CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3674 |
1.3655 |
-0.0019 |
-0.1% |
1.3530 |
| High |
1.3688 |
1.3684 |
-0.0004 |
0.0% |
1.3740 |
| Low |
1.3628 |
1.3602 |
-0.0026 |
-0.2% |
1.3506 |
| Close |
1.3665 |
1.3663 |
-0.0002 |
0.0% |
1.3676 |
| Range |
0.0060 |
0.0082 |
0.0022 |
36.7% |
0.0234 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
163,639 |
257,429 |
93,790 |
57.3% |
951,304 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3896 |
1.3861 |
1.3708 |
|
| R3 |
1.3814 |
1.3779 |
1.3686 |
|
| R2 |
1.3732 |
1.3732 |
1.3678 |
|
| R1 |
1.3697 |
1.3697 |
1.3671 |
1.3715 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3658 |
| S1 |
1.3615 |
1.3615 |
1.3655 |
1.3633 |
| S2 |
1.3568 |
1.3568 |
1.3648 |
|
| S3 |
1.3486 |
1.3533 |
1.3640 |
|
| S4 |
1.3404 |
1.3451 |
1.3618 |
|
|
| 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 |
1.3529 |
0.0211 |
1.5% |
0.0091 |
0.7% |
64% |
False |
False |
228,593 |
| 10 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0084 |
0.6% |
67% |
False |
False |
215,883 |
| 20 |
1.3812 |
1.3506 |
0.0306 |
2.2% |
0.0081 |
0.6% |
51% |
False |
False |
193,539 |
| 40 |
1.3893 |
1.3506 |
0.0387 |
2.8% |
0.0081 |
0.6% |
41% |
False |
False |
144,748 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0084 |
0.6% |
61% |
False |
False |
96,942 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
61% |
False |
False |
72,801 |
| 100 |
1.3893 |
1.3126 |
0.0767 |
5.6% |
0.0077 |
0.6% |
70% |
False |
False |
58,269 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0070 |
0.5% |
70% |
False |
False |
48,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4033 |
|
2.618 |
1.3899 |
|
1.618 |
1.3817 |
|
1.000 |
1.3766 |
|
0.618 |
1.3735 |
|
HIGH |
1.3684 |
|
0.618 |
1.3653 |
|
0.500 |
1.3643 |
|
0.382 |
1.3633 |
|
LOW |
1.3602 |
|
0.618 |
1.3551 |
|
1.000 |
1.3520 |
|
1.618 |
1.3469 |
|
2.618 |
1.3387 |
|
4.250 |
1.3254 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3662 |
| PP |
1.3650 |
1.3661 |
| S1 |
1.3643 |
1.3660 |
|