CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3924 |
1.3930 |
0.0006 |
0.0% |
1.3880 |
| High |
1.3940 |
1.3930 |
-0.0010 |
-0.1% |
1.3965 |
| Low |
1.3897 |
1.3811 |
-0.0086 |
-0.6% |
1.3850 |
| Close |
1.3928 |
1.3827 |
-0.0101 |
-0.7% |
1.3903 |
| Range |
0.0043 |
0.0119 |
0.0076 |
176.7% |
0.0115 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.5% |
0.0000 |
| Volume |
181 |
44 |
-137 |
-75.7% |
924 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4213 |
1.4139 |
1.3892 |
|
| R3 |
1.4094 |
1.4020 |
1.3860 |
|
| R2 |
1.3975 |
1.3975 |
1.3849 |
|
| R1 |
1.3901 |
1.3901 |
1.3838 |
1.3879 |
| PP |
1.3856 |
1.3856 |
1.3856 |
1.3845 |
| S1 |
1.3782 |
1.3782 |
1.3816 |
1.3760 |
| S2 |
1.3737 |
1.3737 |
1.3805 |
|
| S3 |
1.3618 |
1.3663 |
1.3794 |
|
| S4 |
1.3499 |
1.3544 |
1.3762 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4251 |
1.4192 |
1.3966 |
|
| R3 |
1.4136 |
1.4077 |
1.3935 |
|
| R2 |
1.4021 |
1.4021 |
1.3924 |
|
| R1 |
1.3962 |
1.3962 |
1.3914 |
1.3992 |
| PP |
1.3906 |
1.3906 |
1.3906 |
1.3921 |
| S1 |
1.3847 |
1.3847 |
1.3892 |
1.3877 |
| S2 |
1.3791 |
1.3791 |
1.3882 |
|
| S3 |
1.3676 |
1.3732 |
1.3871 |
|
| S4 |
1.3561 |
1.3617 |
1.3840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3965 |
1.3811 |
0.0154 |
1.1% |
0.0084 |
0.6% |
10% |
False |
True |
147 |
| 10 |
1.3965 |
1.3717 |
0.0248 |
1.8% |
0.0071 |
0.5% |
44% |
False |
False |
201 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0057 |
0.4% |
56% |
False |
False |
184 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0050 |
0.4% |
71% |
False |
False |
232 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0041 |
0.3% |
71% |
False |
False |
157 |
| 80 |
1.3965 |
1.3469 |
0.0496 |
3.6% |
0.0038 |
0.3% |
72% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4436 |
|
2.618 |
1.4242 |
|
1.618 |
1.4123 |
|
1.000 |
1.4049 |
|
0.618 |
1.4004 |
|
HIGH |
1.3930 |
|
0.618 |
1.3885 |
|
0.500 |
1.3871 |
|
0.382 |
1.3856 |
|
LOW |
1.3811 |
|
0.618 |
1.3737 |
|
1.000 |
1.3692 |
|
1.618 |
1.3618 |
|
2.618 |
1.3499 |
|
4.250 |
1.3305 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3871 |
1.3878 |
| PP |
1.3856 |
1.3861 |
| S1 |
1.3842 |
1.3844 |
|