CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3831 |
1.3816 |
-0.0015 |
-0.1% |
1.3905 |
| High |
1.3840 |
1.3820 |
-0.0020 |
-0.1% |
1.3945 |
| Low |
1.3747 |
1.3775 |
0.0028 |
0.2% |
1.3756 |
| Close |
1.3825 |
1.3789 |
-0.0036 |
-0.3% |
1.3791 |
| Range |
0.0093 |
0.0045 |
-0.0048 |
-51.6% |
0.0189 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
361 |
759 |
398 |
110.2% |
768 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3930 |
1.3904 |
1.3814 |
|
| R3 |
1.3885 |
1.3859 |
1.3801 |
|
| R2 |
1.3840 |
1.3840 |
1.3797 |
|
| R1 |
1.3814 |
1.3814 |
1.3793 |
1.3805 |
| PP |
1.3795 |
1.3795 |
1.3795 |
1.3790 |
| S1 |
1.3769 |
1.3769 |
1.3785 |
1.3760 |
| S2 |
1.3750 |
1.3750 |
1.3781 |
|
| S3 |
1.3705 |
1.3724 |
1.3777 |
|
| S4 |
1.3660 |
1.3679 |
1.3764 |
|
|
| 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 |
1.3862 |
1.3747 |
0.0115 |
0.8% |
0.0074 |
0.5% |
37% |
False |
False |
341 |
| 10 |
1.3965 |
1.3747 |
0.0218 |
1.6% |
0.0079 |
0.6% |
19% |
False |
False |
244 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0068 |
0.5% |
44% |
False |
False |
262 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0053 |
0.4% |
63% |
False |
False |
160 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0045 |
0.3% |
63% |
False |
False |
185 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0041 |
0.3% |
63% |
False |
False |
141 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0038 |
0.3% |
73% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4011 |
|
2.618 |
1.3938 |
|
1.618 |
1.3893 |
|
1.000 |
1.3865 |
|
0.618 |
1.3848 |
|
HIGH |
1.3820 |
|
0.618 |
1.3803 |
|
0.500 |
1.3798 |
|
0.382 |
1.3792 |
|
LOW |
1.3775 |
|
0.618 |
1.3747 |
|
1.000 |
1.3730 |
|
1.618 |
1.3702 |
|
2.618 |
1.3657 |
|
4.250 |
1.3584 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3798 |
1.3805 |
| PP |
1.3795 |
1.3799 |
| S1 |
1.3792 |
1.3794 |
|