CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3873 |
1.3915 |
0.0042 |
0.3% |
1.3873 |
| High |
1.3938 |
1.3946 |
0.0008 |
0.1% |
1.3967 |
| Low |
1.3848 |
1.3880 |
0.0032 |
0.2% |
1.3834 |
| Close |
1.3904 |
1.3941 |
0.0037 |
0.3% |
1.3904 |
| Range |
0.0090 |
0.0066 |
-0.0024 |
-26.7% |
0.0133 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
82,593 |
6,657 |
-75,936 |
-91.9% |
1,003,609 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4120 |
1.4097 |
1.3977 |
|
| R3 |
1.4054 |
1.4031 |
1.3959 |
|
| R2 |
1.3988 |
1.3988 |
1.3953 |
|
| R1 |
1.3965 |
1.3965 |
1.3947 |
1.3977 |
| PP |
1.3922 |
1.3922 |
1.3922 |
1.3928 |
| S1 |
1.3899 |
1.3899 |
1.3935 |
1.3911 |
| S2 |
1.3856 |
1.3856 |
1.3929 |
|
| S3 |
1.3790 |
1.3833 |
1.3923 |
|
| S4 |
1.3724 |
1.3767 |
1.3905 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4301 |
1.4235 |
1.3977 |
|
| R3 |
1.4168 |
1.4102 |
1.3941 |
|
| R2 |
1.4035 |
1.4035 |
1.3928 |
|
| R1 |
1.3969 |
1.3969 |
1.3916 |
1.4002 |
| PP |
1.3902 |
1.3902 |
1.3902 |
1.3918 |
| S1 |
1.3836 |
1.3836 |
1.3892 |
1.3869 |
| S2 |
1.3769 |
1.3769 |
1.3880 |
|
| S3 |
1.3636 |
1.3703 |
1.3867 |
|
| S4 |
1.3503 |
1.3570 |
1.3831 |
|
|
| 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% |
0.0079 |
0.6% |
80% |
False |
False |
172,756 |
| 10 |
1.3967 |
1.3707 |
0.0260 |
1.9% |
0.0076 |
0.5% |
90% |
False |
False |
189,135 |
| 20 |
1.3967 |
1.3643 |
0.0324 |
2.3% |
0.0078 |
0.6% |
92% |
False |
False |
185,939 |
| 40 |
1.3967 |
1.3476 |
0.0491 |
3.5% |
0.0079 |
0.6% |
95% |
False |
False |
202,557 |
| 60 |
1.3967 |
1.3476 |
0.0491 |
3.5% |
0.0080 |
0.6% |
95% |
False |
False |
187,144 |
| 80 |
1.3967 |
1.3402 |
0.0565 |
4.1% |
0.0080 |
0.6% |
95% |
False |
False |
152,066 |
| 100 |
1.3967 |
1.3300 |
0.0667 |
4.8% |
0.0082 |
0.6% |
96% |
False |
False |
121,777 |
| 120 |
1.3967 |
1.3300 |
0.0667 |
4.8% |
0.0080 |
0.6% |
96% |
False |
False |
101,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4227 |
|
2.618 |
1.4119 |
|
1.618 |
1.4053 |
|
1.000 |
1.4012 |
|
0.618 |
1.3987 |
|
HIGH |
1.3946 |
|
0.618 |
1.3921 |
|
0.500 |
1.3913 |
|
0.382 |
1.3905 |
|
LOW |
1.3880 |
|
0.618 |
1.3839 |
|
1.000 |
1.3814 |
|
1.618 |
1.3773 |
|
2.618 |
1.3707 |
|
4.250 |
1.3600 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3932 |
1.3929 |
| PP |
1.3922 |
1.3918 |
| S1 |
1.3913 |
1.3906 |
|