CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3733 |
1.3656 |
-0.0077 |
-0.6% |
1.3750 |
| High |
1.3733 |
1.3717 |
-0.0016 |
-0.1% |
1.3761 |
| Low |
1.3665 |
1.3648 |
-0.0017 |
-0.1% |
1.3691 |
| Close |
1.3685 |
1.3713 |
0.0028 |
0.2% |
1.3746 |
| Range |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0070 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
3.0% |
0.0000 |
| Volume |
54 |
55 |
1 |
1.9% |
147 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3900 |
1.3875 |
1.3751 |
|
| R3 |
1.3831 |
1.3806 |
1.3732 |
|
| R2 |
1.3762 |
1.3762 |
1.3726 |
|
| R1 |
1.3737 |
1.3737 |
1.3719 |
1.3750 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3699 |
| S1 |
1.3668 |
1.3668 |
1.3707 |
1.3681 |
| S2 |
1.3624 |
1.3624 |
1.3700 |
|
| S3 |
1.3555 |
1.3599 |
1.3694 |
|
| S4 |
1.3486 |
1.3530 |
1.3675 |
|
|
| 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 |
1.3752 |
1.3648 |
0.0104 |
0.8% |
0.0037 |
0.3% |
63% |
False |
True |
39 |
| 10 |
1.3761 |
1.3648 |
0.0113 |
0.8% |
0.0028 |
0.2% |
58% |
False |
True |
30 |
| 20 |
1.3761 |
1.3488 |
0.0273 |
2.0% |
0.0041 |
0.3% |
82% |
False |
False |
60 |
| 40 |
1.3792 |
1.3488 |
0.0304 |
2.2% |
0.0036 |
0.3% |
74% |
False |
False |
148 |
| 60 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0034 |
0.2% |
68% |
False |
False |
101 |
| 80 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0031 |
0.2% |
79% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4010 |
|
2.618 |
1.3898 |
|
1.618 |
1.3829 |
|
1.000 |
1.3786 |
|
0.618 |
1.3760 |
|
HIGH |
1.3717 |
|
0.618 |
1.3691 |
|
0.500 |
1.3683 |
|
0.382 |
1.3674 |
|
LOW |
1.3648 |
|
0.618 |
1.3605 |
|
1.000 |
1.3579 |
|
1.618 |
1.3536 |
|
2.618 |
1.3467 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3703 |
1.3709 |
| PP |
1.3693 |
1.3704 |
| S1 |
1.3683 |
1.3700 |
|