CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3737 |
1.3740 |
0.0003 |
0.0% |
1.3739 |
| High |
1.3783 |
1.3750 |
-0.0033 |
-0.2% |
1.3826 |
| Low |
1.3721 |
1.3707 |
-0.0014 |
-0.1% |
1.3643 |
| Close |
1.3735 |
1.3731 |
-0.0004 |
0.0% |
1.3822 |
| Range |
0.0062 |
0.0043 |
-0.0019 |
-30.6% |
0.0183 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
154,171 |
159,592 |
5,421 |
3.5% |
958,982 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3838 |
1.3755 |
|
| R3 |
1.3815 |
1.3795 |
1.3743 |
|
| R2 |
1.3772 |
1.3772 |
1.3739 |
|
| R1 |
1.3752 |
1.3752 |
1.3735 |
1.3741 |
| PP |
1.3729 |
1.3729 |
1.3729 |
1.3724 |
| S1 |
1.3709 |
1.3709 |
1.3727 |
1.3698 |
| S2 |
1.3686 |
1.3686 |
1.3723 |
|
| S3 |
1.3643 |
1.3666 |
1.3719 |
|
| S4 |
1.3600 |
1.3623 |
1.3707 |
|
|
| 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% |
0.0083 |
0.6% |
48% |
False |
False |
192,360 |
| 10 |
1.3826 |
1.3643 |
0.0183 |
1.3% |
0.0077 |
0.6% |
48% |
False |
False |
177,306 |
| 20 |
1.3826 |
1.3481 |
0.0345 |
2.5% |
0.0076 |
0.6% |
72% |
False |
False |
189,361 |
| 40 |
1.3826 |
1.3476 |
0.0350 |
2.5% |
0.0078 |
0.6% |
73% |
False |
False |
202,375 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0078 |
0.6% |
61% |
False |
False |
175,416 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
73% |
False |
False |
132,419 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
73% |
False |
False |
106,030 |
| 120 |
1.3893 |
1.3270 |
0.0623 |
4.5% |
0.0078 |
0.6% |
74% |
False |
False |
88,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3933 |
|
2.618 |
1.3863 |
|
1.618 |
1.3820 |
|
1.000 |
1.3793 |
|
0.618 |
1.3777 |
|
HIGH |
1.3750 |
|
0.618 |
1.3734 |
|
0.500 |
1.3729 |
|
0.382 |
1.3723 |
|
LOW |
1.3707 |
|
0.618 |
1.3680 |
|
1.000 |
1.3664 |
|
1.618 |
1.3637 |
|
2.618 |
1.3594 |
|
4.250 |
1.3524 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3730 |
1.3765 |
| PP |
1.3729 |
1.3753 |
| S1 |
1.3729 |
1.3742 |
|