CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3559 |
0.0029 |
0.2% |
1.3666 |
| High |
1.3568 |
1.3583 |
0.0015 |
0.1% |
1.3700 |
| Low |
1.3506 |
1.3533 |
0.0027 |
0.2% |
1.3515 |
| Close |
1.3559 |
1.3546 |
-0.0013 |
-0.1% |
1.3529 |
| Range |
0.0062 |
0.0050 |
-0.0012 |
-19.4% |
0.0185 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
247,480 |
143,625 |
-103,855 |
-42.0% |
930,989 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3675 |
1.3574 |
|
| R3 |
1.3654 |
1.3625 |
1.3560 |
|
| R2 |
1.3604 |
1.3604 |
1.3555 |
|
| R1 |
1.3575 |
1.3575 |
1.3551 |
1.3565 |
| PP |
1.3554 |
1.3554 |
1.3554 |
1.3549 |
| S1 |
1.3525 |
1.3525 |
1.3541 |
1.3515 |
| S2 |
1.3504 |
1.3504 |
1.3537 |
|
| S3 |
1.3454 |
1.3475 |
1.3532 |
|
| S4 |
1.3404 |
1.3425 |
1.3519 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4136 |
1.4018 |
1.3631 |
|
| R3 |
1.3951 |
1.3833 |
1.3580 |
|
| R2 |
1.3766 |
1.3766 |
1.3563 |
|
| R1 |
1.3648 |
1.3648 |
1.3546 |
1.3615 |
| PP |
1.3581 |
1.3581 |
1.3581 |
1.3565 |
| S1 |
1.3463 |
1.3463 |
1.3512 |
1.3430 |
| S2 |
1.3396 |
1.3396 |
1.3495 |
|
| S3 |
1.3211 |
1.3278 |
1.3478 |
|
| S4 |
1.3026 |
1.3093 |
1.3427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3675 |
1.3506 |
0.0169 |
1.2% |
0.0076 |
0.6% |
24% |
False |
False |
203,174 |
| 10 |
1.3700 |
1.3506 |
0.0194 |
1.4% |
0.0076 |
0.6% |
21% |
False |
False |
200,589 |
| 20 |
1.3893 |
1.3506 |
0.0387 |
2.9% |
0.0079 |
0.6% |
10% |
False |
False |
157,228 |
| 40 |
1.3893 |
1.3466 |
0.0427 |
3.2% |
0.0078 |
0.6% |
19% |
False |
False |
116,518 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
41% |
False |
False |
77,930 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0080 |
0.6% |
41% |
False |
False |
58,532 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0075 |
0.6% |
55% |
False |
False |
46,840 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0068 |
0.5% |
55% |
False |
False |
39,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3796 |
|
2.618 |
1.3714 |
|
1.618 |
1.3664 |
|
1.000 |
1.3633 |
|
0.618 |
1.3614 |
|
HIGH |
1.3583 |
|
0.618 |
1.3564 |
|
0.500 |
1.3558 |
|
0.382 |
1.3552 |
|
LOW |
1.3533 |
|
0.618 |
1.3502 |
|
1.000 |
1.3483 |
|
1.618 |
1.3452 |
|
2.618 |
1.3402 |
|
4.250 |
1.3321 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3558 |
1.3563 |
| PP |
1.3554 |
1.3557 |
| S1 |
1.3550 |
1.3552 |
|