CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3684 |
1.3706 |
0.0022 |
0.2% |
1.3741 |
| High |
1.3727 |
1.3827 |
0.0100 |
0.7% |
1.3827 |
| Low |
1.3644 |
1.3695 |
0.0051 |
0.4% |
1.3644 |
| Close |
1.3712 |
1.3822 |
0.0110 |
0.8% |
1.3822 |
| Range |
0.0083 |
0.0132 |
0.0049 |
59.0% |
0.0183 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
6.0% |
0.0000 |
| Volume |
2,685 |
6,280 |
3,595 |
133.9% |
18,381 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4177 |
1.4132 |
1.3895 |
|
| R3 |
1.4045 |
1.4000 |
1.3858 |
|
| R2 |
1.3913 |
1.3913 |
1.3846 |
|
| R1 |
1.3868 |
1.3868 |
1.3834 |
1.3891 |
| PP |
1.3781 |
1.3781 |
1.3781 |
1.3793 |
| S1 |
1.3736 |
1.3736 |
1.3810 |
1.3759 |
| S2 |
1.3649 |
1.3649 |
1.3798 |
|
| S3 |
1.3517 |
1.3604 |
1.3786 |
|
| S4 |
1.3385 |
1.3472 |
1.3749 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4251 |
1.3923 |
|
| R3 |
1.4130 |
1.4068 |
1.3872 |
|
| R2 |
1.3947 |
1.3947 |
1.3856 |
|
| R1 |
1.3885 |
1.3885 |
1.3839 |
1.3916 |
| PP |
1.3764 |
1.3764 |
1.3764 |
1.3780 |
| S1 |
1.3702 |
1.3702 |
1.3805 |
1.3733 |
| S2 |
1.3581 |
1.3581 |
1.3788 |
|
| S3 |
1.3398 |
1.3519 |
1.3772 |
|
| S4 |
1.3215 |
1.3336 |
1.3721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3827 |
1.3644 |
0.0183 |
1.3% |
0.0085 |
0.6% |
97% |
True |
False |
3,676 |
| 10 |
1.3827 |
1.3644 |
0.0183 |
1.3% |
0.0072 |
0.5% |
97% |
True |
False |
2,575 |
| 20 |
1.3827 |
1.3482 |
0.0345 |
2.5% |
0.0072 |
0.5% |
99% |
True |
False |
2,092 |
| 40 |
1.3827 |
1.3482 |
0.0345 |
2.5% |
0.0075 |
0.5% |
99% |
True |
False |
1,456 |
| 60 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0071 |
0.5% |
83% |
False |
False |
1,066 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0068 |
0.5% |
88% |
False |
False |
804 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0062 |
0.4% |
88% |
False |
False |
645 |
| 120 |
1.3892 |
1.3201 |
0.0691 |
5.0% |
0.0055 |
0.4% |
90% |
False |
False |
538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4388 |
|
2.618 |
1.4173 |
|
1.618 |
1.4041 |
|
1.000 |
1.3959 |
|
0.618 |
1.3909 |
|
HIGH |
1.3827 |
|
0.618 |
1.3777 |
|
0.500 |
1.3761 |
|
0.382 |
1.3745 |
|
LOW |
1.3695 |
|
0.618 |
1.3613 |
|
1.000 |
1.3563 |
|
1.618 |
1.3481 |
|
2.618 |
1.3349 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3802 |
1.3793 |
| PP |
1.3781 |
1.3764 |
| S1 |
1.3761 |
1.3736 |
|