CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3749 |
1.3742 |
-0.0007 |
-0.1% |
1.3750 |
| High |
1.3749 |
1.3742 |
-0.0007 |
-0.1% |
1.3761 |
| Low |
1.3724 |
1.3737 |
0.0013 |
0.1% |
1.3691 |
| Close |
1.3746 |
1.3737 |
-0.0009 |
-0.1% |
1.3746 |
| Range |
0.0025 |
0.0005 |
-0.0020 |
-80.0% |
0.0070 |
| ATR |
0.0051 |
0.0048 |
-0.0003 |
-5.9% |
0.0000 |
| Volume |
72 |
5 |
-67 |
-93.1% |
147 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3754 |
1.3750 |
1.3740 |
|
| R3 |
1.3749 |
1.3745 |
1.3738 |
|
| R2 |
1.3744 |
1.3744 |
1.3738 |
|
| R1 |
1.3740 |
1.3740 |
1.3737 |
1.3740 |
| PP |
1.3739 |
1.3739 |
1.3739 |
1.3738 |
| S1 |
1.3735 |
1.3735 |
1.3737 |
1.3735 |
| S2 |
1.3734 |
1.3734 |
1.3736 |
|
| S3 |
1.3729 |
1.3730 |
1.3736 |
|
| S4 |
1.3724 |
1.3725 |
1.3734 |
|
|
| 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 |
1.3691 |
0.0070 |
0.5% |
0.0018 |
0.1% |
66% |
False |
False |
30 |
| 10 |
1.3761 |
1.3568 |
0.0193 |
1.4% |
0.0025 |
0.2% |
88% |
False |
False |
26 |
| 20 |
1.3761 |
1.3488 |
0.0273 |
2.0% |
0.0035 |
0.3% |
91% |
False |
False |
56 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0034 |
0.2% |
75% |
False |
False |
145 |
| 60 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0032 |
0.2% |
75% |
False |
False |
99 |
| 80 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0030 |
0.2% |
83% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3755 |
|
1.618 |
1.3750 |
|
1.000 |
1.3747 |
|
0.618 |
1.3745 |
|
HIGH |
1.3742 |
|
0.618 |
1.3740 |
|
0.500 |
1.3740 |
|
0.382 |
1.3739 |
|
LOW |
1.3737 |
|
0.618 |
1.3734 |
|
1.000 |
1.3732 |
|
1.618 |
1.3729 |
|
2.618 |
1.3724 |
|
4.250 |
1.3716 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3740 |
1.3731 |
| PP |
1.3739 |
1.3726 |
| S1 |
1.3738 |
1.3720 |
|