CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3782 |
1.3741 |
-0.0041 |
-0.3% |
1.3798 |
| High |
1.3795 |
1.3772 |
-0.0023 |
-0.2% |
1.3875 |
| Low |
1.3727 |
1.3702 |
-0.0025 |
-0.2% |
1.3702 |
| Close |
1.3746 |
1.3750 |
0.0004 |
0.0% |
1.3750 |
| Range |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0173 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
177,625 |
167,417 |
-10,208 |
-5.7% |
926,066 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3921 |
1.3789 |
|
| R3 |
1.3881 |
1.3851 |
1.3769 |
|
| R2 |
1.3811 |
1.3811 |
1.3763 |
|
| R1 |
1.3781 |
1.3781 |
1.3756 |
1.3796 |
| PP |
1.3741 |
1.3741 |
1.3741 |
1.3749 |
| S1 |
1.3711 |
1.3711 |
1.3744 |
1.3726 |
| S2 |
1.3671 |
1.3671 |
1.3737 |
|
| S3 |
1.3601 |
1.3641 |
1.3731 |
|
| S4 |
1.3531 |
1.3571 |
1.3712 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4295 |
1.4195 |
1.3845 |
|
| R3 |
1.4122 |
1.4022 |
1.3798 |
|
| R2 |
1.3949 |
1.3949 |
1.3782 |
|
| R1 |
1.3849 |
1.3849 |
1.3766 |
1.3813 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3757 |
| S1 |
1.3676 |
1.3676 |
1.3734 |
1.3640 |
| S2 |
1.3603 |
1.3603 |
1.3718 |
|
| S3 |
1.3430 |
1.3503 |
1.3702 |
|
| S4 |
1.3257 |
1.3330 |
1.3655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3875 |
1.3702 |
0.0173 |
1.3% |
0.0081 |
0.6% |
28% |
False |
True |
185,213 |
| 10 |
1.3947 |
1.3702 |
0.0245 |
1.8% |
0.0081 |
0.6% |
20% |
False |
True |
175,501 |
| 20 |
1.3966 |
1.3702 |
0.0264 |
1.9% |
0.0078 |
0.6% |
18% |
False |
True |
124,244 |
| 40 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0075 |
0.5% |
55% |
False |
False |
63,168 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0076 |
0.6% |
55% |
False |
False |
42,385 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0073 |
0.5% |
55% |
False |
False |
31,860 |
| 100 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0070 |
0.5% |
67% |
False |
False |
25,492 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0064 |
0.5% |
67% |
False |
False |
21,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4070 |
|
2.618 |
1.3955 |
|
1.618 |
1.3885 |
|
1.000 |
1.3842 |
|
0.618 |
1.3815 |
|
HIGH |
1.3772 |
|
0.618 |
1.3745 |
|
0.500 |
1.3737 |
|
0.382 |
1.3729 |
|
LOW |
1.3702 |
|
0.618 |
1.3659 |
|
1.000 |
1.3632 |
|
1.618 |
1.3589 |
|
2.618 |
1.3519 |
|
4.250 |
1.3405 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3746 |
1.3764 |
| PP |
1.3741 |
1.3759 |
| S1 |
1.3737 |
1.3755 |
|