CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3721 |
1.3749 |
0.0028 |
0.2% |
1.3732 |
| High |
1.3746 |
1.3749 |
0.0003 |
0.0% |
1.3764 |
| Low |
1.3721 |
1.3688 |
-0.0033 |
-0.2% |
1.3691 |
| Close |
1.3746 |
1.3688 |
-0.0058 |
-0.4% |
1.3749 |
| Range |
0.0025 |
0.0061 |
0.0036 |
144.0% |
0.0073 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
3.0% |
0.0000 |
| Volume |
38 |
60 |
22 |
57.9% |
89 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3851 |
1.3722 |
|
| R3 |
1.3830 |
1.3790 |
1.3705 |
|
| R2 |
1.3769 |
1.3769 |
1.3699 |
|
| R1 |
1.3729 |
1.3729 |
1.3694 |
1.3719 |
| PP |
1.3708 |
1.3708 |
1.3708 |
1.3703 |
| S1 |
1.3668 |
1.3668 |
1.3682 |
1.3658 |
| S2 |
1.3647 |
1.3647 |
1.3677 |
|
| S3 |
1.3586 |
1.3607 |
1.3671 |
|
| S4 |
1.3525 |
1.3546 |
1.3654 |
|
|
| 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 |
1.4008 |
|
2.618 |
1.3909 |
|
1.618 |
1.3848 |
|
1.000 |
1.3810 |
|
0.618 |
1.3787 |
|
HIGH |
1.3749 |
|
0.618 |
1.3726 |
|
0.500 |
1.3719 |
|
0.382 |
1.3711 |
|
LOW |
1.3688 |
|
0.618 |
1.3650 |
|
1.000 |
1.3627 |
|
1.618 |
1.3589 |
|
2.618 |
1.3528 |
|
4.250 |
1.3429 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3719 |
1.3729 |
| PP |
1.3708 |
1.3715 |
| S1 |
1.3698 |
1.3702 |
|