CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3865 |
1.3860 |
-0.0005 |
0.0% |
1.3791 |
| High |
1.3872 |
1.3910 |
0.0038 |
0.3% |
1.3909 |
| Low |
1.3858 |
1.3860 |
0.0002 |
0.0% |
1.3717 |
| Close |
1.3869 |
1.3902 |
0.0033 |
0.2% |
1.3870 |
| Range |
0.0014 |
0.0050 |
0.0036 |
257.1% |
0.0192 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
215 |
76 |
-139 |
-64.7% |
2,183 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.4021 |
1.3930 |
|
| R3 |
1.3991 |
1.3971 |
1.3916 |
|
| R2 |
1.3941 |
1.3941 |
1.3911 |
|
| R1 |
1.3921 |
1.3921 |
1.3907 |
1.3931 |
| PP |
1.3891 |
1.3891 |
1.3891 |
1.3896 |
| S1 |
1.3871 |
1.3871 |
1.3897 |
1.3881 |
| S2 |
1.3841 |
1.3841 |
1.3893 |
|
| S3 |
1.3791 |
1.3821 |
1.3888 |
|
| S4 |
1.3741 |
1.3771 |
1.3875 |
|
|
| 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 |
1.3910 |
1.3717 |
0.0193 |
1.4% |
0.0058 |
0.4% |
96% |
True |
False |
255 |
| 10 |
1.3910 |
1.3648 |
0.0262 |
1.9% |
0.0057 |
0.4% |
97% |
True |
False |
280 |
| 20 |
1.3910 |
1.3568 |
0.0342 |
2.5% |
0.0041 |
0.3% |
98% |
True |
False |
153 |
| 40 |
1.3910 |
1.3488 |
0.0422 |
3.0% |
0.0043 |
0.3% |
98% |
True |
False |
215 |
| 60 |
1.3910 |
1.3488 |
0.0422 |
3.0% |
0.0036 |
0.3% |
98% |
True |
False |
146 |
| 80 |
1.3910 |
1.3429 |
0.0481 |
3.5% |
0.0033 |
0.2% |
98% |
True |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4123 |
|
2.618 |
1.4041 |
|
1.618 |
1.3991 |
|
1.000 |
1.3960 |
|
0.618 |
1.3941 |
|
HIGH |
1.3910 |
|
0.618 |
1.3891 |
|
0.500 |
1.3885 |
|
0.382 |
1.3879 |
|
LOW |
1.3860 |
|
0.618 |
1.3829 |
|
1.000 |
1.3810 |
|
1.618 |
1.3779 |
|
2.618 |
1.3729 |
|
4.250 |
1.3648 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3896 |
1.3896 |
| PP |
1.3891 |
1.3890 |
| S1 |
1.3885 |
1.3884 |
|