CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3625 |
1.3624 |
-0.0001 |
0.0% |
1.3757 |
| High |
1.3651 |
1.3633 |
-0.0018 |
-0.1% |
1.3818 |
| Low |
1.3598 |
1.3554 |
-0.0044 |
-0.3% |
1.3588 |
| Close |
1.3617 |
1.3582 |
-0.0035 |
-0.3% |
1.3599 |
| Range |
0.0053 |
0.0079 |
0.0026 |
49.1% |
0.0230 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.3% |
0.0000 |
| Volume |
411 |
162 |
-249 |
-60.6% |
726 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3827 |
1.3783 |
1.3625 |
|
| R3 |
1.3748 |
1.3704 |
1.3604 |
|
| R2 |
1.3669 |
1.3669 |
1.3596 |
|
| R1 |
1.3625 |
1.3625 |
1.3589 |
1.3608 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3581 |
| S1 |
1.3546 |
1.3546 |
1.3575 |
1.3529 |
| S2 |
1.3511 |
1.3511 |
1.3568 |
|
| S3 |
1.3432 |
1.3467 |
1.3560 |
|
| S4 |
1.3353 |
1.3388 |
1.3539 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4358 |
1.4209 |
1.3726 |
|
| R3 |
1.4128 |
1.3979 |
1.3662 |
|
| R2 |
1.3898 |
1.3898 |
1.3641 |
|
| R1 |
1.3749 |
1.3749 |
1.3620 |
1.3709 |
| PP |
1.3668 |
1.3668 |
1.3668 |
1.3648 |
| S1 |
1.3519 |
1.3519 |
1.3578 |
1.3479 |
| S2 |
1.3438 |
1.3438 |
1.3557 |
|
| S3 |
1.3208 |
1.3289 |
1.3536 |
|
| S4 |
1.2978 |
1.3059 |
1.3473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3722 |
1.3554 |
0.0168 |
1.2% |
0.0076 |
0.6% |
17% |
False |
True |
186 |
| 10 |
1.3892 |
1.3554 |
0.0338 |
2.5% |
0.0076 |
0.6% |
8% |
False |
True |
150 |
| 20 |
1.3892 |
1.3554 |
0.0338 |
2.5% |
0.0069 |
0.5% |
8% |
False |
True |
324 |
| 40 |
1.3892 |
1.3396 |
0.0496 |
3.7% |
0.0060 |
0.4% |
38% |
False |
False |
174 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0058 |
0.4% |
47% |
False |
False |
120 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0048 |
0.4% |
47% |
False |
False |
91 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0041 |
0.3% |
59% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3969 |
|
2.618 |
1.3840 |
|
1.618 |
1.3761 |
|
1.000 |
1.3712 |
|
0.618 |
1.3682 |
|
HIGH |
1.3633 |
|
0.618 |
1.3603 |
|
0.500 |
1.3594 |
|
0.382 |
1.3584 |
|
LOW |
1.3554 |
|
0.618 |
1.3505 |
|
1.000 |
1.3475 |
|
1.618 |
1.3426 |
|
2.618 |
1.3347 |
|
4.250 |
1.3218 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3594 |
1.3603 |
| PP |
1.3590 |
1.3596 |
| S1 |
1.3586 |
1.3589 |
|