CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3877 |
1.3859 |
-0.0018 |
-0.1% |
1.3781 |
| High |
1.3878 |
1.3914 |
0.0036 |
0.3% |
1.3913 |
| Low |
1.3832 |
1.3842 |
0.0010 |
0.1% |
1.3709 |
| Close |
1.3869 |
1.3902 |
0.0033 |
0.2% |
1.3871 |
| Range |
0.0046 |
0.0072 |
0.0026 |
56.5% |
0.0204 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
62,112 |
123,102 |
60,990 |
98.2% |
68,289 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4102 |
1.4074 |
1.3942 |
|
| R3 |
1.4030 |
1.4002 |
1.3922 |
|
| R2 |
1.3958 |
1.3958 |
1.3915 |
|
| R1 |
1.3930 |
1.3930 |
1.3909 |
1.3944 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3893 |
| S1 |
1.3858 |
1.3858 |
1.3895 |
1.3872 |
| S2 |
1.3814 |
1.3814 |
1.3889 |
|
| S3 |
1.3742 |
1.3786 |
1.3882 |
|
| S4 |
1.3670 |
1.3714 |
1.3862 |
|
|
| 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 |
1.3914 |
1.3722 |
0.0192 |
1.4% |
0.0073 |
0.5% |
94% |
True |
False |
54,168 |
| 10 |
1.3914 |
1.3644 |
0.0270 |
1.9% |
0.0075 |
0.5% |
96% |
True |
False |
29,721 |
| 20 |
1.3914 |
1.3563 |
0.0351 |
2.5% |
0.0072 |
0.5% |
97% |
True |
False |
15,859 |
| 40 |
1.3914 |
1.3482 |
0.0432 |
3.1% |
0.0073 |
0.5% |
97% |
True |
False |
8,605 |
| 60 |
1.3914 |
1.3482 |
0.0432 |
3.1% |
0.0073 |
0.5% |
97% |
True |
False |
5,811 |
| 80 |
1.3914 |
1.3405 |
0.0509 |
3.7% |
0.0068 |
0.5% |
98% |
True |
False |
4,406 |
| 100 |
1.3914 |
1.3302 |
0.0612 |
4.4% |
0.0065 |
0.5% |
98% |
True |
False |
3,527 |
| 120 |
1.3914 |
1.3302 |
0.0612 |
4.4% |
0.0057 |
0.4% |
98% |
True |
False |
2,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4220 |
|
2.618 |
1.4102 |
|
1.618 |
1.4030 |
|
1.000 |
1.3986 |
|
0.618 |
1.3958 |
|
HIGH |
1.3914 |
|
0.618 |
1.3886 |
|
0.500 |
1.3878 |
|
0.382 |
1.3870 |
|
LOW |
1.3842 |
|
0.618 |
1.3798 |
|
1.000 |
1.3770 |
|
1.618 |
1.3726 |
|
2.618 |
1.3654 |
|
4.250 |
1.3536 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3894 |
1.3892 |
| PP |
1.3886 |
1.3883 |
| S1 |
1.3878 |
1.3873 |
|