CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3746 |
1.3753 |
0.0007 |
0.1% |
1.3791 |
| High |
1.3768 |
1.3806 |
0.0038 |
0.3% |
1.3862 |
| Low |
1.3707 |
1.3721 |
0.0014 |
0.1% |
1.3707 |
| Close |
1.3750 |
1.3774 |
0.0024 |
0.2% |
1.3750 |
| Range |
0.0061 |
0.0085 |
0.0024 |
39.3% |
0.0155 |
| ATR |
0.0065 |
0.0067 |
0.0001 |
2.2% |
0.0000 |
| Volume |
606 |
328 |
-278 |
-45.9% |
2,420 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4022 |
1.3983 |
1.3821 |
|
| R3 |
1.3937 |
1.3898 |
1.3797 |
|
| R2 |
1.3852 |
1.3852 |
1.3790 |
|
| R1 |
1.3813 |
1.3813 |
1.3782 |
1.3833 |
| PP |
1.3767 |
1.3767 |
1.3767 |
1.3777 |
| S1 |
1.3728 |
1.3728 |
1.3766 |
1.3748 |
| S2 |
1.3682 |
1.3682 |
1.3758 |
|
| S3 |
1.3597 |
1.3643 |
1.3751 |
|
| S4 |
1.3512 |
1.3558 |
1.3727 |
|
|
| 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 |
1.3840 |
1.3707 |
0.0133 |
1.0% |
0.0068 |
0.5% |
50% |
False |
False |
521 |
| 10 |
1.3940 |
1.3707 |
0.0233 |
1.7% |
0.0073 |
0.5% |
29% |
False |
False |
342 |
| 20 |
1.3965 |
1.3707 |
0.0258 |
1.9% |
0.0066 |
0.5% |
26% |
False |
False |
327 |
| 40 |
1.3965 |
1.3490 |
0.0475 |
3.4% |
0.0054 |
0.4% |
60% |
False |
False |
182 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0048 |
0.3% |
60% |
False |
False |
210 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0043 |
0.3% |
60% |
False |
False |
159 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0039 |
0.3% |
70% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4167 |
|
2.618 |
1.4029 |
|
1.618 |
1.3944 |
|
1.000 |
1.3891 |
|
0.618 |
1.3859 |
|
HIGH |
1.3806 |
|
0.618 |
1.3774 |
|
0.500 |
1.3764 |
|
0.382 |
1.3753 |
|
LOW |
1.3721 |
|
0.618 |
1.3668 |
|
1.000 |
1.3636 |
|
1.618 |
1.3583 |
|
2.618 |
1.3498 |
|
4.250 |
1.3360 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3771 |
1.3768 |
| PP |
1.3767 |
1.3762 |
| S1 |
1.3764 |
1.3757 |
|