CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3708 |
1.3786 |
0.0078 |
0.6% |
1.3739 |
| High |
1.3826 |
1.3822 |
-0.0004 |
0.0% |
1.3826 |
| Low |
1.3694 |
1.3726 |
0.0032 |
0.2% |
1.3643 |
| Close |
1.3822 |
1.3733 |
-0.0089 |
-0.6% |
1.3822 |
| Range |
0.0132 |
0.0096 |
-0.0036 |
-27.3% |
0.0183 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.5% |
0.0000 |
| Volume |
267,889 |
183,656 |
-84,233 |
-31.4% |
958,982 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4048 |
1.3987 |
1.3786 |
|
| R3 |
1.3952 |
1.3891 |
1.3759 |
|
| R2 |
1.3856 |
1.3856 |
1.3751 |
|
| R1 |
1.3795 |
1.3795 |
1.3742 |
1.3778 |
| PP |
1.3760 |
1.3760 |
1.3760 |
1.3752 |
| S1 |
1.3699 |
1.3699 |
1.3724 |
1.3682 |
| S2 |
1.3664 |
1.3664 |
1.3715 |
|
| S3 |
1.3568 |
1.3603 |
1.3707 |
|
| S4 |
1.3472 |
1.3507 |
1.3680 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4250 |
1.3923 |
|
| R3 |
1.4130 |
1.4067 |
1.3872 |
|
| R2 |
1.3947 |
1.3947 |
1.3856 |
|
| R1 |
1.3884 |
1.3884 |
1.3839 |
1.3916 |
| PP |
1.3764 |
1.3764 |
1.3764 |
1.3779 |
| S1 |
1.3701 |
1.3701 |
1.3805 |
1.3733 |
| S2 |
1.3581 |
1.3581 |
1.3788 |
|
| S3 |
1.3398 |
1.3518 |
1.3772 |
|
| S4 |
1.3215 |
1.3335 |
1.3721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3826 |
1.3643 |
0.0183 |
1.3% |
0.0092 |
0.7% |
49% |
False |
False |
204,319 |
| 10 |
1.3826 |
1.3643 |
0.0183 |
1.3% |
0.0079 |
0.6% |
49% |
False |
False |
182,744 |
| 20 |
1.3826 |
1.3476 |
0.0350 |
2.5% |
0.0076 |
0.6% |
73% |
False |
False |
194,045 |
| 40 |
1.3826 |
1.3476 |
0.0350 |
2.5% |
0.0080 |
0.6% |
73% |
False |
False |
202,379 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0080 |
0.6% |
62% |
False |
False |
170,803 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
73% |
False |
False |
128,505 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
73% |
False |
False |
102,897 |
| 120 |
1.3893 |
1.3253 |
0.0640 |
4.7% |
0.0078 |
0.6% |
75% |
False |
False |
85,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4230 |
|
2.618 |
1.4073 |
|
1.618 |
1.3977 |
|
1.000 |
1.3918 |
|
0.618 |
1.3881 |
|
HIGH |
1.3822 |
|
0.618 |
1.3785 |
|
0.500 |
1.3774 |
|
0.382 |
1.3763 |
|
LOW |
1.3726 |
|
0.618 |
1.3667 |
|
1.000 |
1.3630 |
|
1.618 |
1.3571 |
|
2.618 |
1.3475 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3774 |
1.3735 |
| PP |
1.3760 |
1.3734 |
| S1 |
1.3747 |
1.3734 |
|