CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3826 |
1.3782 |
-0.0044 |
-0.3% |
1.3912 |
| High |
1.3826 |
1.3795 |
-0.0031 |
-0.2% |
1.3947 |
| Low |
1.3774 |
1.3727 |
-0.0047 |
-0.3% |
1.3747 |
| Close |
1.3789 |
1.3746 |
-0.0043 |
-0.3% |
1.3792 |
| Range |
0.0052 |
0.0068 |
0.0016 |
30.8% |
0.0200 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
143,984 |
177,625 |
33,641 |
23.4% |
828,950 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3921 |
1.3783 |
|
| R3 |
1.3892 |
1.3853 |
1.3765 |
|
| R2 |
1.3824 |
1.3824 |
1.3758 |
|
| R1 |
1.3785 |
1.3785 |
1.3752 |
1.3771 |
| PP |
1.3756 |
1.3756 |
1.3756 |
1.3749 |
| S1 |
1.3717 |
1.3717 |
1.3740 |
1.3703 |
| S2 |
1.3688 |
1.3688 |
1.3734 |
|
| S3 |
1.3620 |
1.3649 |
1.3727 |
|
| S4 |
1.3552 |
1.3581 |
1.3709 |
|
|
| 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 |
1.3875 |
1.3727 |
0.0148 |
1.1% |
0.0076 |
0.6% |
13% |
False |
True |
179,908 |
| 10 |
1.3947 |
1.3727 |
0.0220 |
1.6% |
0.0083 |
0.6% |
9% |
False |
True |
181,977 |
| 20 |
1.3966 |
1.3695 |
0.0271 |
2.0% |
0.0081 |
0.6% |
19% |
False |
False |
116,187 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.6% |
55% |
False |
False |
59,214 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.5% |
55% |
False |
False |
39,599 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
55% |
False |
False |
29,768 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0069 |
0.5% |
67% |
False |
False |
23,818 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0064 |
0.5% |
67% |
False |
False |
19,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4084 |
|
2.618 |
1.3973 |
|
1.618 |
1.3905 |
|
1.000 |
1.3863 |
|
0.618 |
1.3837 |
|
HIGH |
1.3795 |
|
0.618 |
1.3769 |
|
0.500 |
1.3761 |
|
0.382 |
1.3753 |
|
LOW |
1.3727 |
|
0.618 |
1.3685 |
|
1.000 |
1.3659 |
|
1.618 |
1.3617 |
|
2.618 |
1.3549 |
|
4.250 |
1.3438 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3761 |
1.3786 |
| PP |
1.3756 |
1.3773 |
| S1 |
1.3751 |
1.3759 |
|