CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3675 |
1.3601 |
-0.0074 |
-0.5% |
1.3596 |
| High |
1.3675 |
1.3649 |
-0.0026 |
-0.2% |
1.3687 |
| Low |
1.3579 |
1.3581 |
0.0002 |
0.0% |
1.3547 |
| Close |
1.3599 |
1.3614 |
0.0015 |
0.1% |
1.3660 |
| Range |
0.0096 |
0.0068 |
-0.0028 |
-29.2% |
0.0140 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
204,483 |
209,806 |
5,323 |
2.6% |
1,013,857 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3819 |
1.3784 |
1.3651 |
|
| R3 |
1.3751 |
1.3716 |
1.3633 |
|
| R2 |
1.3683 |
1.3683 |
1.3626 |
|
| R1 |
1.3648 |
1.3648 |
1.3620 |
1.3666 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3623 |
| S1 |
1.3580 |
1.3580 |
1.3608 |
1.3598 |
| S2 |
1.3547 |
1.3547 |
1.3602 |
|
| S3 |
1.3479 |
1.3512 |
1.3595 |
|
| S4 |
1.3411 |
1.3444 |
1.3577 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4051 |
1.3996 |
1.3737 |
|
| R3 |
1.3911 |
1.3856 |
1.3699 |
|
| R2 |
1.3771 |
1.3771 |
1.3686 |
|
| R1 |
1.3716 |
1.3716 |
1.3673 |
1.3744 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3645 |
| S1 |
1.3576 |
1.3576 |
1.3647 |
1.3604 |
| S2 |
1.3491 |
1.3491 |
1.3634 |
|
| S3 |
1.3351 |
1.3436 |
1.3622 |
|
| S4 |
1.3211 |
1.3296 |
1.3583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3700 |
1.3571 |
0.0129 |
0.9% |
0.0076 |
0.6% |
33% |
False |
False |
190,425 |
| 10 |
1.3700 |
1.3547 |
0.0153 |
1.1% |
0.0078 |
0.6% |
44% |
False |
False |
188,420 |
| 20 |
1.3893 |
1.3547 |
0.0346 |
2.5% |
0.0083 |
0.6% |
19% |
False |
False |
156,317 |
| 40 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0080 |
0.6% |
43% |
False |
False |
101,575 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
53% |
False |
False |
67,924 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0080 |
0.6% |
53% |
False |
False |
51,019 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0074 |
0.5% |
64% |
False |
False |
40,825 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0067 |
0.5% |
64% |
False |
False |
34,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3938 |
|
2.618 |
1.3827 |
|
1.618 |
1.3759 |
|
1.000 |
1.3717 |
|
0.618 |
1.3691 |
|
HIGH |
1.3649 |
|
0.618 |
1.3623 |
|
0.500 |
1.3615 |
|
0.382 |
1.3607 |
|
LOW |
1.3581 |
|
0.618 |
1.3539 |
|
1.000 |
1.3513 |
|
1.618 |
1.3471 |
|
2.618 |
1.3403 |
|
4.250 |
1.3292 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3615 |
1.3640 |
| PP |
1.3615 |
1.3631 |
| S1 |
1.3614 |
1.3623 |
|