CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3750 |
1.3708 |
-0.0042 |
-0.3% |
1.3645 |
| High |
1.3761 |
1.3729 |
-0.0032 |
-0.2% |
1.3705 |
| Low |
1.3744 |
1.3691 |
-0.0053 |
-0.4% |
1.3567 |
| Close |
1.3749 |
1.3725 |
-0.0024 |
-0.2% |
1.3705 |
| Range |
0.0017 |
0.0038 |
0.0021 |
123.5% |
0.0138 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.2% |
0.0000 |
| Volume |
43 |
12 |
-31 |
-72.1% |
106 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3829 |
1.3815 |
1.3746 |
|
| R3 |
1.3791 |
1.3777 |
1.3735 |
|
| R2 |
1.3753 |
1.3753 |
1.3732 |
|
| R1 |
1.3739 |
1.3739 |
1.3728 |
1.3746 |
| PP |
1.3715 |
1.3715 |
1.3715 |
1.3719 |
| S1 |
1.3701 |
1.3701 |
1.3722 |
1.3708 |
| S2 |
1.3677 |
1.3677 |
1.3718 |
|
| S3 |
1.3639 |
1.3663 |
1.3715 |
|
| S4 |
1.3601 |
1.3625 |
1.3704 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4073 |
1.4027 |
1.3781 |
|
| R3 |
1.3935 |
1.3889 |
1.3743 |
|
| R2 |
1.3797 |
1.3797 |
1.3730 |
|
| R1 |
1.3751 |
1.3751 |
1.3718 |
1.3774 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3671 |
| S1 |
1.3613 |
1.3613 |
1.3692 |
1.3636 |
| S2 |
1.3521 |
1.3521 |
1.3680 |
|
| S3 |
1.3383 |
1.3475 |
1.3667 |
|
| S4 |
1.3245 |
1.3337 |
1.3629 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3891 |
|
2.618 |
1.3828 |
|
1.618 |
1.3790 |
|
1.000 |
1.3767 |
|
0.618 |
1.3752 |
|
HIGH |
1.3729 |
|
0.618 |
1.3714 |
|
0.500 |
1.3710 |
|
0.382 |
1.3706 |
|
LOW |
1.3691 |
|
0.618 |
1.3668 |
|
1.000 |
1.3653 |
|
1.618 |
1.3630 |
|
2.618 |
1.3592 |
|
4.250 |
1.3530 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3720 |
1.3728 |
| PP |
1.3715 |
1.3727 |
| S1 |
1.3710 |
1.3726 |
|