CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3873 |
1.3880 |
0.0007 |
0.1% |
1.3786 |
| High |
1.3898 |
1.3880 |
-0.0018 |
-0.1% |
1.3915 |
| Low |
1.3862 |
1.3834 |
-0.0028 |
-0.2% |
1.3707 |
| Close |
1.3869 |
1.3870 |
0.0001 |
0.0% |
1.3872 |
| Range |
0.0036 |
0.0046 |
0.0010 |
27.8% |
0.0208 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
146,483 |
179,822 |
33,339 |
22.8% |
1,064,749 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3999 |
1.3981 |
1.3895 |
|
| R3 |
1.3953 |
1.3935 |
1.3883 |
|
| R2 |
1.3907 |
1.3907 |
1.3878 |
|
| R1 |
1.3889 |
1.3889 |
1.3874 |
1.3875 |
| PP |
1.3861 |
1.3861 |
1.3861 |
1.3855 |
| S1 |
1.3843 |
1.3843 |
1.3866 |
1.3829 |
| S2 |
1.3815 |
1.3815 |
1.3862 |
|
| S3 |
1.3769 |
1.3797 |
1.3857 |
|
| S4 |
1.3723 |
1.3751 |
1.3845 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4455 |
1.4372 |
1.3986 |
|
| R3 |
1.4247 |
1.4164 |
1.3929 |
|
| R2 |
1.4039 |
1.4039 |
1.3910 |
|
| R1 |
1.3956 |
1.3956 |
1.3891 |
1.3998 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3852 |
| S1 |
1.3748 |
1.3748 |
1.3853 |
1.3790 |
| S2 |
1.3623 |
1.3623 |
1.3834 |
|
| S3 |
1.3415 |
1.3540 |
1.3815 |
|
| S4 |
1.3207 |
1.3332 |
1.3758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3915 |
1.3707 |
0.0208 |
1.5% |
0.0070 |
0.5% |
78% |
False |
False |
210,645 |
| 10 |
1.3915 |
1.3643 |
0.0272 |
2.0% |
0.0082 |
0.6% |
83% |
False |
False |
206,245 |
| 20 |
1.3915 |
1.3562 |
0.0353 |
2.5% |
0.0075 |
0.5% |
87% |
False |
False |
190,021 |
| 40 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0077 |
0.6% |
90% |
False |
False |
203,471 |
| 60 |
1.3915 |
1.3476 |
0.0439 |
3.2% |
0.0079 |
0.6% |
90% |
False |
False |
186,245 |
| 80 |
1.3915 |
1.3394 |
0.0521 |
3.8% |
0.0079 |
0.6% |
91% |
False |
False |
143,545 |
| 100 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0081 |
0.6% |
93% |
False |
False |
114,956 |
| 120 |
1.3915 |
1.3300 |
0.0615 |
4.4% |
0.0080 |
0.6% |
93% |
False |
False |
95,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4076 |
|
2.618 |
1.4000 |
|
1.618 |
1.3954 |
|
1.000 |
1.3926 |
|
0.618 |
1.3908 |
|
HIGH |
1.3880 |
|
0.618 |
1.3862 |
|
0.500 |
1.3857 |
|
0.382 |
1.3852 |
|
LOW |
1.3834 |
|
0.618 |
1.3806 |
|
1.000 |
1.3788 |
|
1.618 |
1.3760 |
|
2.618 |
1.3714 |
|
4.250 |
1.3639 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3866 |
1.3875 |
| PP |
1.3861 |
1.3873 |
| S1 |
1.3857 |
1.3872 |
|