CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3636 |
1.3596 |
-0.0040 |
-0.3% |
1.3488 |
| High |
1.3653 |
1.3692 |
0.0039 |
0.3% |
1.3646 |
| Low |
1.3562 |
1.3585 |
0.0023 |
0.2% |
1.3476 |
| Close |
1.3594 |
1.3674 |
0.0080 |
0.6% |
1.3628 |
| Range |
0.0091 |
0.0107 |
0.0016 |
17.6% |
0.0170 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.4% |
0.0000 |
| Volume |
224,243 |
199,197 |
-25,046 |
-11.2% |
1,163,870 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3971 |
1.3930 |
1.3733 |
|
| R3 |
1.3864 |
1.3823 |
1.3703 |
|
| R2 |
1.3757 |
1.3757 |
1.3694 |
|
| R1 |
1.3716 |
1.3716 |
1.3684 |
1.3737 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3661 |
| S1 |
1.3609 |
1.3609 |
1.3664 |
1.3630 |
| S2 |
1.3543 |
1.3543 |
1.3654 |
|
| S3 |
1.3436 |
1.3502 |
1.3645 |
|
| S4 |
1.3329 |
1.3395 |
1.3615 |
|
|
| 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 |
1.3692 |
1.3551 |
0.0141 |
1.0% |
0.0076 |
0.6% |
87% |
True |
False |
195,985 |
| 10 |
1.3692 |
1.3476 |
0.0216 |
1.6% |
0.0078 |
0.6% |
92% |
True |
False |
222,854 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0082 |
0.6% |
75% |
False |
False |
222,334 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0082 |
0.6% |
47% |
False |
False |
187,696 |
| 60 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0081 |
0.6% |
55% |
False |
False |
138,337 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
63% |
False |
False |
103,907 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
63% |
False |
False |
83,184 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0075 |
0.5% |
72% |
False |
False |
69,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4147 |
|
2.618 |
1.3972 |
|
1.618 |
1.3865 |
|
1.000 |
1.3799 |
|
0.618 |
1.3758 |
|
HIGH |
1.3692 |
|
0.618 |
1.3651 |
|
0.500 |
1.3639 |
|
0.382 |
1.3626 |
|
LOW |
1.3585 |
|
0.618 |
1.3519 |
|
1.000 |
1.3478 |
|
1.618 |
1.3412 |
|
2.618 |
1.3305 |
|
4.250 |
1.3130 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3662 |
1.3658 |
| PP |
1.3650 |
1.3643 |
| S1 |
1.3639 |
1.3627 |
|