CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3759 |
1.3734 |
-0.0025 |
-0.2% |
1.3624 |
| High |
1.3773 |
1.3762 |
-0.0011 |
-0.1% |
1.3716 |
| Low |
1.3725 |
1.3680 |
-0.0045 |
-0.3% |
1.3562 |
| Close |
1.3744 |
1.3720 |
-0.0024 |
-0.2% |
1.3700 |
| Range |
0.0048 |
0.0082 |
0.0034 |
70.8% |
0.0154 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.5% |
0.0000 |
| Volume |
129,996 |
181,485 |
51,489 |
39.6% |
889,604 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3967 |
1.3925 |
1.3765 |
|
| R3 |
1.3885 |
1.3843 |
1.3743 |
|
| R2 |
1.3803 |
1.3803 |
1.3735 |
|
| R1 |
1.3761 |
1.3761 |
1.3728 |
1.3741 |
| PP |
1.3721 |
1.3721 |
1.3721 |
1.3711 |
| S1 |
1.3679 |
1.3679 |
1.3712 |
1.3659 |
| S2 |
1.3639 |
1.3639 |
1.3705 |
|
| S3 |
1.3557 |
1.3597 |
1.3697 |
|
| S4 |
1.3475 |
1.3515 |
1.3675 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4121 |
1.4065 |
1.3785 |
|
| R3 |
1.3967 |
1.3911 |
1.3742 |
|
| R2 |
1.3813 |
1.3813 |
1.3728 |
|
| R1 |
1.3757 |
1.3757 |
1.3714 |
1.3785 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3674 |
| S1 |
1.3603 |
1.3603 |
1.3686 |
1.3631 |
| S2 |
1.3505 |
1.3505 |
1.3672 |
|
| S3 |
1.3351 |
1.3449 |
1.3658 |
|
| S4 |
1.3197 |
1.3295 |
1.3615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3773 |
1.3585 |
0.0188 |
1.4% |
0.0072 |
0.5% |
72% |
False |
False |
179,089 |
| 10 |
1.3773 |
1.3481 |
0.0292 |
2.1% |
0.0077 |
0.6% |
82% |
False |
False |
198,612 |
| 20 |
1.3773 |
1.3476 |
0.0297 |
2.2% |
0.0080 |
0.6% |
82% |
False |
False |
216,577 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0079 |
0.6% |
59% |
False |
False |
186,903 |
| 60 |
1.3893 |
1.3466 |
0.0427 |
3.1% |
0.0079 |
0.6% |
59% |
False |
False |
149,871 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
71% |
False |
False |
112,592 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
71% |
False |
False |
90,141 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0076 |
0.6% |
78% |
False |
False |
75,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4111 |
|
2.618 |
1.3977 |
|
1.618 |
1.3895 |
|
1.000 |
1.3844 |
|
0.618 |
1.3813 |
|
HIGH |
1.3762 |
|
0.618 |
1.3731 |
|
0.500 |
1.3721 |
|
0.382 |
1.3711 |
|
LOW |
1.3680 |
|
0.618 |
1.3629 |
|
1.000 |
1.3598 |
|
1.618 |
1.3547 |
|
2.618 |
1.3465 |
|
4.250 |
1.3332 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3721 |
1.3727 |
| PP |
1.3721 |
1.3724 |
| S1 |
1.3720 |
1.3722 |
|