CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3896 |
0.0036 |
0.3% |
1.3791 |
| High |
1.3910 |
1.3965 |
0.0055 |
0.4% |
1.3909 |
| Low |
1.3860 |
1.3850 |
-0.0010 |
-0.1% |
1.3717 |
| Close |
1.3902 |
1.3858 |
-0.0044 |
-0.3% |
1.3870 |
| Range |
0.0050 |
0.0115 |
0.0065 |
130.0% |
0.0192 |
| ATR |
0.0053 |
0.0057 |
0.0004 |
8.4% |
0.0000 |
| Volume |
76 |
84 |
8 |
10.5% |
2,183 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4236 |
1.4162 |
1.3921 |
|
| R3 |
1.4121 |
1.4047 |
1.3890 |
|
| R2 |
1.4006 |
1.4006 |
1.3879 |
|
| R1 |
1.3932 |
1.3932 |
1.3869 |
1.3912 |
| PP |
1.3891 |
1.3891 |
1.3891 |
1.3881 |
| S1 |
1.3817 |
1.3817 |
1.3847 |
1.3797 |
| S2 |
1.3776 |
1.3776 |
1.3837 |
|
| S3 |
1.3661 |
1.3702 |
1.3826 |
|
| S4 |
1.3546 |
1.3587 |
1.3795 |
|
|
| 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 |
1.3965 |
1.3850 |
0.0115 |
0.8% |
0.0051 |
0.4% |
7% |
True |
True |
159 |
| 10 |
1.3965 |
1.3703 |
0.0262 |
1.9% |
0.0061 |
0.4% |
59% |
True |
False |
283 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0045 |
0.3% |
66% |
True |
False |
156 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0046 |
0.3% |
78% |
True |
False |
217 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0038 |
0.3% |
78% |
True |
False |
147 |
| 80 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0035 |
0.2% |
80% |
True |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4454 |
|
2.618 |
1.4266 |
|
1.618 |
1.4151 |
|
1.000 |
1.4080 |
|
0.618 |
1.4036 |
|
HIGH |
1.3965 |
|
0.618 |
1.3921 |
|
0.500 |
1.3908 |
|
0.382 |
1.3894 |
|
LOW |
1.3850 |
|
0.618 |
1.3779 |
|
1.000 |
1.3735 |
|
1.618 |
1.3664 |
|
2.618 |
1.3549 |
|
4.250 |
1.3361 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3908 |
1.3908 |
| PP |
1.3891 |
1.3891 |
| S1 |
1.3875 |
1.3875 |
|