CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3791 |
1.3767 |
-0.0024 |
-0.2% |
1.3742 |
| High |
1.3791 |
1.3771 |
-0.0020 |
-0.1% |
1.3823 |
| Low |
1.3736 |
1.3735 |
-0.0001 |
0.0% |
1.3648 |
| Close |
1.3736 |
1.3737 |
0.0001 |
0.0% |
1.3823 |
| Range |
0.0055 |
0.0036 |
-0.0019 |
-34.5% |
0.0175 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
75 |
715 |
640 |
853.3% |
180 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3856 |
1.3832 |
1.3757 |
|
| R3 |
1.3820 |
1.3796 |
1.3747 |
|
| R2 |
1.3784 |
1.3784 |
1.3744 |
|
| R1 |
1.3760 |
1.3760 |
1.3740 |
1.3754 |
| PP |
1.3748 |
1.3748 |
1.3748 |
1.3745 |
| S1 |
1.3724 |
1.3724 |
1.3734 |
1.3718 |
| S2 |
1.3712 |
1.3712 |
1.3730 |
|
| S3 |
1.3676 |
1.3688 |
1.3727 |
|
| S4 |
1.3640 |
1.3652 |
1.3717 |
|
|
| 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% |
0.0070 |
0.5% |
51% |
False |
False |
190 |
| 10 |
1.3823 |
1.3648 |
0.0175 |
1.3% |
0.0045 |
0.3% |
51% |
False |
False |
110 |
| 20 |
1.3823 |
1.3490 |
0.0333 |
2.4% |
0.0043 |
0.3% |
74% |
False |
False |
68 |
| 40 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0040 |
0.3% |
74% |
False |
False |
169 |
| 60 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0036 |
0.3% |
74% |
False |
False |
115 |
| 80 |
1.3823 |
1.3318 |
0.0505 |
3.7% |
0.0033 |
0.2% |
83% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3924 |
|
2.618 |
1.3865 |
|
1.618 |
1.3829 |
|
1.000 |
1.3807 |
|
0.618 |
1.3793 |
|
HIGH |
1.3771 |
|
0.618 |
1.3757 |
|
0.500 |
1.3753 |
|
0.382 |
1.3749 |
|
LOW |
1.3735 |
|
0.618 |
1.3713 |
|
1.000 |
1.3699 |
|
1.618 |
1.3677 |
|
2.618 |
1.3641 |
|
4.250 |
1.3582 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3753 |
1.3763 |
| PP |
1.3748 |
1.3754 |
| S1 |
1.3742 |
1.3746 |
|