CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3488 |
1.3527 |
0.0039 |
0.3% |
1.3681 |
| High |
1.3536 |
1.3539 |
0.0003 |
0.0% |
1.3717 |
| Low |
1.3476 |
1.3493 |
0.0017 |
0.1% |
1.3479 |
| Close |
1.3531 |
1.3516 |
-0.0015 |
-0.1% |
1.3484 |
| Range |
0.0060 |
0.0046 |
-0.0014 |
-23.3% |
0.0238 |
| ATR |
0.0084 |
0.0082 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
226,387 |
181,062 |
-45,325 |
-20.0% |
1,168,261 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3631 |
1.3541 |
|
| R3 |
1.3608 |
1.3585 |
1.3529 |
|
| R2 |
1.3562 |
1.3562 |
1.3524 |
|
| R1 |
1.3539 |
1.3539 |
1.3520 |
1.3528 |
| PP |
1.3516 |
1.3516 |
1.3516 |
1.3510 |
| S1 |
1.3493 |
1.3493 |
1.3512 |
1.3482 |
| S2 |
1.3470 |
1.3470 |
1.3508 |
|
| S3 |
1.3424 |
1.3447 |
1.3503 |
|
| S4 |
1.3378 |
1.3401 |
1.3491 |
|
|
| 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 |
1.3684 |
1.3476 |
0.0208 |
1.5% |
0.0081 |
0.6% |
19% |
False |
False |
250,074 |
| 10 |
1.3740 |
1.3476 |
0.0264 |
2.0% |
0.0083 |
0.6% |
15% |
False |
False |
227,953 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
2.0% |
0.0080 |
0.6% |
15% |
False |
False |
215,388 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0079 |
0.6% |
10% |
False |
False |
168,444 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0084 |
0.6% |
36% |
False |
False |
113,438 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0082 |
0.6% |
36% |
False |
False |
85,197 |
| 100 |
1.3893 |
1.3270 |
0.0623 |
4.6% |
0.0079 |
0.6% |
39% |
False |
False |
68,197 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0072 |
0.5% |
51% |
False |
False |
56,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3735 |
|
2.618 |
1.3659 |
|
1.618 |
1.3613 |
|
1.000 |
1.3585 |
|
0.618 |
1.3567 |
|
HIGH |
1.3539 |
|
0.618 |
1.3521 |
|
0.500 |
1.3516 |
|
0.382 |
1.3511 |
|
LOW |
1.3493 |
|
0.618 |
1.3465 |
|
1.000 |
1.3447 |
|
1.618 |
1.3419 |
|
2.618 |
1.3373 |
|
4.250 |
1.3298 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3516 |
1.3525 |
| PP |
1.3516 |
1.3522 |
| S1 |
1.3516 |
1.3519 |
|