CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3784 |
1.3746 |
-0.0038 |
-0.3% |
1.3791 |
| High |
1.3784 |
1.3768 |
-0.0016 |
-0.1% |
1.3862 |
| Low |
1.3728 |
1.3707 |
-0.0021 |
-0.2% |
1.3707 |
| Close |
1.3746 |
1.3750 |
0.0004 |
0.0% |
1.3750 |
| Range |
0.0056 |
0.0061 |
0.0005 |
8.9% |
0.0155 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
552 |
606 |
54 |
9.8% |
2,420 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3925 |
1.3898 |
1.3784 |
|
| R3 |
1.3864 |
1.3837 |
1.3767 |
|
| R2 |
1.3803 |
1.3803 |
1.3761 |
|
| R1 |
1.3776 |
1.3776 |
1.3756 |
1.3790 |
| PP |
1.3742 |
1.3742 |
1.3742 |
1.3748 |
| S1 |
1.3715 |
1.3715 |
1.3744 |
1.3729 |
| S2 |
1.3681 |
1.3681 |
1.3739 |
|
| S3 |
1.3620 |
1.3654 |
1.3733 |
|
| S4 |
1.3559 |
1.3593 |
1.3716 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4238 |
1.4149 |
1.3835 |
|
| R3 |
1.4083 |
1.3994 |
1.3793 |
|
| R2 |
1.3928 |
1.3928 |
1.3778 |
|
| R1 |
1.3839 |
1.3839 |
1.3764 |
1.3806 |
| PP |
1.3773 |
1.3773 |
1.3773 |
1.3757 |
| S1 |
1.3684 |
1.3684 |
1.3736 |
1.3651 |
| S2 |
1.3618 |
1.3618 |
1.3722 |
|
| S3 |
1.3463 |
1.3529 |
1.3707 |
|
| S4 |
1.3308 |
1.3374 |
1.3665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3862 |
1.3707 |
0.0155 |
1.1% |
0.0072 |
0.5% |
28% |
False |
True |
484 |
| 10 |
1.3945 |
1.3707 |
0.0238 |
1.7% |
0.0071 |
0.5% |
18% |
False |
True |
318 |
| 20 |
1.3965 |
1.3707 |
0.0258 |
1.9% |
0.0064 |
0.5% |
17% |
False |
True |
314 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0054 |
0.4% |
55% |
False |
False |
188 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0047 |
0.3% |
55% |
False |
False |
204 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0043 |
0.3% |
55% |
False |
False |
155 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0038 |
0.3% |
67% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4027 |
|
2.618 |
1.3928 |
|
1.618 |
1.3867 |
|
1.000 |
1.3829 |
|
0.618 |
1.3806 |
|
HIGH |
1.3768 |
|
0.618 |
1.3745 |
|
0.500 |
1.3738 |
|
0.382 |
1.3730 |
|
LOW |
1.3707 |
|
0.618 |
1.3669 |
|
1.000 |
1.3646 |
|
1.618 |
1.3608 |
|
2.618 |
1.3547 |
|
4.250 |
1.3448 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3746 |
1.3764 |
| PP |
1.3742 |
1.3759 |
| S1 |
1.3738 |
1.3755 |
|