CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3668 |
1.3665 |
-0.0003 |
0.0% |
1.3595 |
| High |
1.3681 |
1.3699 |
0.0018 |
0.1% |
1.3685 |
| Low |
1.3638 |
1.3648 |
0.0010 |
0.1% |
1.3550 |
| Close |
1.3672 |
1.3672 |
0.0000 |
0.0% |
1.3659 |
| Range |
0.0043 |
0.0051 |
0.0008 |
18.6% |
0.0135 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
374 |
131 |
-243 |
-65.0% |
1,680 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3826 |
1.3800 |
1.3700 |
|
| R3 |
1.3775 |
1.3749 |
1.3686 |
|
| R2 |
1.3724 |
1.3724 |
1.3681 |
|
| R1 |
1.3698 |
1.3698 |
1.3677 |
1.3711 |
| PP |
1.3673 |
1.3673 |
1.3673 |
1.3680 |
| S1 |
1.3647 |
1.3647 |
1.3667 |
1.3660 |
| S2 |
1.3622 |
1.3622 |
1.3663 |
|
| S3 |
1.3571 |
1.3596 |
1.3658 |
|
| S4 |
1.3520 |
1.3545 |
1.3644 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3983 |
1.3733 |
|
| R3 |
1.3901 |
1.3848 |
1.3696 |
|
| R2 |
1.3766 |
1.3766 |
1.3684 |
|
| R1 |
1.3713 |
1.3713 |
1.3671 |
1.3740 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3645 |
| S1 |
1.3578 |
1.3578 |
1.3647 |
1.3605 |
| S2 |
1.3496 |
1.3496 |
1.3634 |
|
| S3 |
1.3361 |
1.3443 |
1.3622 |
|
| S4 |
1.3226 |
1.3308 |
1.3585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3699 |
1.3550 |
0.0149 |
1.1% |
0.0070 |
0.5% |
82% |
True |
False |
329 |
| 10 |
1.3813 |
1.3550 |
0.0263 |
1.9% |
0.0071 |
0.5% |
46% |
False |
False |
263 |
| 20 |
1.3892 |
1.3550 |
0.0342 |
2.5% |
0.0073 |
0.5% |
36% |
False |
False |
224 |
| 40 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0063 |
0.5% |
55% |
False |
False |
210 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0059 |
0.4% |
63% |
False |
False |
144 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0049 |
0.4% |
63% |
False |
False |
109 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0044 |
0.3% |
71% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3916 |
|
2.618 |
1.3833 |
|
1.618 |
1.3782 |
|
1.000 |
1.3750 |
|
0.618 |
1.3731 |
|
HIGH |
1.3699 |
|
0.618 |
1.3680 |
|
0.500 |
1.3674 |
|
0.382 |
1.3667 |
|
LOW |
1.3648 |
|
0.618 |
1.3616 |
|
1.000 |
1.3597 |
|
1.618 |
1.3565 |
|
2.618 |
1.3514 |
|
4.250 |
1.3431 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3674 |
1.3662 |
| PP |
1.3673 |
1.3653 |
| S1 |
1.3673 |
1.3643 |
|