CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3665 |
1.3649 |
-0.0016 |
-0.1% |
1.3595 |
| High |
1.3699 |
1.3649 |
-0.0050 |
-0.4% |
1.3685 |
| Low |
1.3648 |
1.3579 |
-0.0069 |
-0.5% |
1.3550 |
| Close |
1.3672 |
1.3597 |
-0.0075 |
-0.5% |
1.3659 |
| Range |
0.0051 |
0.0070 |
0.0019 |
37.3% |
0.0135 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.9% |
0.0000 |
| Volume |
131 |
473 |
342 |
261.1% |
1,680 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3818 |
1.3778 |
1.3636 |
|
| R3 |
1.3748 |
1.3708 |
1.3616 |
|
| R2 |
1.3678 |
1.3678 |
1.3610 |
|
| R1 |
1.3638 |
1.3638 |
1.3603 |
1.3623 |
| PP |
1.3608 |
1.3608 |
1.3608 |
1.3601 |
| S1 |
1.3568 |
1.3568 |
1.3591 |
1.3553 |
| S2 |
1.3538 |
1.3538 |
1.3584 |
|
| S3 |
1.3468 |
1.3498 |
1.3578 |
|
| S4 |
1.3398 |
1.3428 |
1.3559 |
|
|
| 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% |
0.0068 |
0.5% |
32% |
False |
False |
391 |
| 10 |
1.3722 |
1.3550 |
0.0172 |
1.3% |
0.0072 |
0.5% |
27% |
False |
False |
288 |
| 20 |
1.3892 |
1.3550 |
0.0342 |
2.5% |
0.0073 |
0.5% |
14% |
False |
False |
241 |
| 40 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0064 |
0.5% |
39% |
False |
False |
221 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0060 |
0.4% |
50% |
False |
False |
152 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0050 |
0.4% |
50% |
False |
False |
115 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0044 |
0.3% |
61% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3947 |
|
2.618 |
1.3832 |
|
1.618 |
1.3762 |
|
1.000 |
1.3719 |
|
0.618 |
1.3692 |
|
HIGH |
1.3649 |
|
0.618 |
1.3622 |
|
0.500 |
1.3614 |
|
0.382 |
1.3606 |
|
LOW |
1.3579 |
|
0.618 |
1.3536 |
|
1.000 |
1.3509 |
|
1.618 |
1.3466 |
|
2.618 |
1.3396 |
|
4.250 |
1.3282 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3614 |
1.3639 |
| PP |
1.3608 |
1.3625 |
| S1 |
1.3603 |
1.3611 |
|