CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3761 |
1.3733 |
-0.0028 |
-0.2% |
1.3620 |
| High |
1.3770 |
1.3762 |
-0.0008 |
-0.1% |
1.3714 |
| Low |
1.3728 |
1.3682 |
-0.0046 |
-0.3% |
1.3563 |
| Close |
1.3744 |
1.3720 |
-0.0024 |
-0.2% |
1.3701 |
| Range |
0.0042 |
0.0080 |
0.0038 |
90.5% |
0.0151 |
| ATR |
0.0072 |
0.0072 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,709 |
1,030 |
-1,679 |
-62.0% |
5,582 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3921 |
1.3764 |
|
| R3 |
1.3881 |
1.3841 |
1.3742 |
|
| R2 |
1.3801 |
1.3801 |
1.3735 |
|
| R1 |
1.3761 |
1.3761 |
1.3727 |
1.3741 |
| PP |
1.3721 |
1.3721 |
1.3721 |
1.3712 |
| S1 |
1.3681 |
1.3681 |
1.3713 |
1.3661 |
| S2 |
1.3641 |
1.3641 |
1.3705 |
|
| S3 |
1.3561 |
1.3601 |
1.3698 |
|
| S4 |
1.3481 |
1.3521 |
1.3676 |
|
|
| 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 |
1.3770 |
1.3587 |
0.0183 |
1.3% |
0.0068 |
0.5% |
73% |
False |
False |
1,328 |
| 10 |
1.3770 |
1.3483 |
0.0287 |
2.1% |
0.0073 |
0.5% |
83% |
False |
False |
1,195 |
| 20 |
1.3770 |
1.3482 |
0.0288 |
2.1% |
0.0076 |
0.6% |
83% |
False |
False |
1,653 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0073 |
0.5% |
58% |
False |
False |
977 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0068 |
0.5% |
58% |
False |
False |
733 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0065 |
0.5% |
71% |
False |
False |
554 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0057 |
0.4% |
71% |
False |
False |
444 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0052 |
0.4% |
77% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4102 |
|
2.618 |
1.3971 |
|
1.618 |
1.3891 |
|
1.000 |
1.3842 |
|
0.618 |
1.3811 |
|
HIGH |
1.3762 |
|
0.618 |
1.3731 |
|
0.500 |
1.3722 |
|
0.382 |
1.3713 |
|
LOW |
1.3682 |
|
0.618 |
1.3633 |
|
1.000 |
1.3602 |
|
1.618 |
1.3553 |
|
2.618 |
1.3473 |
|
4.250 |
1.3342 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3722 |
1.3726 |
| PP |
1.3721 |
1.3724 |
| S1 |
1.3721 |
1.3722 |
|