CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3905 |
0.0045 |
0.3% |
1.3880 |
| High |
1.3935 |
1.3945 |
0.0010 |
0.1% |
1.3965 |
| Low |
1.3854 |
1.3885 |
0.0031 |
0.2% |
1.3850 |
| Close |
1.3903 |
1.3919 |
0.0016 |
0.1% |
1.3903 |
| Range |
0.0081 |
0.0060 |
-0.0021 |
-25.9% |
0.0115 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.1% |
0.0000 |
| Volume |
330 |
96 |
-234 |
-70.9% |
924 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4096 |
1.4068 |
1.3952 |
|
| R3 |
1.4036 |
1.4008 |
1.3936 |
|
| R2 |
1.3976 |
1.3976 |
1.3930 |
|
| R1 |
1.3948 |
1.3948 |
1.3925 |
1.3962 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3924 |
| S1 |
1.3888 |
1.3888 |
1.3914 |
1.3902 |
| S2 |
1.3856 |
1.3856 |
1.3908 |
|
| S3 |
1.3796 |
1.3828 |
1.3903 |
|
| S4 |
1.3736 |
1.3768 |
1.3886 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4251 |
1.4192 |
1.3966 |
|
| R3 |
1.4136 |
1.4077 |
1.3935 |
|
| R2 |
1.4021 |
1.4021 |
1.3924 |
|
| R1 |
1.3962 |
1.3962 |
1.3914 |
1.3992 |
| PP |
1.3906 |
1.3906 |
1.3906 |
1.3921 |
| S1 |
1.3847 |
1.3847 |
1.3892 |
1.3877 |
| S2 |
1.3791 |
1.3791 |
1.3882 |
|
| S3 |
1.3676 |
1.3732 |
1.3871 |
|
| S4 |
1.3561 |
1.3617 |
1.3840 |
|
|
| 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% |
0.0064 |
0.5% |
60% |
False |
False |
160 |
| 10 |
1.3965 |
1.3717 |
0.0248 |
1.8% |
0.0058 |
0.4% |
81% |
False |
False |
312 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0050 |
0.4% |
85% |
False |
False |
176 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0048 |
0.3% |
90% |
False |
False |
227 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0040 |
0.3% |
90% |
False |
False |
154 |
| 80 |
1.3965 |
1.3429 |
0.0536 |
3.9% |
0.0036 |
0.3% |
91% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4200 |
|
2.618 |
1.4102 |
|
1.618 |
1.4042 |
|
1.000 |
1.4005 |
|
0.618 |
1.3982 |
|
HIGH |
1.3945 |
|
0.618 |
1.3922 |
|
0.500 |
1.3915 |
|
0.382 |
1.3908 |
|
LOW |
1.3885 |
|
0.618 |
1.3848 |
|
1.000 |
1.3825 |
|
1.618 |
1.3788 |
|
2.618 |
1.3728 |
|
4.250 |
1.3630 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3918 |
1.3915 |
| PP |
1.3916 |
1.3911 |
| S1 |
1.3915 |
1.3908 |
|