CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3912 |
1.3920 |
0.0008 |
0.1% |
1.3871 |
| High |
1.3947 |
1.3942 |
-0.0005 |
0.0% |
1.3966 |
| Low |
1.3878 |
1.3878 |
0.0000 |
0.0% |
1.3832 |
| Close |
1.3919 |
1.3928 |
0.0009 |
0.1% |
1.3903 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0134 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
133,961 |
158,446 |
24,485 |
18.3% |
661,587 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4108 |
1.4082 |
1.3963 |
|
| R3 |
1.4044 |
1.4018 |
1.3946 |
|
| R2 |
1.3980 |
1.3980 |
1.3940 |
|
| R1 |
1.3954 |
1.3954 |
1.3934 |
1.3967 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3923 |
| S1 |
1.3890 |
1.3890 |
1.3922 |
1.3903 |
| S2 |
1.3852 |
1.3852 |
1.3916 |
|
| S3 |
1.3788 |
1.3826 |
1.3910 |
|
| S4 |
1.3724 |
1.3762 |
1.3893 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4302 |
1.4237 |
1.3977 |
|
| R3 |
1.4168 |
1.4103 |
1.3940 |
|
| R2 |
1.4034 |
1.4034 |
1.3928 |
|
| R1 |
1.3969 |
1.3969 |
1.3915 |
1.4002 |
| PP |
1.3900 |
1.3900 |
1.3900 |
1.3917 |
| S1 |
1.3835 |
1.3835 |
1.3891 |
1.3868 |
| S2 |
1.3766 |
1.3766 |
1.3878 |
|
| S3 |
1.3632 |
1.3701 |
1.3866 |
|
| S4 |
1.3498 |
1.3567 |
1.3829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3966 |
1.3842 |
0.0124 |
0.9% |
0.0083 |
0.6% |
69% |
False |
False |
171,427 |
| 10 |
1.3966 |
1.3709 |
0.0257 |
1.8% |
0.0075 |
0.5% |
85% |
False |
False |
100,982 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0074 |
0.5% |
88% |
False |
False |
52,309 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
92% |
False |
False |
26,913 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
92% |
False |
False |
18,036 |
| 80 |
1.3966 |
1.3405 |
0.0561 |
4.0% |
0.0070 |
0.5% |
93% |
False |
False |
13,581 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0066 |
0.5% |
94% |
False |
False |
10,868 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0059 |
0.4% |
94% |
False |
False |
9,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4214 |
|
2.618 |
1.4110 |
|
1.618 |
1.4046 |
|
1.000 |
1.4006 |
|
0.618 |
1.3982 |
|
HIGH |
1.3942 |
|
0.618 |
1.3918 |
|
0.500 |
1.3910 |
|
0.382 |
1.3902 |
|
LOW |
1.3878 |
|
0.618 |
1.3838 |
|
1.000 |
1.3814 |
|
1.618 |
1.3774 |
|
2.618 |
1.3710 |
|
4.250 |
1.3606 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3922 |
1.3918 |
| PP |
1.3916 |
1.3907 |
| S1 |
1.3910 |
1.3897 |
|