CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3930 |
1.3819 |
-0.0111 |
-0.8% |
1.3880 |
| High |
1.3930 |
1.3842 |
-0.0088 |
-0.6% |
1.3965 |
| Low |
1.3811 |
1.3756 |
-0.0055 |
-0.4% |
1.3850 |
| Close |
1.3827 |
1.3778 |
-0.0049 |
-0.4% |
1.3903 |
| Range |
0.0119 |
0.0086 |
-0.0033 |
-27.7% |
0.0115 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.7% |
0.0000 |
| Volume |
44 |
218 |
174 |
395.5% |
924 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4050 |
1.4000 |
1.3825 |
|
| R3 |
1.3964 |
1.3914 |
1.3802 |
|
| R2 |
1.3878 |
1.3878 |
1.3794 |
|
| R1 |
1.3828 |
1.3828 |
1.3786 |
1.3810 |
| PP |
1.3792 |
1.3792 |
1.3792 |
1.3783 |
| S1 |
1.3742 |
1.3742 |
1.3770 |
1.3724 |
| S2 |
1.3706 |
1.3706 |
1.3762 |
|
| S3 |
1.3620 |
1.3656 |
1.3754 |
|
| S4 |
1.3534 |
1.3570 |
1.3731 |
|
|
| 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 |
1.3945 |
1.3756 |
0.0189 |
1.4% |
0.0078 |
0.6% |
12% |
False |
True |
173 |
| 10 |
1.3965 |
1.3756 |
0.0209 |
1.5% |
0.0064 |
0.5% |
11% |
False |
True |
166 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0059 |
0.4% |
41% |
False |
False |
194 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0051 |
0.4% |
61% |
False |
False |
231 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0042 |
0.3% |
61% |
False |
False |
160 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0039 |
0.3% |
61% |
False |
False |
122 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0036 |
0.3% |
71% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4208 |
|
2.618 |
1.4067 |
|
1.618 |
1.3981 |
|
1.000 |
1.3928 |
|
0.618 |
1.3895 |
|
HIGH |
1.3842 |
|
0.618 |
1.3809 |
|
0.500 |
1.3799 |
|
0.382 |
1.3789 |
|
LOW |
1.3756 |
|
0.618 |
1.3703 |
|
1.000 |
1.3670 |
|
1.618 |
1.3617 |
|
2.618 |
1.3531 |
|
4.250 |
1.3391 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3799 |
1.3848 |
| PP |
1.3792 |
1.3825 |
| S1 |
1.3785 |
1.3801 |
|