733 |
1.3733 |
1.3733 |
1.3722 |
| S1 |
1.3704 |
1.3704 |
1.3740 |
1.3684 |
| S2 |
1.3663 |
1.3663 |
1.3733 |
|
| S3 |
1.3593 |
1.3634 |
1.3727 |
|
| S4 |
1.3523 |
1.3564 |
1.3708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3752 |
1.3665 |
0.0087 |
0.6% |
0.0030 |
0.2% |
23% |
False |
True |
31 |
| 10 |
1.3761 |
1.3568 |
0.0193 |
1.4% |
0.0025 |
0.2% |
61% |
False |
False |
26 |
| 20 |
1.3761 |
1.3488 |
0.0273 |
2.0% |
0.0039 |
0.3% |
72% |
False |
False |
58 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0034 |
0.3% |
59% |
False |
False |
147 |
| 60 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0033 |
0.2% |
59% |
False |
False |
100 |
| 80 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0031 |
0.2% |
73% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4022 |
|
2.618 |
1.3911 |
|
1.618 |
1.3843 |
|
1.000 |
1.3801 |
|
0.618 |
1.3775 |
|
HIGH |
1.3733 |
|
0.618 |
1.3707 |
|
0.500 |
1.3699 |
|
0.382 |
1.3691 |
|
LOW |
1.3665 |
|
0.618 |
1.3623 |
|
1.000 |
1.3597 |
|
1.618 |
1.3555 |
|
2.618 |
1.3487 |
|
4.250 |
1.3376 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3699 |
1.3709 |
| PP |
1.3694 |
1.3701 |
| S1 |
1.3690 |
1.3693 |
|