CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3816 |
1.3784 |
-0.0032 |
-0.2% |
1.3905 |
| High |
1.3820 |
1.3784 |
-0.0036 |
-0.3% |
1.3945 |
| Low |
1.3775 |
1.3728 |
-0.0047 |
-0.3% |
1.3756 |
| Close |
1.3789 |
1.3746 |
-0.0043 |
-0.3% |
1.3791 |
| Range |
0.0045 |
0.0056 |
0.0011 |
24.4% |
0.0189 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
759 |
552 |
-207 |
-27.3% |
768 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3889 |
1.3777 |
|
| R3 |
1.3865 |
1.3833 |
1.3761 |
|
| R2 |
1.3809 |
1.3809 |
1.3756 |
|
| R1 |
1.3777 |
1.3777 |
1.3751 |
1.3765 |
| PP |
1.3753 |
1.3753 |
1.3753 |
1.3747 |
| S1 |
1.3721 |
1.3721 |
1.3741 |
1.3709 |
| S2 |
1.3697 |
1.3697 |
1.3736 |
|
| S3 |
1.3641 |
1.3665 |
1.3731 |
|
| S4 |
1.3585 |
1.3609 |
1.3715 |
|
|
| 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 |
1.3728 |
0.0134 |
1.0% |
0.0068 |
0.5% |
13% |
False |
True |
408 |
| 10 |
1.3945 |
1.3728 |
0.0217 |
1.6% |
0.0073 |
0.5% |
8% |
False |
True |
291 |
| 20 |
1.3965 |
1.3703 |
0.0262 |
1.9% |
0.0067 |
0.5% |
16% |
False |
False |
287 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0054 |
0.4% |
54% |
False |
False |
173 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0046 |
0.3% |
54% |
False |
False |
194 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0042 |
0.3% |
54% |
False |
False |
147 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0038 |
0.3% |
66% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4022 |
|
2.618 |
1.3931 |
|
1.618 |
1.3875 |
|
1.000 |
1.3840 |
|
0.618 |
1.3819 |
|
HIGH |
1.3784 |
|
0.618 |
1.3763 |
|
0.500 |
1.3756 |
|
0.382 |
1.3749 |
|
LOW |
1.3728 |
|
0.618 |
1.3693 |
|
1.000 |
1.3672 |
|
1.618 |
1.3637 |
|
2.618 |
1.3581 |
|
4.250 |
1.3490 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3756 |
1.3784 |
| PP |
1.3753 |
1.3771 |
| S1 |
1.3749 |
1.3759 |
|