CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3689 |
1.3810 |
0.0121 |
0.9% |
1.3770 |
| High |
1.3716 |
1.3825 |
0.0109 |
0.8% |
1.3825 |
| Low |
1.3689 |
1.3810 |
0.0121 |
0.9% |
1.3688 |
| Close |
1.3716 |
1.3825 |
0.0109 |
0.8% |
1.3825 |
| Range |
0.0027 |
0.0015 |
-0.0012 |
-44.4% |
0.0137 |
| ATR |
0.0043 |
0.0048 |
0.0005 |
10.9% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
107 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3860 |
1.3833 |
|
| R3 |
1.3850 |
1.3845 |
1.3829 |
|
| R2 |
1.3835 |
1.3835 |
1.3828 |
|
| R1 |
1.3830 |
1.3830 |
1.3826 |
1.3833 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3821 |
| S1 |
1.3815 |
1.3815 |
1.3824 |
1.3818 |
| S2 |
1.3805 |
1.3805 |
1.3822 |
|
| S3 |
1.3790 |
1.3800 |
1.3821 |
|
| S4 |
1.3775 |
1.3785 |
1.3817 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4190 |
1.4145 |
1.3900 |
|
| R3 |
1.4053 |
1.4008 |
1.3863 |
|
| R2 |
1.3916 |
1.3916 |
1.3850 |
|
| R1 |
1.3871 |
1.3871 |
1.3838 |
1.3894 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3791 |
| S1 |
1.3734 |
1.3734 |
1.3812 |
1.3757 |
| S2 |
1.3642 |
1.3642 |
1.3800 |
|
| S3 |
1.3505 |
1.3597 |
1.3787 |
|
| S4 |
1.3368 |
1.3460 |
1.3750 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3889 |
|
2.618 |
1.3864 |
|
1.618 |
1.3849 |
|
1.000 |
1.3840 |
|
0.618 |
1.3834 |
|
HIGH |
1.3825 |
|
0.618 |
1.3819 |
|
0.500 |
1.3818 |
|
0.382 |
1.3816 |
|
LOW |
1.3810 |
|
0.618 |
1.3801 |
|
1.000 |
1.3795 |
|
1.618 |
1.3786 |
|
2.618 |
1.3771 |
|
4.250 |
1.3746 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3823 |
1.3802 |
| PP |
1.3820 |
1.3779 |
| S1 |
1.3818 |
1.3757 |
|