CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3692 |
1.3681 |
-0.0011 |
-0.1% |
1.3530 |
| High |
1.3740 |
1.3717 |
-0.0023 |
-0.2% |
1.3740 |
| Low |
1.3662 |
1.3652 |
-0.0010 |
-0.1% |
1.3506 |
| Close |
1.3676 |
1.3666 |
-0.0010 |
-0.1% |
1.3676 |
| Range |
0.0078 |
0.0065 |
-0.0013 |
-16.7% |
0.0234 |
| ATR |
0.0086 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
244,123 |
161,699 |
-82,424 |
-33.8% |
951,304 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3835 |
1.3702 |
|
| R3 |
1.3808 |
1.3770 |
1.3684 |
|
| R2 |
1.3743 |
1.3743 |
1.3678 |
|
| R1 |
1.3705 |
1.3705 |
1.3672 |
1.3692 |
| PP |
1.3678 |
1.3678 |
1.3678 |
1.3672 |
| S1 |
1.3640 |
1.3640 |
1.3660 |
1.3627 |
| S2 |
1.3613 |
1.3613 |
1.3654 |
|
| S3 |
1.3548 |
1.3575 |
1.3648 |
|
| S4 |
1.3483 |
1.3510 |
1.3630 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4343 |
1.4243 |
1.3805 |
|
| R3 |
1.4109 |
1.4009 |
1.3740 |
|
| R2 |
1.3875 |
1.3875 |
1.3719 |
|
| R1 |
1.3775 |
1.3775 |
1.3697 |
1.3825 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3666 |
| S1 |
1.3541 |
1.3541 |
1.3655 |
1.3591 |
| S2 |
1.3407 |
1.3407 |
1.3633 |
|
| S3 |
1.3173 |
1.3307 |
1.3612 |
|
| S4 |
1.2939 |
1.3073 |
1.3547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0085 |
0.6% |
68% |
False |
False |
222,600 |
| 10 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0079 |
0.6% |
68% |
False |
False |
204,399 |
| 20 |
1.3893 |
1.3506 |
0.0387 |
2.8% |
0.0089 |
0.6% |
41% |
False |
False |
186,251 |
| 40 |
1.3893 |
1.3506 |
0.0387 |
2.8% |
0.0080 |
0.6% |
41% |
False |
False |
134,456 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0086 |
0.6% |
62% |
False |
False |
89,945 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
62% |
False |
False |
67,544 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0077 |
0.6% |
71% |
False |
False |
54,059 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0069 |
0.5% |
71% |
False |
False |
45,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3993 |
|
2.618 |
1.3887 |
|
1.618 |
1.3822 |
|
1.000 |
1.3782 |
|
0.618 |
1.3757 |
|
HIGH |
1.3717 |
|
0.618 |
1.3692 |
|
0.500 |
1.3685 |
|
0.382 |
1.3677 |
|
LOW |
1.3652 |
|
0.618 |
1.3612 |
|
1.000 |
1.3587 |
|
1.618 |
1.3547 |
|
2.618 |
1.3482 |
|
4.250 |
1.3376 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3685 |
1.3656 |
| PP |
1.3678 |
1.3645 |
| S1 |
1.3672 |
1.3635 |
|