CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3920 |
1.3932 |
0.0012 |
0.1% |
1.3871 |
| High |
1.3942 |
1.3933 |
-0.0009 |
-0.1% |
1.3966 |
| Low |
1.3878 |
1.3808 |
-0.0070 |
-0.5% |
1.3832 |
| Close |
1.3928 |
1.3828 |
-0.0100 |
-0.7% |
1.3903 |
| Range |
0.0064 |
0.0125 |
0.0061 |
95.3% |
0.0134 |
| ATR |
0.0076 |
0.0079 |
0.0004 |
4.6% |
0.0000 |
| Volume |
158,446 |
186,383 |
27,937 |
17.6% |
661,587 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4231 |
1.4155 |
1.3897 |
|
| R3 |
1.4106 |
1.4030 |
1.3862 |
|
| R2 |
1.3981 |
1.3981 |
1.3851 |
|
| R1 |
1.3905 |
1.3905 |
1.3839 |
1.3881 |
| PP |
1.3856 |
1.3856 |
1.3856 |
1.3844 |
| S1 |
1.3780 |
1.3780 |
1.3817 |
1.3756 |
| S2 |
1.3731 |
1.3731 |
1.3805 |
|
| S3 |
1.3606 |
1.3655 |
1.3794 |
|
| S4 |
1.3481 |
1.3530 |
1.3759 |
|
|
| 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 |
1.3808 |
0.0158 |
1.1% |
0.0094 |
0.7% |
13% |
False |
True |
184,084 |
| 10 |
1.3966 |
1.3722 |
0.0244 |
1.8% |
0.0084 |
0.6% |
43% |
False |
False |
119,126 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0078 |
0.6% |
57% |
False |
False |
61,493 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.6% |
71% |
False |
False |
31,560 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
71% |
False |
False |
21,137 |
| 80 |
1.3966 |
1.3405 |
0.0561 |
4.1% |
0.0071 |
0.5% |
75% |
False |
False |
15,911 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0067 |
0.5% |
79% |
False |
False |
12,731 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0060 |
0.4% |
79% |
False |
False |
10,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4464 |
|
2.618 |
1.4260 |
|
1.618 |
1.4135 |
|
1.000 |
1.4058 |
|
0.618 |
1.4010 |
|
HIGH |
1.3933 |
|
0.618 |
1.3885 |
|
0.500 |
1.3871 |
|
0.382 |
1.3856 |
|
LOW |
1.3808 |
|
0.618 |
1.3731 |
|
1.000 |
1.3683 |
|
1.618 |
1.3606 |
|
2.618 |
1.3481 |
|
4.250 |
1.3277 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3871 |
1.3878 |
| PP |
1.3856 |
1.3861 |
| S1 |
1.3842 |
1.3845 |
|