CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3880 |
1.3865 |
-0.0015 |
-0.1% |
1.3791 |
| High |
1.3891 |
1.3872 |
-0.0019 |
-0.1% |
1.3909 |
| Low |
1.3868 |
1.3858 |
-0.0010 |
-0.1% |
1.3717 |
| Close |
1.3868 |
1.3869 |
0.0001 |
0.0% |
1.3870 |
| Range |
0.0023 |
0.0014 |
-0.0009 |
-39.1% |
0.0192 |
| ATR |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
219 |
215 |
-4 |
-1.8% |
2,183 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3908 |
1.3903 |
1.3877 |
|
| R3 |
1.3894 |
1.3889 |
1.3873 |
|
| R2 |
1.3880 |
1.3880 |
1.3872 |
|
| R1 |
1.3875 |
1.3875 |
1.3870 |
1.3878 |
| PP |
1.3866 |
1.3866 |
1.3866 |
1.3868 |
| S1 |
1.3861 |
1.3861 |
1.3868 |
1.3864 |
| S2 |
1.3852 |
1.3852 |
1.3866 |
|
| S3 |
1.3838 |
1.3847 |
1.3865 |
|
| S4 |
1.3824 |
1.3833 |
1.3861 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4408 |
1.4331 |
1.3976 |
|
| R3 |
1.4216 |
1.4139 |
1.3923 |
|
| R2 |
1.4024 |
1.4024 |
1.3905 |
|
| R1 |
1.3947 |
1.3947 |
1.3888 |
1.3986 |
| PP |
1.3832 |
1.3832 |
1.3832 |
1.3851 |
| S1 |
1.3755 |
1.3755 |
1.3852 |
1.3794 |
| S2 |
1.3640 |
1.3640 |
1.3835 |
|
| S3 |
1.3448 |
1.3563 |
1.3817 |
|
| S4 |
1.3256 |
1.3371 |
1.3764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3909 |
1.3717 |
0.0192 |
1.4% |
0.0048 |
0.3% |
79% |
False |
False |
365 |
| 10 |
1.3909 |
1.3648 |
0.0261 |
1.9% |
0.0059 |
0.4% |
85% |
False |
False |
278 |
| 20 |
1.3909 |
1.3568 |
0.0341 |
2.5% |
0.0041 |
0.3% |
88% |
False |
False |
151 |
| 40 |
1.3909 |
1.3488 |
0.0421 |
3.0% |
0.0041 |
0.3% |
90% |
False |
False |
214 |
| 60 |
1.3909 |
1.3488 |
0.0421 |
3.0% |
0.0036 |
0.3% |
90% |
False |
False |
145 |
| 80 |
1.3909 |
1.3429 |
0.0480 |
3.5% |
0.0033 |
0.2% |
92% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3932 |
|
2.618 |
1.3909 |
|
1.618 |
1.3895 |
|
1.000 |
1.3886 |
|
0.618 |
1.3881 |
|
HIGH |
1.3872 |
|
0.618 |
1.3867 |
|
0.500 |
1.3865 |
|
0.382 |
1.3863 |
|
LOW |
1.3858 |
|
0.618 |
1.3849 |
|
1.000 |
1.3844 |
|
1.618 |
1.3835 |
|
2.618 |
1.3821 |
|
4.250 |
1.3799 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3868 |
1.3883 |
| PP |
1.3866 |
1.3878 |
| S1 |
1.3865 |
1.3874 |
|