CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3791 |
1.3831 |
0.0040 |
0.3% |
1.3905 |
| High |
1.3862 |
1.3840 |
-0.0022 |
-0.2% |
1.3945 |
| Low |
1.3758 |
1.3747 |
-0.0011 |
-0.1% |
1.3756 |
| Close |
1.3836 |
1.3825 |
-0.0011 |
-0.1% |
1.3791 |
| Range |
0.0104 |
0.0093 |
-0.0011 |
-10.6% |
0.0189 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.0% |
0.0000 |
| Volume |
142 |
361 |
219 |
154.2% |
768 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4083 |
1.4047 |
1.3876 |
|
| R3 |
1.3990 |
1.3954 |
1.3851 |
|
| R2 |
1.3897 |
1.3897 |
1.3842 |
|
| R1 |
1.3861 |
1.3861 |
1.3834 |
1.3833 |
| PP |
1.3804 |
1.3804 |
1.3804 |
1.3790 |
| S1 |
1.3768 |
1.3768 |
1.3816 |
1.3740 |
| S2 |
1.3711 |
1.3711 |
1.3808 |
|
| S3 |
1.3618 |
1.3675 |
1.3799 |
|
| S4 |
1.3525 |
1.3582 |
1.3774 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4398 |
1.4283 |
1.3895 |
|
| R3 |
1.4209 |
1.4094 |
1.3843 |
|
| R2 |
1.4020 |
1.4020 |
1.3826 |
|
| R1 |
1.3905 |
1.3905 |
1.3808 |
1.3868 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3812 |
| S1 |
1.3716 |
1.3716 |
1.3774 |
1.3679 |
| S2 |
1.3642 |
1.3642 |
1.3756 |
|
| S3 |
1.3453 |
1.3527 |
1.3739 |
|
| S4 |
1.3264 |
1.3338 |
1.3687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3930 |
1.3747 |
0.0183 |
1.3% |
0.0088 |
0.6% |
43% |
False |
True |
198 |
| 10 |
1.3965 |
1.3747 |
0.0218 |
1.6% |
0.0079 |
0.6% |
36% |
False |
True |
176 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0069 |
0.5% |
56% |
False |
False |
227 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0053 |
0.4% |
71% |
False |
False |
141 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0046 |
0.3% |
71% |
False |
False |
172 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0041 |
0.3% |
71% |
False |
False |
131 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0038 |
0.3% |
78% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4235 |
|
2.618 |
1.4083 |
|
1.618 |
1.3990 |
|
1.000 |
1.3933 |
|
0.618 |
1.3897 |
|
HIGH |
1.3840 |
|
0.618 |
1.3804 |
|
0.500 |
1.3794 |
|
0.382 |
1.3783 |
|
LOW |
1.3747 |
|
0.618 |
1.3690 |
|
1.000 |
1.3654 |
|
1.618 |
1.3597 |
|
2.618 |
1.3504 |
|
4.250 |
1.3352 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3815 |
1.3818 |
| PP |
1.3804 |
1.3811 |
| S1 |
1.3794 |
1.3805 |
|