CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3590 |
1.3624 |
0.0034 |
0.3% |
1.3488 |
| High |
1.3646 |
1.3651 |
0.0005 |
0.0% |
1.3646 |
| Low |
1.3551 |
1.3618 |
0.0067 |
0.5% |
1.3476 |
| Close |
1.3628 |
1.3641 |
0.0013 |
0.1% |
1.3628 |
| Range |
0.0095 |
0.0033 |
-0.0062 |
-65.3% |
0.0170 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
236,950 |
124,011 |
-112,939 |
-47.7% |
1,163,870 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3736 |
1.3721 |
1.3659 |
|
| R3 |
1.3703 |
1.3688 |
1.3650 |
|
| R2 |
1.3670 |
1.3670 |
1.3647 |
|
| R1 |
1.3655 |
1.3655 |
1.3644 |
1.3663 |
| PP |
1.3637 |
1.3637 |
1.3637 |
1.3640 |
| S1 |
1.3622 |
1.3622 |
1.3638 |
1.3630 |
| S2 |
1.3604 |
1.3604 |
1.3635 |
|
| S3 |
1.3571 |
1.3589 |
1.3632 |
|
| S4 |
1.3538 |
1.3556 |
1.3623 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4093 |
1.4031 |
1.3722 |
|
| R3 |
1.3923 |
1.3861 |
1.3675 |
|
| R2 |
1.3753 |
1.3753 |
1.3659 |
|
| R1 |
1.3691 |
1.3691 |
1.3644 |
1.3722 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3599 |
| S1 |
1.3521 |
1.3521 |
1.3612 |
1.3552 |
| S2 |
1.3413 |
1.3413 |
1.3597 |
|
| S3 |
1.3243 |
1.3351 |
1.3581 |
|
| S4 |
1.3073 |
1.3181 |
1.3535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3651 |
1.3481 |
0.0170 |
1.2% |
0.0074 |
0.5% |
94% |
True |
False |
212,298 |
| 10 |
1.3688 |
1.3476 |
0.0212 |
1.6% |
0.0079 |
0.6% |
78% |
False |
False |
229,444 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0079 |
0.6% |
63% |
False |
False |
216,921 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0081 |
0.6% |
40% |
False |
False |
184,357 |
| 60 |
1.3893 |
1.3394 |
0.0499 |
3.7% |
0.0080 |
0.6% |
49% |
False |
False |
128,052 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0083 |
0.6% |
58% |
False |
False |
96,189 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
58% |
False |
False |
76,998 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0074 |
0.5% |
67% |
False |
False |
64,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3791 |
|
2.618 |
1.3737 |
|
1.618 |
1.3704 |
|
1.000 |
1.3684 |
|
0.618 |
1.3671 |
|
HIGH |
1.3651 |
|
0.618 |
1.3638 |
|
0.500 |
1.3635 |
|
0.382 |
1.3631 |
|
LOW |
1.3618 |
|
0.618 |
1.3598 |
|
1.000 |
1.3585 |
|
1.618 |
1.3565 |
|
2.618 |
1.3532 |
|
4.250 |
1.3478 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3639 |
1.3616 |
| PP |
1.3637 |
1.3591 |
| S1 |
1.3635 |
1.3566 |
|