CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3798 |
1.3837 |
0.0039 |
0.3% |
1.3912 |
| High |
1.3875 |
1.3845 |
-0.0030 |
-0.2% |
1.3947 |
| Low |
1.3758 |
1.3747 |
-0.0011 |
-0.1% |
1.3747 |
| Close |
1.3837 |
1.3825 |
-0.0012 |
-0.1% |
1.3792 |
| Range |
0.0117 |
0.0098 |
-0.0019 |
-16.2% |
0.0200 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.5% |
0.0000 |
| Volume |
192,093 |
244,947 |
52,854 |
27.5% |
828,950 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4100 |
1.4060 |
1.3879 |
|
| R3 |
1.4002 |
1.3962 |
1.3852 |
|
| R2 |
1.3904 |
1.3904 |
1.3843 |
|
| R1 |
1.3864 |
1.3864 |
1.3834 |
1.3835 |
| PP |
1.3806 |
1.3806 |
1.3806 |
1.3791 |
| S1 |
1.3766 |
1.3766 |
1.3816 |
1.3737 |
| S2 |
1.3708 |
1.3708 |
1.3807 |
|
| S3 |
1.3610 |
1.3668 |
1.3798 |
|
| S4 |
1.3512 |
1.3570 |
1.3771 |
|
|
| 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 |
1.3933 |
1.3747 |
0.0186 |
1.3% |
0.0096 |
0.7% |
42% |
False |
True |
194,716 |
| 10 |
1.3966 |
1.3747 |
0.0219 |
1.6% |
0.0090 |
0.7% |
36% |
False |
True |
183,072 |
| 20 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0084 |
0.6% |
56% |
False |
False |
100,416 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.6% |
71% |
False |
False |
51,186 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0078 |
0.6% |
71% |
False |
False |
34,243 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0072 |
0.5% |
71% |
False |
False |
25,749 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0069 |
0.5% |
79% |
False |
False |
20,603 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0063 |
0.5% |
79% |
False |
False |
17,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4262 |
|
2.618 |
1.4102 |
|
1.618 |
1.4004 |
|
1.000 |
1.3943 |
|
0.618 |
1.3906 |
|
HIGH |
1.3845 |
|
0.618 |
1.3808 |
|
0.500 |
1.3796 |
|
0.382 |
1.3784 |
|
LOW |
1.3747 |
|
0.618 |
1.3686 |
|
1.000 |
1.3649 |
|
1.618 |
1.3588 |
|
2.618 |
1.3490 |
|
4.250 |
1.3331 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3815 |
1.3820 |
| PP |
1.3806 |
1.3816 |
| S1 |
1.3796 |
1.3811 |
|