CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3733 |
1.3750 |
0.0017 |
0.1% |
1.3742 |
| High |
1.3733 |
1.3865 |
0.0132 |
1.0% |
1.3823 |
| Low |
1.3733 |
1.3717 |
-0.0016 |
-0.1% |
1.3648 |
| Close |
1.3733 |
1.3861 |
0.0128 |
0.9% |
1.3823 |
| Range |
0.0000 |
0.0148 |
0.0148 |
|
0.0175 |
| ATR |
0.0052 |
0.0059 |
0.0007 |
13.1% |
0.0000 |
| Volume |
624 |
565 |
-59 |
-9.5% |
180 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4258 |
1.4208 |
1.3942 |
|
| R3 |
1.4110 |
1.4060 |
1.3902 |
|
| R2 |
1.3962 |
1.3962 |
1.3888 |
|
| R1 |
1.3912 |
1.3912 |
1.3875 |
1.3937 |
| PP |
1.3814 |
1.3814 |
1.3814 |
1.3827 |
| S1 |
1.3764 |
1.3764 |
1.3847 |
1.3789 |
| S2 |
1.3666 |
1.3666 |
1.3834 |
|
| S3 |
1.3518 |
1.3616 |
1.3820 |
|
| S4 |
1.3370 |
1.3468 |
1.3780 |
|
|
| 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 |
1.3865 |
1.3703 |
0.0162 |
1.2% |
0.0072 |
0.5% |
98% |
True |
False |
406 |
| 10 |
1.3865 |
1.3648 |
0.0217 |
1.6% |
0.0055 |
0.4% |
98% |
True |
False |
223 |
| 20 |
1.3865 |
1.3490 |
0.0375 |
2.7% |
0.0047 |
0.3% |
99% |
True |
False |
124 |
| 40 |
1.3865 |
1.3488 |
0.0377 |
2.7% |
0.0043 |
0.3% |
99% |
True |
False |
199 |
| 60 |
1.3865 |
1.3488 |
0.0377 |
2.7% |
0.0036 |
0.3% |
99% |
True |
False |
134 |
| 80 |
1.3865 |
1.3366 |
0.0499 |
3.6% |
0.0033 |
0.2% |
99% |
True |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4494 |
|
2.618 |
1.4252 |
|
1.618 |
1.4104 |
|
1.000 |
1.4013 |
|
0.618 |
1.3956 |
|
HIGH |
1.3865 |
|
0.618 |
1.3808 |
|
0.500 |
1.3791 |
|
0.382 |
1.3774 |
|
LOW |
1.3717 |
|
0.618 |
1.3626 |
|
1.000 |
1.3569 |
|
1.618 |
1.3478 |
|
2.618 |
1.3330 |
|
4.250 |
1.3088 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3838 |
1.3838 |
| PP |
1.3814 |
1.3814 |
| S1 |
1.3791 |
1.3791 |
|