CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3722 |
1.3739 |
0.0017 |
0.1% |
1.3702 |
| High |
1.3759 |
1.3773 |
0.0014 |
0.1% |
1.3773 |
| Low |
1.3702 |
1.3708 |
0.0006 |
0.0% |
1.3680 |
| Close |
1.3744 |
1.3735 |
-0.0009 |
-0.1% |
1.3744 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0093 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
135,181 |
121,043 |
-14,138 |
-10.5% |
684,802 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3899 |
1.3771 |
|
| R3 |
1.3869 |
1.3834 |
1.3753 |
|
| R2 |
1.3804 |
1.3804 |
1.3747 |
|
| R1 |
1.3769 |
1.3769 |
1.3741 |
1.3754 |
| PP |
1.3739 |
1.3739 |
1.3739 |
1.3731 |
| S1 |
1.3704 |
1.3704 |
1.3729 |
1.3689 |
| S2 |
1.3674 |
1.3674 |
1.3723 |
|
| S3 |
1.3609 |
1.3639 |
1.3717 |
|
| S4 |
1.3544 |
1.3574 |
1.3699 |
|
|
| 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 |
1.3680 |
0.0093 |
0.7% |
0.0066 |
0.5% |
59% |
True |
False |
161,169 |
| 10 |
1.3773 |
1.3562 |
0.0211 |
1.5% |
0.0066 |
0.5% |
82% |
True |
False |
169,544 |
| 20 |
1.3773 |
1.3476 |
0.0297 |
2.2% |
0.0074 |
0.5% |
87% |
True |
False |
201,379 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0080 |
0.6% |
62% |
False |
False |
190,426 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0078 |
0.6% |
62% |
False |
False |
154,086 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0083 |
0.6% |
73% |
False |
False |
115,785 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
73% |
False |
False |
92,699 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0076 |
0.6% |
79% |
False |
False |
77,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4049 |
|
2.618 |
1.3943 |
|
1.618 |
1.3878 |
|
1.000 |
1.3838 |
|
0.618 |
1.3813 |
|
HIGH |
1.3773 |
|
0.618 |
1.3748 |
|
0.500 |
1.3741 |
|
0.382 |
1.3733 |
|
LOW |
1.3708 |
|
0.618 |
1.3668 |
|
1.000 |
1.3643 |
|
1.618 |
1.3603 |
|
2.618 |
1.3538 |
|
4.250 |
1.3432 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3741 |
1.3732 |
| PP |
1.3739 |
1.3729 |
| S1 |
1.3737 |
1.3727 |
|