CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3606 |
1.3675 |
0.0069 |
0.5% |
1.3507 |
| High |
1.3606 |
1.3677 |
0.0071 |
0.5% |
1.3630 |
| Low |
1.3568 |
1.3667 |
0.0099 |
0.7% |
1.3490 |
| Close |
1.3596 |
1.3677 |
0.0081 |
0.6% |
1.3630 |
| Range |
0.0038 |
0.0010 |
-0.0028 |
-73.7% |
0.0140 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.1% |
0.0000 |
| Volume |
17 |
25 |
8 |
47.1% |
225 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3700 |
1.3683 |
|
| R3 |
1.3694 |
1.3690 |
1.3680 |
|
| R2 |
1.3684 |
1.3684 |
1.3679 |
|
| R1 |
1.3680 |
1.3680 |
1.3678 |
1.3682 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3675 |
| S1 |
1.3670 |
1.3670 |
1.3676 |
1.3672 |
| S2 |
1.3664 |
1.3664 |
1.3675 |
|
| S3 |
1.3654 |
1.3660 |
1.3674 |
|
| S4 |
1.3644 |
1.3650 |
1.3672 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4003 |
1.3957 |
1.3707 |
|
| R3 |
1.3863 |
1.3817 |
1.3669 |
|
| R2 |
1.3723 |
1.3723 |
1.3656 |
|
| R1 |
1.3677 |
1.3677 |
1.3643 |
1.3700 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3595 |
| S1 |
1.3537 |
1.3537 |
1.3617 |
1.3560 |
| S2 |
1.3443 |
1.3443 |
1.3604 |
|
| S3 |
1.3303 |
1.3397 |
1.3592 |
|
| S4 |
1.3163 |
1.3257 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3685 |
1.3568 |
0.0117 |
0.9% |
0.0040 |
0.3% |
93% |
False |
False |
29 |
| 10 |
1.3685 |
1.3488 |
0.0197 |
1.4% |
0.0047 |
0.3% |
96% |
False |
False |
91 |
| 20 |
1.3727 |
1.3488 |
0.0239 |
1.7% |
0.0045 |
0.3% |
79% |
False |
False |
278 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0035 |
0.3% |
57% |
False |
False |
143 |
| 60 |
1.3820 |
1.3429 |
0.0391 |
2.9% |
0.0031 |
0.2% |
63% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3720 |
|
2.618 |
1.3703 |
|
1.618 |
1.3693 |
|
1.000 |
1.3687 |
|
0.618 |
1.3683 |
|
HIGH |
1.3677 |
|
0.618 |
1.3673 |
|
0.500 |
1.3672 |
|
0.382 |
1.3671 |
|
LOW |
1.3667 |
|
0.618 |
1.3661 |
|
1.000 |
1.3657 |
|
1.618 |
1.3651 |
|
2.618 |
1.3641 |
|
4.250 |
1.3625 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3675 |
1.3660 |
| PP |
1.3674 |
1.3643 |
| S1 |
1.3672 |
1.3627 |
|