CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3750 |
1.3856 |
0.0106 |
0.8% |
1.3791 |
| High |
1.3865 |
1.3909 |
0.0044 |
0.3% |
1.3909 |
| Low |
1.3717 |
1.3856 |
0.0139 |
1.0% |
1.3717 |
| Close |
1.3861 |
1.3870 |
0.0009 |
0.1% |
1.3870 |
| Range |
0.0148 |
0.0053 |
-0.0095 |
-64.2% |
0.0192 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
565 |
204 |
-361 |
-63.9% |
2,183 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.4007 |
1.3899 |
|
| R3 |
1.3984 |
1.3954 |
1.3885 |
|
| R2 |
1.3931 |
1.3931 |
1.3880 |
|
| R1 |
1.3901 |
1.3901 |
1.3875 |
1.3916 |
| PP |
1.3878 |
1.3878 |
1.3878 |
1.3886 |
| S1 |
1.3848 |
1.3848 |
1.3865 |
1.3863 |
| S2 |
1.3825 |
1.3825 |
1.3860 |
|
| S3 |
1.3772 |
1.3795 |
1.3855 |
|
| S4 |
1.3719 |
1.3742 |
1.3841 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4408 |
1.4331 |
1.3976 |
|
| R3 |
1.4216 |
1.4139 |
1.3923 |
|
| R2 |
1.4024 |
1.4024 |
1.3905 |
|
| R1 |
1.3947 |
1.3947 |
1.3888 |
1.3986 |
| PP |
1.3832 |
1.3832 |
1.3832 |
1.3851 |
| S1 |
1.3755 |
1.3755 |
1.3852 |
1.3794 |
| S2 |
1.3640 |
1.3640 |
1.3835 |
|
| S3 |
1.3448 |
1.3563 |
1.3817 |
|
| S4 |
1.3256 |
1.3371 |
1.3764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3909 |
1.3717 |
0.0192 |
1.4% |
0.0058 |
0.4% |
80% |
True |
False |
436 |
| 10 |
1.3909 |
1.3648 |
0.0261 |
1.9% |
0.0057 |
0.4% |
85% |
True |
False |
236 |
| 20 |
1.3909 |
1.3568 |
0.0341 |
2.5% |
0.0044 |
0.3% |
89% |
True |
False |
133 |
| 40 |
1.3909 |
1.3488 |
0.0421 |
3.0% |
0.0043 |
0.3% |
91% |
True |
False |
204 |
| 60 |
1.3909 |
1.3488 |
0.0421 |
3.0% |
0.0036 |
0.3% |
91% |
True |
False |
138 |
| 80 |
1.3909 |
1.3414 |
0.0495 |
3.6% |
0.0032 |
0.2% |
92% |
True |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4134 |
|
2.618 |
1.4048 |
|
1.618 |
1.3995 |
|
1.000 |
1.3962 |
|
0.618 |
1.3942 |
|
HIGH |
1.3909 |
|
0.618 |
1.3889 |
|
0.500 |
1.3883 |
|
0.382 |
1.3876 |
|
LOW |
1.3856 |
|
0.618 |
1.3823 |
|
1.000 |
1.3803 |
|
1.618 |
1.3770 |
|
2.618 |
1.3717 |
|
4.250 |
1.3631 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3883 |
1.3851 |
| PP |
1.3878 |
1.3832 |
| S1 |
1.3874 |
1.3813 |
|