CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3536 |
1.3590 |
0.0054 |
0.4% |
1.3488 |
| High |
1.3620 |
1.3646 |
0.0026 |
0.2% |
1.3646 |
| Low |
1.3481 |
1.3551 |
0.0070 |
0.5% |
1.3476 |
| Close |
1.3587 |
1.3628 |
0.0041 |
0.3% |
1.3628 |
| Range |
0.0139 |
0.0095 |
-0.0044 |
-31.7% |
0.0170 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
309,945 |
236,950 |
-72,995 |
-23.6% |
1,163,870 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3893 |
1.3856 |
1.3680 |
|
| R3 |
1.3798 |
1.3761 |
1.3654 |
|
| R2 |
1.3703 |
1.3703 |
1.3645 |
|
| R1 |
1.3666 |
1.3666 |
1.3637 |
1.3685 |
| PP |
1.3608 |
1.3608 |
1.3608 |
1.3618 |
| S1 |
1.3571 |
1.3571 |
1.3619 |
1.3590 |
| S2 |
1.3513 |
1.3513 |
1.3611 |
|
| S3 |
1.3418 |
1.3476 |
1.3602 |
|
| S4 |
1.3323 |
1.3381 |
1.3576 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4093 |
1.4031 |
1.3722 |
|
| R3 |
1.3923 |
1.3861 |
1.3675 |
|
| R2 |
1.3753 |
1.3753 |
1.3659 |
|
| R1 |
1.3691 |
1.3691 |
1.3644 |
1.3722 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3599 |
| S1 |
1.3521 |
1.3521 |
1.3612 |
1.3552 |
| S2 |
1.3413 |
1.3413 |
1.3597 |
|
| S3 |
1.3243 |
1.3351 |
1.3581 |
|
| S4 |
1.3073 |
1.3181 |
1.3535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3646 |
1.3476 |
0.0170 |
1.2% |
0.0080 |
0.6% |
89% |
True |
False |
232,774 |
| 10 |
1.3717 |
1.3476 |
0.0241 |
1.8% |
0.0082 |
0.6% |
63% |
False |
False |
233,213 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0083 |
0.6% |
58% |
False |
False |
222,301 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0082 |
0.6% |
36% |
False |
False |
184,262 |
| 60 |
1.3893 |
1.3362 |
0.0531 |
3.9% |
0.0081 |
0.6% |
50% |
False |
False |
125,990 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0084 |
0.6% |
55% |
False |
False |
94,644 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0080 |
0.6% |
55% |
False |
False |
75,759 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0074 |
0.5% |
66% |
False |
False |
63,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4050 |
|
2.618 |
1.3895 |
|
1.618 |
1.3800 |
|
1.000 |
1.3741 |
|
0.618 |
1.3705 |
|
HIGH |
1.3646 |
|
0.618 |
1.3610 |
|
0.500 |
1.3599 |
|
0.382 |
1.3587 |
|
LOW |
1.3551 |
|
0.618 |
1.3492 |
|
1.000 |
1.3456 |
|
1.618 |
1.3397 |
|
2.618 |
1.3302 |
|
4.250 |
1.3147 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3607 |
| PP |
1.3608 |
1.3585 |
| S1 |
1.3599 |
1.3564 |
|