CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3905 |
1.3924 |
0.0019 |
0.1% |
1.3880 |
| High |
1.3945 |
1.3940 |
-0.0005 |
0.0% |
1.3965 |
| Low |
1.3885 |
1.3897 |
0.0012 |
0.1% |
1.3850 |
| Close |
1.3919 |
1.3928 |
0.0009 |
0.1% |
1.3903 |
| Range |
0.0060 |
0.0043 |
-0.0017 |
-28.3% |
0.0115 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
96 |
181 |
85 |
88.5% |
924 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4051 |
1.4032 |
1.3952 |
|
| R3 |
1.4008 |
1.3989 |
1.3940 |
|
| R2 |
1.3965 |
1.3965 |
1.3936 |
|
| R1 |
1.3946 |
1.3946 |
1.3932 |
1.3956 |
| PP |
1.3922 |
1.3922 |
1.3922 |
1.3926 |
| S1 |
1.3903 |
1.3903 |
1.3924 |
1.3913 |
| S2 |
1.3879 |
1.3879 |
1.3920 |
|
| S3 |
1.3836 |
1.3860 |
1.3916 |
|
| S4 |
1.3793 |
1.3817 |
1.3904 |
|
|
| 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% |
0.0070 |
0.5% |
68% |
False |
False |
153 |
| 10 |
1.3965 |
1.3717 |
0.0248 |
1.8% |
0.0059 |
0.4% |
85% |
False |
False |
259 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0052 |
0.4% |
88% |
False |
False |
184 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0048 |
0.3% |
92% |
False |
False |
231 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0039 |
0.3% |
92% |
False |
False |
156 |
| 80 |
1.3965 |
1.3429 |
0.0536 |
3.8% |
0.0036 |
0.3% |
93% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4123 |
|
2.618 |
1.4053 |
|
1.618 |
1.4010 |
|
1.000 |
1.3983 |
|
0.618 |
1.3967 |
|
HIGH |
1.3940 |
|
0.618 |
1.3924 |
|
0.500 |
1.3919 |
|
0.382 |
1.3913 |
|
LOW |
1.3897 |
|
0.618 |
1.3870 |
|
1.000 |
1.3854 |
|
1.618 |
1.3827 |
|
2.618 |
1.3784 |
|
4.250 |
1.3714 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3925 |
1.3919 |
| PP |
1.3922 |
1.3909 |
| S1 |
1.3919 |
1.3900 |
|