CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3739 |
1.3735 |
-0.0004 |
0.0% |
1.3702 |
| High |
1.3773 |
1.3767 |
-0.0006 |
0.0% |
1.3773 |
| Low |
1.3708 |
1.3715 |
0.0007 |
0.1% |
1.3680 |
| Close |
1.3735 |
1.3742 |
0.0007 |
0.1% |
1.3744 |
| Range |
0.0065 |
0.0052 |
-0.0013 |
-20.0% |
0.0093 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
121,043 |
166,541 |
45,498 |
37.6% |
684,802 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3897 |
1.3872 |
1.3771 |
|
| R3 |
1.3845 |
1.3820 |
1.3756 |
|
| R2 |
1.3793 |
1.3793 |
1.3752 |
|
| R1 |
1.3768 |
1.3768 |
1.3747 |
1.3781 |
| PP |
1.3741 |
1.3741 |
1.3741 |
1.3748 |
| S1 |
1.3716 |
1.3716 |
1.3737 |
1.3729 |
| S2 |
1.3689 |
1.3689 |
1.3732 |
|
| S3 |
1.3637 |
1.3664 |
1.3728 |
|
| S4 |
1.3585 |
1.3612 |
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 |
1.3680 |
0.0093 |
0.7% |
0.0061 |
0.4% |
67% |
False |
False |
146,849 |
| 10 |
1.3773 |
1.3562 |
0.0211 |
1.5% |
0.0068 |
0.5% |
85% |
False |
False |
173,797 |
| 20 |
1.3773 |
1.3476 |
0.0297 |
2.2% |
0.0073 |
0.5% |
90% |
False |
False |
201,621 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0081 |
0.6% |
64% |
False |
False |
193,936 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0078 |
0.6% |
64% |
False |
False |
156,844 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0083 |
0.6% |
75% |
False |
False |
117,864 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0080 |
0.6% |
75% |
False |
False |
94,359 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0077 |
0.6% |
80% |
False |
False |
78,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3988 |
|
2.618 |
1.3903 |
|
1.618 |
1.3851 |
|
1.000 |
1.3819 |
|
0.618 |
1.3799 |
|
HIGH |
1.3767 |
|
0.618 |
1.3747 |
|
0.500 |
1.3741 |
|
0.382 |
1.3735 |
|
LOW |
1.3715 |
|
0.618 |
1.3683 |
|
1.000 |
1.3663 |
|
1.618 |
1.3631 |
|
2.618 |
1.3579 |
|
4.250 |
1.3494 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3742 |
1.3741 |
| PP |
1.3741 |
1.3739 |
| S1 |
1.3741 |
1.3738 |
|