CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.3767 |
1.3733 |
-0.0034 |
-0.2% |
1.3742 |
High |
1.3771 |
1.3733 |
-0.0038 |
-0.3% |
1.3823 |
Low |
1.3735 |
1.3733 |
-0.0002 |
0.0% |
1.3648 |
Close |
1.3737 |
1.3733 |
-0.0004 |
0.0% |
1.3823 |
Range |
0.0036 |
0.0000 |
-0.0036 |
-100.0% |
0.0175 |
ATR |
0.0056 |
0.0052 |
-0.0004 |
-6.6% |
0.0000 |
Volume |
715 |
624 |
-91 |
-12.7% |
180 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3733 |
1.3733 |
1.3733 |
|
R3 |
1.3733 |
1.3733 |
1.3733 |
|
R2 |
1.3733 |
1.3733 |
1.3733 |
|
R1 |
1.3733 |
1.3733 |
1.3733 |
1.3733 |
PP |
1.3733 |
1.3733 |
1.3733 |
1.3733 |
S1 |
1.3733 |
1.3733 |
1.3733 |
1.3733 |
S2 |
1.3733 |
1.3733 |
1.3733 |
|
S3 |
1.3733 |
1.3733 |
1.3733 |
|
S4 |
1.3733 |
1.3733 |
1.3733 |
|
|
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% |
49% |
False |
False |
304 |
10 |
1.3823 |
1.3648 |
0.0175 |
1.3% |
0.0043 |
0.3% |
49% |
False |
False |
168 |
20 |
1.3823 |
1.3490 |
0.0333 |
2.4% |
0.0042 |
0.3% |
73% |
False |
False |
98 |
40 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0040 |
0.3% |
73% |
False |
False |
184 |
60 |
1.3823 |
1.3488 |
0.0335 |
2.4% |
0.0034 |
0.2% |
73% |
False |
False |
125 |
80 |
1.3823 |
1.3318 |
0.0505 |
3.7% |
0.0033 |
0.2% |
82% |
False |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3733 |
2.618 |
1.3733 |
1.618 |
1.3733 |
1.000 |
1.3733 |
0.618 |
1.3733 |
HIGH |
1.3733 |
0.618 |
1.3733 |
0.500 |
1.3733 |
0.382 |
1.3733 |
LOW |
1.3733 |
0.618 |
1.3733 |
1.000 |
1.3733 |
1.618 |
1.3733 |
2.618 |
1.3733 |
4.250 |
1.3733 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3733 |
1.3762 |
PP |
1.3733 |
1.3752 |
S1 |
1.3733 |
1.3743 |
|