CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3559 |
1.3545 |
-0.0014 |
-0.1% |
1.3666 |
| High |
1.3583 |
1.3699 |
0.0116 |
0.9% |
1.3700 |
| Low |
1.3533 |
1.3529 |
-0.0004 |
0.0% |
1.3515 |
| Close |
1.3546 |
1.3696 |
0.0150 |
1.1% |
1.3529 |
| Range |
0.0050 |
0.0170 |
0.0120 |
240.0% |
0.0185 |
| ATR |
0.0081 |
0.0087 |
0.0006 |
7.9% |
0.0000 |
| Volume |
143,625 |
316,076 |
172,451 |
120.1% |
930,989 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4151 |
1.4094 |
1.3790 |
|
| R3 |
1.3981 |
1.3924 |
1.3743 |
|
| R2 |
1.3811 |
1.3811 |
1.3727 |
|
| R1 |
1.3754 |
1.3754 |
1.3712 |
1.3783 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3656 |
| S1 |
1.3584 |
1.3584 |
1.3680 |
1.3613 |
| S2 |
1.3471 |
1.3471 |
1.3665 |
|
| S3 |
1.3301 |
1.3414 |
1.3649 |
|
| S4 |
1.3131 |
1.3244 |
1.3603 |
|
|
| 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 |
1.3699 |
1.3506 |
0.0193 |
1.4% |
0.0091 |
0.7% |
98% |
True |
False |
225,492 |
| 10 |
1.3700 |
1.3506 |
0.0194 |
1.4% |
0.0085 |
0.6% |
98% |
False |
False |
211,275 |
| 20 |
1.3893 |
1.3506 |
0.0387 |
2.8% |
0.0085 |
0.6% |
49% |
False |
False |
168,985 |
| 40 |
1.3893 |
1.3492 |
0.0401 |
2.9% |
0.0080 |
0.6% |
51% |
False |
False |
124,377 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0085 |
0.6% |
67% |
False |
False |
83,189 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
67% |
False |
False |
62,481 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0077 |
0.6% |
74% |
False |
False |
50,001 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0069 |
0.5% |
74% |
False |
False |
41,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4422 |
|
2.618 |
1.4144 |
|
1.618 |
1.3974 |
|
1.000 |
1.3869 |
|
0.618 |
1.3804 |
|
HIGH |
1.3699 |
|
0.618 |
1.3634 |
|
0.500 |
1.3614 |
|
0.382 |
1.3594 |
|
LOW |
1.3529 |
|
0.618 |
1.3424 |
|
1.000 |
1.3359 |
|
1.618 |
1.3254 |
|
2.618 |
1.3084 |
|
4.250 |
1.2807 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3669 |
1.3665 |
| PP |
1.3641 |
1.3634 |
| S1 |
1.3614 |
1.3603 |
|