CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3740 |
1.3736 |
-0.0004 |
0.0% |
1.3739 |
| High |
1.3750 |
1.3873 |
0.0123 |
0.9% |
1.3826 |
| Low |
1.3707 |
1.3711 |
0.0004 |
0.0% |
1.3643 |
| Close |
1.3731 |
1.3861 |
0.0130 |
0.9% |
1.3822 |
| Range |
0.0043 |
0.0162 |
0.0119 |
276.7% |
0.0183 |
| ATR |
0.0077 |
0.0083 |
0.0006 |
7.9% |
0.0000 |
| Volume |
159,592 |
328,406 |
168,814 |
105.8% |
958,982 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4301 |
1.4243 |
1.3950 |
|
| R3 |
1.4139 |
1.4081 |
1.3906 |
|
| R2 |
1.3977 |
1.3977 |
1.3891 |
|
| R1 |
1.3919 |
1.3919 |
1.3876 |
1.3948 |
| PP |
1.3815 |
1.3815 |
1.3815 |
1.3830 |
| S1 |
1.3757 |
1.3757 |
1.3846 |
1.3786 |
| S2 |
1.3653 |
1.3653 |
1.3831 |
|
| S3 |
1.3491 |
1.3595 |
1.3816 |
|
| S4 |
1.3329 |
1.3433 |
1.3772 |
|
|
| 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 |
1.3873 |
1.3694 |
0.0179 |
1.3% |
0.0099 |
0.7% |
93% |
True |
False |
218,742 |
| 10 |
1.3873 |
1.3643 |
0.0230 |
1.7% |
0.0085 |
0.6% |
95% |
True |
False |
191,998 |
| 20 |
1.3873 |
1.3481 |
0.0392 |
2.8% |
0.0081 |
0.6% |
97% |
True |
False |
195,305 |
| 40 |
1.3873 |
1.3476 |
0.0397 |
2.9% |
0.0081 |
0.6% |
97% |
True |
False |
206,436 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0079 |
0.6% |
92% |
False |
False |
180,465 |
| 80 |
1.3893 |
1.3322 |
0.0571 |
4.1% |
0.0081 |
0.6% |
94% |
False |
False |
136,516 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
95% |
False |
False |
109,311 |
| 120 |
1.3893 |
1.3270 |
0.0623 |
4.5% |
0.0079 |
0.6% |
95% |
False |
False |
91,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4562 |
|
2.618 |
1.4297 |
|
1.618 |
1.4135 |
|
1.000 |
1.4035 |
|
0.618 |
1.3973 |
|
HIGH |
1.3873 |
|
0.618 |
1.3811 |
|
0.500 |
1.3792 |
|
0.382 |
1.3773 |
|
LOW |
1.3711 |
|
0.618 |
1.3611 |
|
1.000 |
1.3549 |
|
1.618 |
1.3449 |
|
2.618 |
1.3287 |
|
4.250 |
1.3023 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3838 |
1.3837 |
| PP |
1.3815 |
1.3814 |
| S1 |
1.3792 |
1.3790 |
|