CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3785 |
1.3791 |
0.0006 |
0.0% |
1.3905 |
| High |
1.3807 |
1.3862 |
0.0055 |
0.4% |
1.3945 |
| Low |
1.3767 |
1.3758 |
-0.0009 |
-0.1% |
1.3756 |
| Close |
1.3791 |
1.3836 |
0.0045 |
0.3% |
1.3791 |
| Range |
0.0040 |
0.0104 |
0.0064 |
160.0% |
0.0189 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.8% |
0.0000 |
| Volume |
229 |
142 |
-87 |
-38.0% |
768 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4131 |
1.4087 |
1.3893 |
|
| R3 |
1.4027 |
1.3983 |
1.3865 |
|
| R2 |
1.3923 |
1.3923 |
1.3855 |
|
| R1 |
1.3879 |
1.3879 |
1.3846 |
1.3901 |
| PP |
1.3819 |
1.3819 |
1.3819 |
1.3830 |
| S1 |
1.3775 |
1.3775 |
1.3826 |
1.3797 |
| S2 |
1.3715 |
1.3715 |
1.3817 |
|
| S3 |
1.3611 |
1.3671 |
1.3807 |
|
| S4 |
1.3507 |
1.3567 |
1.3779 |
|
|
| 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 |
1.3940 |
1.3756 |
0.0184 |
1.3% |
0.0078 |
0.6% |
43% |
False |
False |
162 |
| 10 |
1.3965 |
1.3756 |
0.0209 |
1.5% |
0.0071 |
0.5% |
38% |
False |
False |
161 |
| 20 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0065 |
0.5% |
59% |
False |
False |
209 |
| 40 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0050 |
0.4% |
73% |
False |
False |
132 |
| 60 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0044 |
0.3% |
73% |
False |
False |
166 |
| 80 |
1.3965 |
1.3488 |
0.0477 |
3.4% |
0.0040 |
0.3% |
73% |
False |
False |
127 |
| 100 |
1.3965 |
1.3318 |
0.0647 |
4.7% |
0.0037 |
0.3% |
80% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4304 |
|
2.618 |
1.4134 |
|
1.618 |
1.4030 |
|
1.000 |
1.3966 |
|
0.618 |
1.3926 |
|
HIGH |
1.3862 |
|
0.618 |
1.3822 |
|
0.500 |
1.3810 |
|
0.382 |
1.3798 |
|
LOW |
1.3758 |
|
0.618 |
1.3694 |
|
1.000 |
1.3654 |
|
1.618 |
1.3590 |
|
2.618 |
1.3486 |
|
4.250 |
1.3316 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3827 |
1.3827 |
| PP |
1.3819 |
1.3818 |
| S1 |
1.3810 |
1.3809 |
|