CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3644 |
1.3636 |
-0.0008 |
-0.1% |
1.3488 |
| High |
1.3683 |
1.3653 |
-0.0030 |
-0.2% |
1.3646 |
| Low |
1.3629 |
1.3562 |
-0.0067 |
-0.5% |
1.3476 |
| Close |
1.3638 |
1.3594 |
-0.0044 |
-0.3% |
1.3628 |
| Range |
0.0054 |
0.0091 |
0.0037 |
68.5% |
0.0170 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.1% |
0.0000 |
| Volume |
195,525 |
224,243 |
28,718 |
14.7% |
1,163,870 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3826 |
1.3644 |
|
| R3 |
1.3785 |
1.3735 |
1.3619 |
|
| R2 |
1.3694 |
1.3694 |
1.3611 |
|
| R1 |
1.3644 |
1.3644 |
1.3602 |
1.3624 |
| PP |
1.3603 |
1.3603 |
1.3603 |
1.3593 |
| S1 |
1.3553 |
1.3553 |
1.3586 |
1.3533 |
| S2 |
1.3512 |
1.3512 |
1.3577 |
|
| S3 |
1.3421 |
1.3462 |
1.3569 |
|
| S4 |
1.3330 |
1.3371 |
1.3544 |
|
|
| 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% |
0.0082 |
0.6% |
56% |
False |
False |
218,134 |
| 10 |
1.3683 |
1.3476 |
0.0207 |
1.5% |
0.0079 |
0.6% |
57% |
False |
False |
229,314 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0081 |
0.6% |
45% |
False |
False |
222,599 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0081 |
0.6% |
28% |
False |
False |
186,551 |
| 60 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0080 |
0.6% |
39% |
False |
False |
135,029 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0082 |
0.6% |
50% |
False |
False |
101,421 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0079 |
0.6% |
50% |
False |
False |
81,194 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0075 |
0.5% |
61% |
False |
False |
67,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4040 |
|
2.618 |
1.3891 |
|
1.618 |
1.3800 |
|
1.000 |
1.3744 |
|
0.618 |
1.3709 |
|
HIGH |
1.3653 |
|
0.618 |
1.3618 |
|
0.500 |
1.3608 |
|
0.382 |
1.3597 |
|
LOW |
1.3562 |
|
0.618 |
1.3506 |
|
1.000 |
1.3471 |
|
1.618 |
1.3415 |
|
2.618 |
1.3324 |
|
4.250 |
1.3175 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3608 |
1.3623 |
| PP |
1.3603 |
1.3613 |
| S1 |
1.3599 |
1.3604 |
|