CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3749 |
1.3689 |
-0.0060 |
-0.4% |
1.3732 |
| High |
1.3749 |
1.3716 |
-0.0033 |
-0.2% |
1.3764 |
| Low |
1.3688 |
1.3689 |
0.0001 |
0.0% |
1.3691 |
| Close |
1.3688 |
1.3716 |
0.0028 |
0.2% |
1.3749 |
| Range |
0.0061 |
0.0027 |
-0.0034 |
-55.7% |
0.0073 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
60 |
1 |
-59 |
-98.3% |
89 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3788 |
1.3779 |
1.3731 |
|
| R3 |
1.3761 |
1.3752 |
1.3723 |
|
| R2 |
1.3734 |
1.3734 |
1.3721 |
|
| R1 |
1.3725 |
1.3725 |
1.3718 |
1.3730 |
| PP |
1.3707 |
1.3707 |
1.3707 |
1.3709 |
| S1 |
1.3698 |
1.3698 |
1.3714 |
1.3703 |
| S2 |
1.3680 |
1.3680 |
1.3711 |
|
| S3 |
1.3653 |
1.3671 |
1.3709 |
|
| S4 |
1.3626 |
1.3644 |
1.3701 |
|
|
| 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 |
1.3831 |
|
2.618 |
1.3787 |
|
1.618 |
1.3760 |
|
1.000 |
1.3743 |
|
0.618 |
1.3733 |
|
HIGH |
1.3716 |
|
0.618 |
1.3706 |
|
0.500 |
1.3703 |
|
0.382 |
1.3699 |
|
LOW |
1.3689 |
|
0.618 |
1.3672 |
|
1.000 |
1.3662 |
|
1.618 |
1.3645 |
|
2.618 |
1.3618 |
|
4.250 |
1.3574 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3712 |
1.3719 |
| PP |
1.3707 |
1.3718 |
| S1 |
1.3703 |
1.3717 |
|