CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3703 |
1.3791 |
0.0088 |
0.6% |
1.3742 |
| High |
1.3823 |
1.3791 |
-0.0032 |
-0.2% |
1.3823 |
| Low |
1.3703 |
1.3736 |
0.0033 |
0.2% |
1.3648 |
| Close |
1.3823 |
1.3736 |
-0.0087 |
-0.6% |
1.3823 |
| Range |
0.0120 |
0.0055 |
-0.0065 |
-54.2% |
0.0175 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.1% |
0.0000 |
| Volume |
55 |
75 |
20 |
36.4% |
180 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3883 |
1.3766 |
|
| R3 |
1.3864 |
1.3828 |
1.3751 |
|
| R2 |
1.3809 |
1.3809 |
1.3746 |
|
| R1 |
1.3773 |
1.3773 |
1.3741 |
1.3764 |
| PP |
1.3754 |
1.3754 |
1.3754 |
1.3750 |
| S1 |
1.3718 |
1.3718 |
1.3731 |
1.3709 |
| S2 |
1.3699 |
1.3699 |
1.3726 |
|
| S3 |
1.3644 |
1.3663 |
1.3721 |
|
| S4 |
1.3589 |
1.3608 |
1.3706 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4290 |
1.4231 |
1.3919 |
|
| R3 |
1.4115 |
1.4056 |
1.3871 |
|
| R2 |
1.3940 |
1.3940 |
1.3855 |
|
| R1 |
1.3881 |
1.3881 |
1.3839 |
1.3911 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3779 |
| S1 |
1.3706 |
1.3706 |
1.3807 |
1.3736 |
| S2 |
1.3590 |
1.3590 |
1.3791 |
|
| S3 |
1.3415 |
1.3531 |
1.3775 |
|
| S4 |
1.3240 |
1.3356 |
1.3727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3823 |
1.3648 |
0.0175 |
1.3% |
0.0066 |
0.5% |
50% |
False |
False |
50 |
| 10 |
1.3823 |
1.3648 |
0.0175 |
1.3% |
0.0042 |
0.3% |
50% |
False |
False |
40 |
| 20 |
1.3823 |
1.3490 |
0.0333 |
2.4% |
0.0043 |
0.3% |
74% |
False |
False |
36 |
| 40 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0039 |
0.3% |
74% |
False |
False |
151 |
| 60 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0036 |
0.3% |
74% |
False |
False |
103 |
| 80 |
1.3823 |
1.3318 |
0.0505 |
3.7% |
0.0032 |
0.2% |
83% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4025 |
|
2.618 |
1.3935 |
|
1.618 |
1.3880 |
|
1.000 |
1.3846 |
|
0.618 |
1.3825 |
|
HIGH |
1.3791 |
|
0.618 |
1.3770 |
|
0.500 |
1.3764 |
|
0.382 |
1.3757 |
|
LOW |
1.3736 |
|
0.618 |
1.3702 |
|
1.000 |
1.3681 |
|
1.618 |
1.3647 |
|
2.618 |
1.3592 |
|
4.250 |
1.3502 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3764 |
1.3736 |
| PP |
1.3754 |
1.3736 |
| S1 |
1.3745 |
1.3736 |
|