CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3634 |
1.3616 |
-0.0018 |
-0.1% |
1.3759 |
| High |
1.3656 |
1.3634 |
-0.0022 |
-0.2% |
1.3819 |
| Low |
1.3596 |
1.3552 |
-0.0044 |
-0.3% |
1.3582 |
| Close |
1.3617 |
1.3582 |
-0.0035 |
-0.3% |
1.3598 |
| Range |
0.0060 |
0.0082 |
0.0022 |
36.7% |
0.0237 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
165,968 |
209,215 |
43,247 |
26.1% |
490,362 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3791 |
1.3627 |
|
| R3 |
1.3753 |
1.3709 |
1.3605 |
|
| R2 |
1.3671 |
1.3671 |
1.3597 |
|
| R1 |
1.3627 |
1.3627 |
1.3590 |
1.3608 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3580 |
| S1 |
1.3545 |
1.3545 |
1.3574 |
1.3526 |
| S2 |
1.3507 |
1.3507 |
1.3567 |
|
| S3 |
1.3425 |
1.3463 |
1.3559 |
|
| S4 |
1.3343 |
1.3381 |
1.3537 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4377 |
1.4225 |
1.3728 |
|
| R3 |
1.4140 |
1.3988 |
1.3663 |
|
| R2 |
1.3903 |
1.3903 |
1.3641 |
|
| R1 |
1.3751 |
1.3751 |
1.3620 |
1.3709 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3645 |
| S1 |
1.3514 |
1.3514 |
1.3576 |
1.3472 |
| S2 |
1.3429 |
1.3429 |
1.3555 |
|
| S3 |
1.3192 |
1.3277 |
1.3533 |
|
| S4 |
1.2955 |
1.3040 |
1.3468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3727 |
1.3552 |
0.0175 |
1.3% |
0.0082 |
0.6% |
17% |
False |
True |
173,258 |
| 10 |
1.3893 |
1.3552 |
0.0341 |
2.5% |
0.0084 |
0.6% |
9% |
False |
True |
126,695 |
| 20 |
1.3893 |
1.3552 |
0.0341 |
2.5% |
0.0079 |
0.6% |
9% |
False |
True |
137,576 |
| 40 |
1.3893 |
1.3357 |
0.0536 |
3.9% |
0.0080 |
0.6% |
42% |
False |
False |
71,778 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
48% |
False |
False |
48,044 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0079 |
0.6% |
48% |
False |
False |
36,087 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0071 |
0.5% |
60% |
False |
False |
28,874 |
| 120 |
1.3893 |
1.3109 |
0.0784 |
5.8% |
0.0065 |
0.5% |
60% |
False |
False |
24,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3983 |
|
2.618 |
1.3849 |
|
1.618 |
1.3767 |
|
1.000 |
1.3716 |
|
0.618 |
1.3685 |
|
HIGH |
1.3634 |
|
0.618 |
1.3603 |
|
0.500 |
1.3593 |
|
0.382 |
1.3583 |
|
LOW |
1.3552 |
|
0.618 |
1.3501 |
|
1.000 |
1.3470 |
|
1.618 |
1.3419 |
|
2.618 |
1.3337 |
|
4.250 |
1.3204 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3593 |
1.3604 |
| PP |
1.3589 |
1.3597 |
| S1 |
1.3586 |
1.3589 |
|