CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3587 |
1.3679 |
0.0092 |
0.7% |
1.3620 |
| High |
1.3691 |
1.3714 |
0.0023 |
0.2% |
1.3714 |
| Low |
1.3587 |
1.3676 |
0.0089 |
0.7% |
1.3563 |
| Close |
1.3674 |
1.3701 |
0.0027 |
0.2% |
1.3701 |
| Range |
0.0104 |
0.0038 |
-0.0066 |
-63.5% |
0.0151 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
1,058 |
1,185 |
127 |
12.0% |
5,582 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3811 |
1.3794 |
1.3722 |
|
| R3 |
1.3773 |
1.3756 |
1.3711 |
|
| R2 |
1.3735 |
1.3735 |
1.3708 |
|
| R1 |
1.3718 |
1.3718 |
1.3704 |
1.3727 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3701 |
| S1 |
1.3680 |
1.3680 |
1.3698 |
1.3689 |
| S2 |
1.3659 |
1.3659 |
1.3694 |
|
| S3 |
1.3621 |
1.3642 |
1.3691 |
|
| S4 |
1.3583 |
1.3604 |
1.3680 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4112 |
1.4058 |
1.3784 |
|
| R3 |
1.3961 |
1.3907 |
1.3743 |
|
| R2 |
1.3810 |
1.3810 |
1.3729 |
|
| R1 |
1.3756 |
1.3756 |
1.3715 |
1.3783 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3673 |
| S1 |
1.3605 |
1.3605 |
1.3687 |
1.3632 |
| S2 |
1.3508 |
1.3508 |
1.3673 |
|
| S3 |
1.3357 |
1.3454 |
1.3659 |
|
| S4 |
1.3206 |
1.3303 |
1.3618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3714 |
1.3563 |
0.0151 |
1.1% |
0.0062 |
0.5% |
91% |
True |
False |
1,116 |
| 10 |
1.3714 |
1.3483 |
0.0231 |
1.7% |
0.0068 |
0.5% |
94% |
True |
False |
1,589 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0076 |
0.6% |
88% |
False |
False |
1,500 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0075 |
0.5% |
53% |
False |
False |
888 |
| 60 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0069 |
0.5% |
61% |
False |
False |
661 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
68% |
False |
False |
499 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0055 |
0.4% |
68% |
False |
False |
400 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0050 |
0.4% |
75% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3876 |
|
2.618 |
1.3813 |
|
1.618 |
1.3775 |
|
1.000 |
1.3752 |
|
0.618 |
1.3737 |
|
HIGH |
1.3714 |
|
0.618 |
1.3699 |
|
0.500 |
1.3695 |
|
0.382 |
1.3691 |
|
LOW |
1.3676 |
|
0.618 |
1.3653 |
|
1.000 |
1.3638 |
|
1.618 |
1.3615 |
|
2.618 |
1.3577 |
|
4.250 |
1.3515 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3699 |
1.3680 |
| PP |
1.3697 |
1.3659 |
| S1 |
1.3695 |
1.3639 |
|