CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3719 |
1.3741 |
0.0022 |
0.2% |
1.3697 |
| High |
1.3758 |
1.3774 |
0.0016 |
0.1% |
1.3770 |
| Low |
1.3703 |
1.3709 |
0.0006 |
0.0% |
1.3682 |
| Close |
1.3744 |
1.3735 |
-0.0009 |
-0.1% |
1.3744 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0088 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,792 |
3,142 |
1,350 |
75.3% |
6,189 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3900 |
1.3771 |
|
| R3 |
1.3869 |
1.3835 |
1.3753 |
|
| R2 |
1.3804 |
1.3804 |
1.3747 |
|
| R1 |
1.3770 |
1.3770 |
1.3741 |
1.3755 |
| PP |
1.3739 |
1.3739 |
1.3739 |
1.3732 |
| S1 |
1.3705 |
1.3705 |
1.3729 |
1.3690 |
| S2 |
1.3674 |
1.3674 |
1.3723 |
|
| S3 |
1.3609 |
1.3640 |
1.3717 |
|
| S4 |
1.3544 |
1.3575 |
1.3699 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3996 |
1.3958 |
1.3792 |
|
| R3 |
1.3908 |
1.3870 |
1.3768 |
|
| R2 |
1.3820 |
1.3820 |
1.3760 |
|
| R1 |
1.3782 |
1.3782 |
1.3752 |
1.3801 |
| PP |
1.3732 |
1.3732 |
1.3732 |
1.3742 |
| S1 |
1.3694 |
1.3694 |
1.3736 |
1.3713 |
| S2 |
1.3644 |
1.3644 |
1.3728 |
|
| S3 |
1.3556 |
1.3606 |
1.3720 |
|
| S4 |
1.3468 |
1.3518 |
1.3696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3774 |
1.3682 |
0.0092 |
0.7% |
0.0064 |
0.5% |
58% |
True |
False |
1,866 |
| 10 |
1.3774 |
1.3563 |
0.0211 |
1.5% |
0.0063 |
0.5% |
82% |
True |
False |
1,491 |
| 20 |
1.3774 |
1.3482 |
0.0292 |
2.1% |
0.0071 |
0.5% |
87% |
True |
False |
1,851 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0075 |
0.5% |
62% |
False |
False |
1,089 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0068 |
0.5% |
62% |
False |
False |
814 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0066 |
0.5% |
73% |
False |
False |
615 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0058 |
0.4% |
73% |
False |
False |
493 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0052 |
0.4% |
79% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4050 |
|
2.618 |
1.3944 |
|
1.618 |
1.3879 |
|
1.000 |
1.3839 |
|
0.618 |
1.3814 |
|
HIGH |
1.3774 |
|
0.618 |
1.3749 |
|
0.500 |
1.3742 |
|
0.382 |
1.3734 |
|
LOW |
1.3709 |
|
0.618 |
1.3669 |
|
1.000 |
1.3644 |
|
1.618 |
1.3604 |
|
2.618 |
1.3539 |
|
4.250 |
1.3433 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3742 |
1.3733 |
| PP |
1.3739 |
1.3730 |
| S1 |
1.3737 |
1.3728 |
|