CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3753 |
1.3770 |
0.0017 |
0.1% |
1.3732 |
| High |
1.3753 |
1.3770 |
0.0017 |
0.1% |
1.3764 |
| Low |
1.3732 |
1.3720 |
-0.0012 |
-0.1% |
1.3691 |
| Close |
1.3749 |
1.3740 |
-0.0009 |
-0.1% |
1.3749 |
| Range |
0.0021 |
0.0050 |
0.0029 |
138.1% |
0.0073 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
1.0% |
0.0000 |
| Volume |
20 |
2 |
-18 |
-90.0% |
89 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3893 |
1.3867 |
1.3768 |
|
| R3 |
1.3843 |
1.3817 |
1.3754 |
|
| R2 |
1.3793 |
1.3793 |
1.3749 |
|
| R1 |
1.3767 |
1.3767 |
1.3745 |
1.3755 |
| PP |
1.3743 |
1.3743 |
1.3743 |
1.3738 |
| S1 |
1.3717 |
1.3717 |
1.3735 |
1.3705 |
| S2 |
1.3693 |
1.3693 |
1.3731 |
|
| S3 |
1.3643 |
1.3667 |
1.3726 |
|
| S4 |
1.3593 |
1.3617 |
1.3713 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3954 |
1.3924 |
1.3789 |
|
| R3 |
1.3881 |
1.3851 |
1.3769 |
|
| R2 |
1.3808 |
1.3808 |
1.3762 |
|
| R1 |
1.3778 |
1.3778 |
1.3756 |
1.3793 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3742 |
| S1 |
1.3705 |
1.3705 |
1.3742 |
1.3720 |
| S2 |
1.3662 |
1.3662 |
1.3736 |
|
| S3 |
1.3589 |
1.3632 |
1.3729 |
|
| S4 |
1.3516 |
1.3559 |
1.3709 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3983 |
|
2.618 |
1.3901 |
|
1.618 |
1.3851 |
|
1.000 |
1.3820 |
|
0.618 |
1.3801 |
|
HIGH |
1.3770 |
|
0.618 |
1.3751 |
|
0.500 |
1.3745 |
|
0.382 |
1.3739 |
|
LOW |
1.3720 |
|
0.618 |
1.3689 |
|
1.000 |
1.3670 |
|
1.618 |
1.3639 |
|
2.618 |
1.3589 |
|
4.250 |
1.3508 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3745 |
1.3737 |
| PP |
1.3743 |
1.3734 |
| S1 |
1.3742 |
1.3731 |
|