CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3644 |
0.0020 |
0.1% |
1.3488 |
| High |
1.3651 |
1.3683 |
0.0032 |
0.2% |
1.3646 |
| Low |
1.3618 |
1.3629 |
0.0011 |
0.1% |
1.3476 |
| Close |
1.3641 |
1.3638 |
-0.0003 |
0.0% |
1.3628 |
| Range |
0.0033 |
0.0054 |
0.0021 |
63.6% |
0.0170 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
124,011 |
195,525 |
71,514 |
57.7% |
1,163,870 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3812 |
1.3779 |
1.3668 |
|
| R3 |
1.3758 |
1.3725 |
1.3653 |
|
| R2 |
1.3704 |
1.3704 |
1.3648 |
|
| R1 |
1.3671 |
1.3671 |
1.3643 |
1.3661 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3645 |
| S1 |
1.3617 |
1.3617 |
1.3633 |
1.3607 |
| S2 |
1.3596 |
1.3596 |
1.3628 |
|
| S3 |
1.3542 |
1.3563 |
1.3623 |
|
| S4 |
1.3488 |
1.3509 |
1.3608 |
|
|
| 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 |
1.3683 |
1.3481 |
0.0202 |
1.5% |
0.0076 |
0.6% |
78% |
True |
False |
215,191 |
| 10 |
1.3684 |
1.3476 |
0.0208 |
1.5% |
0.0078 |
0.6% |
78% |
False |
False |
232,632 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0079 |
0.6% |
61% |
False |
False |
219,755 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0080 |
0.6% |
39% |
False |
False |
185,432 |
| 60 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0080 |
0.6% |
48% |
False |
False |
131,301 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0083 |
0.6% |
57% |
False |
False |
98,623 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0079 |
0.6% |
57% |
False |
False |
78,953 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0074 |
0.5% |
67% |
False |
False |
65,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3913 |
|
2.618 |
1.3824 |
|
1.618 |
1.3770 |
|
1.000 |
1.3737 |
|
0.618 |
1.3716 |
|
HIGH |
1.3683 |
|
0.618 |
1.3662 |
|
0.500 |
1.3656 |
|
0.382 |
1.3650 |
|
LOW |
1.3629 |
|
0.618 |
1.3596 |
|
1.000 |
1.3575 |
|
1.618 |
1.3542 |
|
2.618 |
1.3488 |
|
4.250 |
1.3400 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3631 |
| PP |
1.3650 |
1.3624 |
| S1 |
1.3644 |
1.3617 |
|