CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3656 |
1.3703 |
0.0047 |
0.3% |
1.3742 |
| High |
1.3717 |
1.3823 |
0.0106 |
0.8% |
1.3823 |
| Low |
1.3648 |
1.3703 |
0.0055 |
0.4% |
1.3648 |
| Close |
1.3713 |
1.3823 |
0.0110 |
0.8% |
1.3823 |
| Range |
0.0069 |
0.0120 |
0.0051 |
73.9% |
0.0175 |
| ATR |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0000 |
| Volume |
55 |
55 |
0 |
0.0% |
180 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4143 |
1.4103 |
1.3889 |
|
| R3 |
1.4023 |
1.3983 |
1.3856 |
|
| R2 |
1.3903 |
1.3903 |
1.3845 |
|
| R1 |
1.3863 |
1.3863 |
1.3834 |
1.3883 |
| PP |
1.3783 |
1.3783 |
1.3783 |
1.3793 |
| S1 |
1.3743 |
1.3743 |
1.3812 |
1.3763 |
| S2 |
1.3663 |
1.3663 |
1.3801 |
|
| S3 |
1.3543 |
1.3623 |
1.3790 |
|
| S4 |
1.3423 |
1.3503 |
1.3757 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4290 |
1.4231 |
1.3919 |
|
| R3 |
1.4115 |
1.4056 |
1.3871 |
|
| R2 |
1.3940 |
1.3940 |
1.3855 |
|
| R1 |
1.3881 |
1.3881 |
1.3839 |
1.3911 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3779 |
| S1 |
1.3706 |
1.3706 |
1.3807 |
1.3736 |
| S2 |
1.3590 |
1.3590 |
1.3791 |
|
| S3 |
1.3415 |
1.3531 |
1.3775 |
|
| S4 |
1.3240 |
1.3356 |
1.3727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3823 |
1.3648 |
0.0175 |
1.3% |
0.0056 |
0.4% |
100% |
True |
False |
36 |
| 10 |
1.3823 |
1.3648 |
0.0175 |
1.3% |
0.0039 |
0.3% |
100% |
True |
False |
33 |
| 20 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0043 |
0.3% |
100% |
True |
False |
62 |
| 40 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0038 |
0.3% |
100% |
True |
False |
149 |
| 60 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0035 |
0.3% |
100% |
True |
False |
102 |
| 80 |
1.3823 |
1.3318 |
0.0505 |
3.7% |
0.0032 |
0.2% |
100% |
True |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4333 |
|
2.618 |
1.4137 |
|
1.618 |
1.4017 |
|
1.000 |
1.3943 |
|
0.618 |
1.3897 |
|
HIGH |
1.3823 |
|
0.618 |
1.3777 |
|
0.500 |
1.3763 |
|
0.382 |
1.3749 |
|
LOW |
1.3703 |
|
0.618 |
1.3629 |
|
1.000 |
1.3583 |
|
1.618 |
1.3509 |
|
2.618 |
1.3389 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3803 |
1.3794 |
| PP |
1.3783 |
1.3765 |
| S1 |
1.3763 |
1.3736 |
|