CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3819 |
1.3785 |
-0.0034 |
-0.2% |
1.3905 |
| High |
1.3842 |
1.3807 |
-0.0035 |
-0.3% |
1.3945 |
| Low |
1.3756 |
1.3767 |
0.0011 |
0.1% |
1.3756 |
| Close |
1.3778 |
1.3791 |
0.0013 |
0.1% |
1.3791 |
| Range |
0.0086 |
0.0040 |
-0.0046 |
-53.5% |
0.0189 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
218 |
229 |
11 |
5.0% |
768 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3908 |
1.3890 |
1.3813 |
|
| R3 |
1.3868 |
1.3850 |
1.3802 |
|
| R2 |
1.3828 |
1.3828 |
1.3798 |
|
| R1 |
1.3810 |
1.3810 |
1.3795 |
1.3819 |
| PP |
1.3788 |
1.3788 |
1.3788 |
1.3793 |
| S1 |
1.3770 |
1.3770 |
1.3787 |
1.3779 |
| S2 |
1.3748 |
1.3748 |
1.3784 |
|
| S3 |
1.3708 |
1.3730 |
1.3780 |
|
| S4 |
1.3668 |
1.3690 |
1.3769 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4398 |
1.4283 |
1.3895 |
|
| R3 |
1.4209 |
1.4094 |
1.3843 |
|
| R2 |
1.4020 |
1.4020 |
1.3826 |
|
| R1 |
1.3905 |
1.3905 |
1.3808 |
1.3868 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3812 |
| S1 |
1.3716 |
1.3716 |
1.3774 |
1.3679 |
| S2 |
1.3642 |
1.3642 |
1.3756 |
|
| S3 |
1.3453 |
1.3527 |
1.3739 |
|
| S4 |
1.3264 |
1.3338 |
1.3687 |
|
|
| 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% |
0.0070 |
0.5% |
19% |
False |
False |
153 |
| 10 |
1.3965 |
1.3756 |
0.0209 |
1.5% |
0.0063 |
0.5% |
17% |
False |
False |
169 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0060 |
0.4% |
45% |
False |
False |
202 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0049 |
0.4% |
64% |
False |
False |
237 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0043 |
0.3% |
64% |
False |
False |
164 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.5% |
0.0039 |
0.3% |
64% |
False |
False |
125 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0036 |
0.3% |
73% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3977 |
|
2.618 |
1.3912 |
|
1.618 |
1.3872 |
|
1.000 |
1.3847 |
|
0.618 |
1.3832 |
|
HIGH |
1.3807 |
|
0.618 |
1.3792 |
|
0.500 |
1.3787 |
|
0.382 |
1.3782 |
|
LOW |
1.3767 |
|
0.618 |
1.3742 |
|
1.000 |
1.3727 |
|
1.618 |
1.3702 |
|
2.618 |
1.3662 |
|
4.250 |
1.3597 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3790 |
1.3843 |
| PP |
1.3788 |
1.3826 |
| S1 |
1.3787 |
1.3808 |
|