CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3734 |
1.3722 |
-0.0012 |
-0.1% |
1.3702 |
| High |
1.3762 |
1.3759 |
-0.0003 |
0.0% |
1.3773 |
| Low |
1.3680 |
1.3702 |
0.0022 |
0.2% |
1.3680 |
| Close |
1.3720 |
1.3744 |
0.0024 |
0.2% |
1.3744 |
| Range |
0.0082 |
0.0057 |
-0.0025 |
-30.5% |
0.0093 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
181,485 |
135,181 |
-46,304 |
-25.5% |
684,802 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3882 |
1.3775 |
|
| R3 |
1.3849 |
1.3825 |
1.3760 |
|
| R2 |
1.3792 |
1.3792 |
1.3754 |
|
| R1 |
1.3768 |
1.3768 |
1.3749 |
1.3780 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3741 |
| S1 |
1.3711 |
1.3711 |
1.3739 |
1.3723 |
| S2 |
1.3678 |
1.3678 |
1.3734 |
|
| S3 |
1.3621 |
1.3654 |
1.3728 |
|
| S4 |
1.3564 |
1.3597 |
1.3713 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4011 |
1.3971 |
1.3795 |
|
| R3 |
1.3918 |
1.3878 |
1.3770 |
|
| R2 |
1.3825 |
1.3825 |
1.3761 |
|
| R1 |
1.3785 |
1.3785 |
1.3753 |
1.3805 |
| PP |
1.3732 |
1.3732 |
1.3732 |
1.3743 |
| S1 |
1.3692 |
1.3692 |
1.3735 |
1.3712 |
| S2 |
1.3639 |
1.3639 |
1.3727 |
|
| S3 |
1.3546 |
1.3599 |
1.3718 |
|
| S4 |
1.3453 |
1.3506 |
1.3693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3773 |
1.3673 |
0.0100 |
0.7% |
0.0062 |
0.5% |
71% |
False |
False |
166,286 |
| 10 |
1.3773 |
1.3551 |
0.0222 |
1.6% |
0.0069 |
0.5% |
87% |
False |
False |
181,135 |
| 20 |
1.3773 |
1.3476 |
0.0297 |
2.2% |
0.0075 |
0.5% |
90% |
False |
False |
207,533 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0080 |
0.6% |
64% |
False |
False |
188,259 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0078 |
0.6% |
64% |
False |
False |
152,096 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
75% |
False |
False |
114,275 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
75% |
False |
False |
91,491 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0076 |
0.6% |
81% |
False |
False |
76,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4001 |
|
2.618 |
1.3908 |
|
1.618 |
1.3851 |
|
1.000 |
1.3816 |
|
0.618 |
1.3794 |
|
HIGH |
1.3759 |
|
0.618 |
1.3737 |
|
0.500 |
1.3731 |
|
0.382 |
1.3724 |
|
LOW |
1.3702 |
|
0.618 |
1.3667 |
|
1.000 |
1.3645 |
|
1.618 |
1.3610 |
|
2.618 |
1.3553 |
|
4.250 |
1.3460 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3740 |
1.3738 |
| PP |
1.3735 |
1.3732 |
| S1 |
1.3731 |
1.3727 |
|