CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3859 |
1.3903 |
0.0044 |
0.3% |
1.3786 |
| High |
1.3915 |
1.3967 |
0.0052 |
0.4% |
1.3915 |
| Low |
1.3843 |
1.3845 |
0.0002 |
0.0% |
1.3707 |
| Close |
1.3903 |
1.3859 |
-0.0044 |
-0.3% |
1.3872 |
| Range |
0.0072 |
0.0122 |
0.0050 |
69.4% |
0.0208 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.4% |
0.0000 |
| Volume |
242,415 |
352,296 |
109,881 |
45.3% |
1,064,749 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4256 |
1.4180 |
1.3926 |
|
| R3 |
1.4134 |
1.4058 |
1.3893 |
|
| R2 |
1.4012 |
1.4012 |
1.3881 |
|
| R1 |
1.3936 |
1.3936 |
1.3870 |
1.3913 |
| PP |
1.3890 |
1.3890 |
1.3890 |
1.3879 |
| S1 |
1.3814 |
1.3814 |
1.3848 |
1.3791 |
| S2 |
1.3768 |
1.3768 |
1.3837 |
|
| S3 |
1.3646 |
1.3692 |
1.3825 |
|
| S4 |
1.3524 |
1.3570 |
1.3792 |
|
|
| 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 |
1.3967 |
1.3834 |
0.0133 |
1.0% |
0.0068 |
0.5% |
19% |
True |
False |
231,988 |
| 10 |
1.3967 |
1.3694 |
0.0273 |
2.0% |
0.0083 |
0.6% |
60% |
True |
False |
225,365 |
| 20 |
1.3967 |
1.3585 |
0.0382 |
2.8% |
0.0077 |
0.6% |
72% |
True |
False |
198,768 |
| 40 |
1.3967 |
1.3476 |
0.0491 |
3.5% |
0.0079 |
0.6% |
78% |
True |
False |
210,683 |
| 60 |
1.3967 |
1.3476 |
0.0491 |
3.5% |
0.0080 |
0.6% |
78% |
True |
False |
190,624 |
| 80 |
1.3967 |
1.3402 |
0.0565 |
4.1% |
0.0079 |
0.6% |
81% |
True |
False |
150,964 |
| 100 |
1.3967 |
1.3300 |
0.0667 |
4.8% |
0.0081 |
0.6% |
84% |
True |
False |
120,890 |
| 120 |
1.3967 |
1.3300 |
0.0667 |
4.8% |
0.0079 |
0.6% |
84% |
True |
False |
100,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4486 |
|
2.618 |
1.4286 |
|
1.618 |
1.4164 |
|
1.000 |
1.4089 |
|
0.618 |
1.4042 |
|
HIGH |
1.3967 |
|
0.618 |
1.3920 |
|
0.500 |
1.3906 |
|
0.382 |
1.3892 |
|
LOW |
1.3845 |
|
0.618 |
1.3770 |
|
1.000 |
1.3723 |
|
1.618 |
1.3648 |
|
2.618 |
1.3526 |
|
4.250 |
1.3327 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3906 |
1.3901 |
| PP |
1.3890 |
1.3887 |
| S1 |
1.3875 |
1.3873 |
|