CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3557 |
1.3488 |
-0.0069 |
-0.5% |
1.3681 |
| High |
1.3574 |
1.3536 |
-0.0038 |
-0.3% |
1.3717 |
| Low |
1.3479 |
1.3476 |
-0.0003 |
0.0% |
1.3479 |
| Close |
1.3484 |
1.3531 |
0.0047 |
0.3% |
1.3484 |
| Range |
0.0095 |
0.0060 |
-0.0035 |
-36.8% |
0.0238 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
321,695 |
226,387 |
-95,308 |
-29.6% |
1,168,261 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3673 |
1.3564 |
|
| R3 |
1.3634 |
1.3613 |
1.3548 |
|
| R2 |
1.3574 |
1.3574 |
1.3542 |
|
| R1 |
1.3553 |
1.3553 |
1.3537 |
1.3564 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3520 |
| S1 |
1.3493 |
1.3493 |
1.3526 |
1.3504 |
| S2 |
1.3454 |
1.3454 |
1.3520 |
|
| S3 |
1.3394 |
1.3433 |
1.3515 |
|
| S4 |
1.3334 |
1.3373 |
1.3498 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4274 |
1.4117 |
1.3615 |
|
| R3 |
1.4036 |
1.3879 |
1.3549 |
|
| R2 |
1.3798 |
1.3798 |
1.3528 |
|
| R1 |
1.3641 |
1.3641 |
1.3506 |
1.3601 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3540 |
| S1 |
1.3403 |
1.3403 |
1.3462 |
1.3363 |
| S2 |
1.3322 |
1.3322 |
1.3440 |
|
| S3 |
1.3084 |
1.3165 |
1.3419 |
|
| S4 |
1.2846 |
1.2927 |
1.3353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3688 |
1.3476 |
0.0212 |
1.6% |
0.0084 |
0.6% |
26% |
False |
True |
246,589 |
| 10 |
1.3740 |
1.3476 |
0.0264 |
2.0% |
0.0084 |
0.6% |
21% |
False |
True |
234,595 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
2.0% |
0.0082 |
0.6% |
21% |
False |
True |
214,539 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0081 |
0.6% |
13% |
False |
True |
164,451 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0084 |
0.6% |
39% |
False |
False |
110,427 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
39% |
False |
False |
82,938 |
| 100 |
1.3893 |
1.3268 |
0.0625 |
4.6% |
0.0079 |
0.6% |
42% |
False |
False |
66,387 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0072 |
0.5% |
53% |
False |
False |
55,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3791 |
|
2.618 |
1.3693 |
|
1.618 |
1.3633 |
|
1.000 |
1.3596 |
|
0.618 |
1.3573 |
|
HIGH |
1.3536 |
|
0.618 |
1.3513 |
|
0.500 |
1.3506 |
|
0.382 |
1.3499 |
|
LOW |
1.3476 |
|
0.618 |
1.3439 |
|
1.000 |
1.3416 |
|
1.618 |
1.3379 |
|
2.618 |
1.3319 |
|
4.250 |
1.3221 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3523 |
1.3570 |
| PP |
1.3514 |
1.3557 |
| S1 |
1.3506 |
1.3544 |
|