CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3616 |
1.3576 |
-0.0040 |
-0.3% |
1.3759 |
| High |
1.3634 |
1.3633 |
-0.0001 |
0.0% |
1.3819 |
| Low |
1.3552 |
1.3547 |
-0.0005 |
0.0% |
1.3582 |
| Close |
1.3582 |
1.3590 |
0.0008 |
0.1% |
1.3598 |
| Range |
0.0082 |
0.0086 |
0.0004 |
4.9% |
0.0237 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.0% |
0.0000 |
| Volume |
209,215 |
242,975 |
33,760 |
16.1% |
490,362 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3848 |
1.3805 |
1.3637 |
|
| R3 |
1.3762 |
1.3719 |
1.3614 |
|
| R2 |
1.3676 |
1.3676 |
1.3606 |
|
| R1 |
1.3633 |
1.3633 |
1.3598 |
1.3655 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3601 |
| S1 |
1.3547 |
1.3547 |
1.3582 |
1.3569 |
| S2 |
1.3504 |
1.3504 |
1.3574 |
|
| S3 |
1.3418 |
1.3461 |
1.3566 |
|
| S4 |
1.3332 |
1.3375 |
1.3543 |
|
|
| 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 |
1.3672 |
1.3547 |
0.0125 |
0.9% |
0.0080 |
0.6% |
34% |
False |
True |
186,416 |
| 10 |
1.3893 |
1.3547 |
0.0346 |
2.5% |
0.0088 |
0.7% |
12% |
False |
True |
147,556 |
| 20 |
1.3893 |
1.3547 |
0.0346 |
2.5% |
0.0080 |
0.6% |
12% |
False |
True |
146,222 |
| 40 |
1.3893 |
1.3362 |
0.0531 |
3.9% |
0.0081 |
0.6% |
43% |
False |
False |
77,834 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0084 |
0.6% |
49% |
False |
False |
52,092 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0080 |
0.6% |
49% |
False |
False |
39,124 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0072 |
0.5% |
61% |
False |
False |
31,303 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0066 |
0.5% |
61% |
False |
False |
26,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3999 |
|
2.618 |
1.3858 |
|
1.618 |
1.3772 |
|
1.000 |
1.3719 |
|
0.618 |
1.3686 |
|
HIGH |
1.3633 |
|
0.618 |
1.3600 |
|
0.500 |
1.3590 |
|
0.382 |
1.3580 |
|
LOW |
1.3547 |
|
0.618 |
1.3494 |
|
1.000 |
1.3461 |
|
1.618 |
1.3408 |
|
2.618 |
1.3322 |
|
4.250 |
1.3182 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3590 |
1.3602 |
| PP |
1.3590 |
1.3598 |
| S1 |
1.3590 |
1.3594 |
|