CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3575 |
-0.0049 |
-0.4% |
1.3757 |
| High |
1.3633 |
1.3630 |
-0.0003 |
0.0% |
1.3818 |
| Low |
1.3554 |
1.3550 |
-0.0004 |
0.0% |
1.3588 |
| Close |
1.3582 |
1.3590 |
0.0008 |
0.1% |
1.3599 |
| Range |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0230 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
162 |
541 |
379 |
234.0% |
726 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3830 |
1.3790 |
1.3634 |
|
| R3 |
1.3750 |
1.3710 |
1.3612 |
|
| R2 |
1.3670 |
1.3670 |
1.3605 |
|
| R1 |
1.3630 |
1.3630 |
1.3597 |
1.3650 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3600 |
| S1 |
1.3550 |
1.3550 |
1.3583 |
1.3570 |
| S2 |
1.3510 |
1.3510 |
1.3575 |
|
| S3 |
1.3430 |
1.3470 |
1.3568 |
|
| S4 |
1.3350 |
1.3390 |
1.3546 |
|
|
| 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 |
1.3672 |
1.3550 |
0.0122 |
0.9% |
0.0075 |
0.5% |
33% |
False |
True |
282 |
| 10 |
1.3892 |
1.3550 |
0.0342 |
2.5% |
0.0082 |
0.6% |
12% |
False |
True |
200 |
| 20 |
1.3892 |
1.3550 |
0.0342 |
2.5% |
0.0071 |
0.5% |
12% |
False |
True |
345 |
| 40 |
1.3892 |
1.3396 |
0.0496 |
3.6% |
0.0062 |
0.5% |
39% |
False |
False |
187 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0059 |
0.4% |
49% |
False |
False |
129 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0049 |
0.4% |
49% |
False |
False |
97 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0042 |
0.3% |
60% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3970 |
|
2.618 |
1.3839 |
|
1.618 |
1.3759 |
|
1.000 |
1.3710 |
|
0.618 |
1.3679 |
|
HIGH |
1.3630 |
|
0.618 |
1.3599 |
|
0.500 |
1.3590 |
|
0.382 |
1.3581 |
|
LOW |
1.3550 |
|
0.618 |
1.3501 |
|
1.000 |
1.3470 |
|
1.618 |
1.3421 |
|
2.618 |
1.3341 |
|
4.250 |
1.3210 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3590 |
1.3601 |
| PP |
1.3590 |
1.3597 |
| S1 |
1.3590 |
1.3594 |
|