CME Euro FX (E) Future June 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.3871 |
1.3877 |
0.0006 |
0.0% |
1.3781 |
High |
1.3897 |
1.3878 |
-0.0019 |
-0.1% |
1.3913 |
Low |
1.3860 |
1.3832 |
-0.0028 |
-0.2% |
1.3709 |
Close |
1.3868 |
1.3869 |
0.0001 |
0.0% |
1.3871 |
Range |
0.0037 |
0.0046 |
0.0009 |
24.3% |
0.0204 |
ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
34,743 |
62,112 |
27,369 |
78.8% |
68,289 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3998 |
1.3979 |
1.3894 |
|
R3 |
1.3952 |
1.3933 |
1.3882 |
|
R2 |
1.3906 |
1.3906 |
1.3877 |
|
R1 |
1.3887 |
1.3887 |
1.3873 |
1.3874 |
PP |
1.3860 |
1.3860 |
1.3860 |
1.3853 |
S1 |
1.3841 |
1.3841 |
1.3865 |
1.3828 |
S2 |
1.3814 |
1.3814 |
1.3861 |
|
S3 |
1.3768 |
1.3795 |
1.3856 |
|
S4 |
1.3722 |
1.3749 |
1.3844 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4443 |
1.4361 |
1.3983 |
|
R3 |
1.4239 |
1.4157 |
1.3927 |
|
R2 |
1.4035 |
1.4035 |
1.3908 |
|
R1 |
1.3953 |
1.3953 |
1.3890 |
1.3994 |
PP |
1.3831 |
1.3831 |
1.3831 |
1.3852 |
S1 |
1.3749 |
1.3749 |
1.3852 |
1.3790 |
S2 |
1.3627 |
1.3627 |
1.3834 |
|
S3 |
1.3423 |
1.3545 |
1.3815 |
|
S4 |
1.3219 |
1.3341 |
1.3759 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3913 |
1.3709 |
0.0204 |
1.5% |
0.0067 |
0.5% |
78% |
False |
False |
30,537 |
10 |
1.3913 |
1.3644 |
0.0269 |
1.9% |
0.0077 |
0.6% |
84% |
False |
False |
17,761 |
20 |
1.3913 |
1.3563 |
0.0350 |
2.5% |
0.0071 |
0.5% |
87% |
False |
False |
9,734 |
40 |
1.3913 |
1.3482 |
0.0431 |
3.1% |
0.0072 |
0.5% |
90% |
False |
False |
5,537 |
60 |
1.3913 |
1.3482 |
0.0431 |
3.1% |
0.0073 |
0.5% |
90% |
False |
False |
3,797 |
80 |
1.3913 |
1.3397 |
0.0516 |
3.7% |
0.0068 |
0.5% |
91% |
False |
False |
2,867 |
100 |
1.3913 |
1.3302 |
0.0611 |
4.4% |
0.0065 |
0.5% |
93% |
False |
False |
2,297 |
120 |
1.3913 |
1.3302 |
0.0611 |
4.4% |
0.0058 |
0.4% |
93% |
False |
False |
1,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4074 |
2.618 |
1.3998 |
1.618 |
1.3952 |
1.000 |
1.3924 |
0.618 |
1.3906 |
HIGH |
1.3878 |
0.618 |
1.3860 |
0.500 |
1.3855 |
0.382 |
1.3850 |
LOW |
1.3832 |
0.618 |
1.3804 |
1.000 |
1.3786 |
1.618 |
1.3758 |
2.618 |
1.3712 |
4.250 |
1.3637 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3864 |
1.3873 |
PP |
1.3860 |
1.3871 |
S1 |
1.3855 |
1.3870 |
|