CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3649 |
1.3595 |
-0.0054 |
-0.4% |
1.3595 |
| High |
1.3649 |
1.3644 |
-0.0005 |
0.0% |
1.3685 |
| Low |
1.3579 |
1.3582 |
0.0003 |
0.0% |
1.3550 |
| Close |
1.3597 |
1.3613 |
0.0016 |
0.1% |
1.3659 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-11.4% |
0.0135 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
473 |
803 |
330 |
69.8% |
1,680 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3799 |
1.3768 |
1.3647 |
|
| R3 |
1.3737 |
1.3706 |
1.3630 |
|
| R2 |
1.3675 |
1.3675 |
1.3624 |
|
| R1 |
1.3644 |
1.3644 |
1.3619 |
1.3660 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3621 |
| S1 |
1.3582 |
1.3582 |
1.3607 |
1.3598 |
| S2 |
1.3551 |
1.3551 |
1.3602 |
|
| S3 |
1.3489 |
1.3520 |
1.3596 |
|
| S4 |
1.3427 |
1.3458 |
1.3579 |
|
|
| 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 |
1.3579 |
0.0120 |
0.9% |
0.0065 |
0.5% |
28% |
False |
False |
444 |
| 10 |
1.3699 |
1.3550 |
0.0149 |
1.1% |
0.0070 |
0.5% |
42% |
False |
False |
363 |
| 20 |
1.3892 |
1.3550 |
0.0342 |
2.5% |
0.0074 |
0.5% |
18% |
False |
False |
276 |
| 40 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0065 |
0.5% |
43% |
False |
False |
241 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0060 |
0.4% |
53% |
False |
False |
165 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0050 |
0.4% |
53% |
False |
False |
125 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0045 |
0.3% |
63% |
False |
False |
100 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0039 |
0.3% |
63% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3908 |
|
2.618 |
1.3806 |
|
1.618 |
1.3744 |
|
1.000 |
1.3706 |
|
0.618 |
1.3682 |
|
HIGH |
1.3644 |
|
0.618 |
1.3620 |
|
0.500 |
1.3613 |
|
0.382 |
1.3606 |
|
LOW |
1.3582 |
|
0.618 |
1.3544 |
|
1.000 |
1.3520 |
|
1.618 |
1.3482 |
|
2.618 |
1.3420 |
|
4.250 |
1.3319 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3639 |
| PP |
1.3613 |
1.3630 |
| S1 |
1.3613 |
1.3622 |
|