CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3818 |
1.3780 |
-0.0038 |
-0.3% |
1.3912 |
| High |
1.3844 |
1.3809 |
-0.0035 |
-0.3% |
1.3947 |
| Low |
1.3747 |
1.3764 |
0.0017 |
0.1% |
1.3747 |
| Close |
1.3779 |
1.3792 |
0.0013 |
0.1% |
1.3792 |
| Range |
0.0097 |
0.0045 |
-0.0052 |
-53.6% |
0.0200 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
209,266 |
140,894 |
-68,372 |
-32.7% |
828,950 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3923 |
1.3903 |
1.3817 |
|
| R3 |
1.3878 |
1.3858 |
1.3804 |
|
| R2 |
1.3833 |
1.3833 |
1.3800 |
|
| R1 |
1.3813 |
1.3813 |
1.3796 |
1.3823 |
| PP |
1.3788 |
1.3788 |
1.3788 |
1.3794 |
| S1 |
1.3768 |
1.3768 |
1.3788 |
1.3778 |
| S2 |
1.3743 |
1.3743 |
1.3784 |
|
| S3 |
1.3698 |
1.3723 |
1.3780 |
|
| S4 |
1.3653 |
1.3678 |
1.3767 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4429 |
1.4310 |
1.3902 |
|
| R3 |
1.4229 |
1.4110 |
1.3847 |
|
| R2 |
1.4029 |
1.4029 |
1.3829 |
|
| R1 |
1.3910 |
1.3910 |
1.3810 |
1.3870 |
| PP |
1.3829 |
1.3829 |
1.3829 |
1.3808 |
| S1 |
1.3710 |
1.3710 |
1.3774 |
1.3670 |
| S2 |
1.3629 |
1.3629 |
1.3755 |
|
| S3 |
1.3429 |
1.3510 |
1.3737 |
|
| S4 |
1.3229 |
1.3310 |
1.3682 |
|
|
| 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% |
0.0080 |
0.6% |
23% |
False |
False |
165,790 |
| 10 |
1.3966 |
1.3747 |
0.0219 |
1.6% |
0.0077 |
0.6% |
21% |
False |
False |
149,053 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0079 |
0.6% |
46% |
False |
False |
78,860 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
64% |
False |
False |
40,295 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
64% |
False |
False |
26,961 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
64% |
False |
False |
20,287 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
74% |
False |
False |
16,233 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0061 |
0.4% |
74% |
False |
False |
13,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4000 |
|
2.618 |
1.3927 |
|
1.618 |
1.3882 |
|
1.000 |
1.3854 |
|
0.618 |
1.3837 |
|
HIGH |
1.3809 |
|
0.618 |
1.3792 |
|
0.500 |
1.3787 |
|
0.382 |
1.3781 |
|
LOW |
1.3764 |
|
0.618 |
1.3736 |
|
1.000 |
1.3719 |
|
1.618 |
1.3691 |
|
2.618 |
1.3646 |
|
4.250 |
1.3573 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3790 |
1.3840 |
| PP |
1.3788 |
1.3824 |
| S1 |
1.3787 |
1.3808 |
|