CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3720 |
1.3749 |
0.0029 |
0.2% |
1.3750 |
| High |
1.3725 |
1.3749 |
0.0024 |
0.2% |
1.3761 |
| Low |
1.3691 |
1.3724 |
0.0033 |
0.2% |
1.3691 |
| Close |
1.3722 |
1.3746 |
0.0024 |
0.2% |
1.3746 |
| Range |
0.0034 |
0.0025 |
-0.0009 |
-26.5% |
0.0070 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
17 |
72 |
55 |
323.5% |
147 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3805 |
1.3760 |
|
| R3 |
1.3790 |
1.3780 |
1.3753 |
|
| R2 |
1.3765 |
1.3765 |
1.3751 |
|
| R1 |
1.3755 |
1.3755 |
1.3748 |
1.3748 |
| PP |
1.3740 |
1.3740 |
1.3740 |
1.3736 |
| S1 |
1.3730 |
1.3730 |
1.3744 |
1.3723 |
| S2 |
1.3715 |
1.3715 |
1.3741 |
|
| S3 |
1.3690 |
1.3705 |
1.3739 |
|
| S4 |
1.3665 |
1.3680 |
1.3732 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3943 |
1.3914 |
1.3785 |
|
| R3 |
1.3873 |
1.3844 |
1.3765 |
|
| R2 |
1.3803 |
1.3803 |
1.3759 |
|
| R1 |
1.3774 |
1.3774 |
1.3752 |
1.3754 |
| PP |
1.3733 |
1.3733 |
1.3733 |
1.3722 |
| S1 |
1.3704 |
1.3704 |
1.3740 |
1.3684 |
| S2 |
1.3663 |
1.3663 |
1.3733 |
|
| S3 |
1.3593 |
1.3634 |
1.3727 |
|
| S4 |
1.3523 |
1.3564 |
1.3708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3761 |
1.3683 |
0.0078 |
0.6% |
0.0022 |
0.2% |
81% |
False |
False |
30 |
| 10 |
1.3761 |
1.3568 |
0.0193 |
1.4% |
0.0031 |
0.2% |
92% |
False |
False |
30 |
| 20 |
1.3761 |
1.3488 |
0.0273 |
2.0% |
0.0038 |
0.3% |
95% |
False |
False |
271 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0034 |
0.2% |
78% |
False |
False |
145 |
| 60 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0032 |
0.2% |
78% |
False |
False |
99 |
| 80 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0030 |
0.2% |
85% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3855 |
|
2.618 |
1.3814 |
|
1.618 |
1.3789 |
|
1.000 |
1.3774 |
|
0.618 |
1.3764 |
|
HIGH |
1.3749 |
|
0.618 |
1.3739 |
|
0.500 |
1.3737 |
|
0.382 |
1.3734 |
|
LOW |
1.3724 |
|
0.618 |
1.3709 |
|
1.000 |
1.3699 |
|
1.618 |
1.3684 |
|
2.618 |
1.3659 |
|
4.250 |
1.3618 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3743 |
1.3739 |
| PP |
1.3740 |
1.3732 |
| S1 |
1.3737 |
1.3726 |
|