CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3786 |
1.3737 |
-0.0049 |
-0.4% |
1.3739 |
| High |
1.3822 |
1.3783 |
-0.0039 |
-0.3% |
1.3826 |
| Low |
1.3726 |
1.3721 |
-0.0005 |
0.0% |
1.3643 |
| Close |
1.3733 |
1.3735 |
0.0002 |
0.0% |
1.3822 |
| Range |
0.0096 |
0.0062 |
-0.0034 |
-35.4% |
0.0183 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
183,656 |
154,171 |
-29,485 |
-16.1% |
958,982 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3932 |
1.3896 |
1.3769 |
|
| R3 |
1.3870 |
1.3834 |
1.3752 |
|
| R2 |
1.3808 |
1.3808 |
1.3746 |
|
| R1 |
1.3772 |
1.3772 |
1.3741 |
1.3759 |
| PP |
1.3746 |
1.3746 |
1.3746 |
1.3740 |
| S1 |
1.3710 |
1.3710 |
1.3729 |
1.3697 |
| S2 |
1.3684 |
1.3684 |
1.3724 |
|
| S3 |
1.3622 |
1.3648 |
1.3718 |
|
| S4 |
1.3560 |
1.3586 |
1.3701 |
|
|
| 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% |
0.0094 |
0.7% |
50% |
False |
False |
201,845 |
| 10 |
1.3826 |
1.3643 |
0.0183 |
1.3% |
0.0077 |
0.6% |
50% |
False |
False |
174,347 |
| 20 |
1.3826 |
1.3481 |
0.0345 |
2.5% |
0.0076 |
0.6% |
74% |
False |
False |
190,434 |
| 40 |
1.3826 |
1.3476 |
0.0350 |
2.5% |
0.0079 |
0.6% |
74% |
False |
False |
202,487 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0080 |
0.6% |
62% |
False |
False |
173,112 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
73% |
False |
False |
130,428 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
73% |
False |
False |
104,437 |
| 120 |
1.3893 |
1.3268 |
0.0625 |
4.6% |
0.0078 |
0.6% |
75% |
False |
False |
87,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4047 |
|
2.618 |
1.3945 |
|
1.618 |
1.3883 |
|
1.000 |
1.3845 |
|
0.618 |
1.3821 |
|
HIGH |
1.3783 |
|
0.618 |
1.3759 |
|
0.500 |
1.3752 |
|
0.382 |
1.3745 |
|
LOW |
1.3721 |
|
0.618 |
1.3683 |
|
1.000 |
1.3659 |
|
1.618 |
1.3621 |
|
2.618 |
1.3559 |
|
4.250 |
1.3458 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3752 |
1.3760 |
| PP |
1.3746 |
1.3752 |
| S1 |
1.3741 |
1.3743 |
|