CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3932 |
1.3818 |
-0.0114 |
-0.8% |
1.3871 |
| High |
1.3933 |
1.3844 |
-0.0089 |
-0.6% |
1.3966 |
| Low |
1.3808 |
1.3747 |
-0.0061 |
-0.4% |
1.3832 |
| Close |
1.3828 |
1.3779 |
-0.0049 |
-0.4% |
1.3903 |
| Range |
0.0125 |
0.0097 |
-0.0028 |
-22.4% |
0.0134 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.6% |
0.0000 |
| Volume |
186,383 |
209,266 |
22,883 |
12.3% |
661,587 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.4027 |
1.3832 |
|
| R3 |
1.3984 |
1.3930 |
1.3806 |
|
| R2 |
1.3887 |
1.3887 |
1.3797 |
|
| R1 |
1.3833 |
1.3833 |
1.3788 |
1.3812 |
| PP |
1.3790 |
1.3790 |
1.3790 |
1.3779 |
| S1 |
1.3736 |
1.3736 |
1.3770 |
1.3715 |
| S2 |
1.3693 |
1.3693 |
1.3761 |
|
| S3 |
1.3596 |
1.3639 |
1.3752 |
|
| S4 |
1.3499 |
1.3542 |
1.3726 |
|
|
| 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 |
1.3947 |
1.3747 |
0.0200 |
1.5% |
0.0089 |
0.6% |
16% |
False |
True |
184,046 |
| 10 |
1.3966 |
1.3747 |
0.0219 |
1.6% |
0.0078 |
0.6% |
15% |
False |
True |
137,493 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0079 |
0.6% |
42% |
False |
False |
71,905 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0078 |
0.6% |
61% |
False |
False |
36,779 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
61% |
False |
False |
24,620 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
61% |
False |
False |
18,526 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
72% |
False |
False |
14,824 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0061 |
0.4% |
72% |
False |
False |
12,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4256 |
|
2.618 |
1.4098 |
|
1.618 |
1.4001 |
|
1.000 |
1.3941 |
|
0.618 |
1.3904 |
|
HIGH |
1.3844 |
|
0.618 |
1.3807 |
|
0.500 |
1.3796 |
|
0.382 |
1.3784 |
|
LOW |
1.3747 |
|
0.618 |
1.3687 |
|
1.000 |
1.3650 |
|
1.618 |
1.3590 |
|
2.618 |
1.3493 |
|
4.250 |
1.3335 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3796 |
1.3845 |
| PP |
1.3790 |
1.3823 |
| S1 |
1.3785 |
1.3801 |
|