CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3595 |
1.3613 |
0.0018 |
0.1% |
1.3668 |
| High |
1.3644 |
1.3613 |
-0.0031 |
-0.2% |
1.3699 |
| Low |
1.3582 |
1.3518 |
-0.0064 |
-0.5% |
1.3518 |
| Close |
1.3613 |
1.3528 |
-0.0085 |
-0.6% |
1.3528 |
| Range |
0.0062 |
0.0095 |
0.0033 |
53.2% |
0.0181 |
| ATR |
0.0074 |
0.0076 |
0.0001 |
2.0% |
0.0000 |
| Volume |
803 |
322 |
-481 |
-59.9% |
2,103 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3838 |
1.3778 |
1.3580 |
|
| R3 |
1.3743 |
1.3683 |
1.3554 |
|
| R2 |
1.3648 |
1.3648 |
1.3545 |
|
| R1 |
1.3588 |
1.3588 |
1.3537 |
1.3571 |
| PP |
1.3553 |
1.3553 |
1.3553 |
1.3544 |
| S1 |
1.3493 |
1.3493 |
1.3519 |
1.3476 |
| S2 |
1.3458 |
1.3458 |
1.3511 |
|
| S3 |
1.3363 |
1.3398 |
1.3502 |
|
| S4 |
1.3268 |
1.3303 |
1.3476 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.4007 |
1.3628 |
|
| R3 |
1.3944 |
1.3826 |
1.3578 |
|
| R2 |
1.3763 |
1.3763 |
1.3561 |
|
| R1 |
1.3645 |
1.3645 |
1.3545 |
1.3614 |
| PP |
1.3582 |
1.3582 |
1.3582 |
1.3566 |
| S1 |
1.3464 |
1.3464 |
1.3511 |
1.3433 |
| S2 |
1.3401 |
1.3401 |
1.3495 |
|
| S3 |
1.3220 |
1.3283 |
1.3478 |
|
| S4 |
1.3039 |
1.3102 |
1.3428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3699 |
1.3518 |
0.0181 |
1.3% |
0.0064 |
0.5% |
6% |
False |
True |
420 |
| 10 |
1.3699 |
1.3518 |
0.0181 |
1.3% |
0.0071 |
0.5% |
6% |
False |
True |
378 |
| 20 |
1.3892 |
1.3518 |
0.0374 |
2.8% |
0.0071 |
0.5% |
3% |
False |
True |
283 |
| 40 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0066 |
0.5% |
25% |
False |
False |
249 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0060 |
0.4% |
38% |
False |
False |
171 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0051 |
0.4% |
38% |
False |
False |
129 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0046 |
0.3% |
52% |
False |
False |
104 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0039 |
0.3% |
52% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4017 |
|
2.618 |
1.3862 |
|
1.618 |
1.3767 |
|
1.000 |
1.3708 |
|
0.618 |
1.3672 |
|
HIGH |
1.3613 |
|
0.618 |
1.3577 |
|
0.500 |
1.3566 |
|
0.382 |
1.3554 |
|
LOW |
1.3518 |
|
0.618 |
1.3459 |
|
1.000 |
1.3423 |
|
1.618 |
1.3364 |
|
2.618 |
1.3269 |
|
4.250 |
1.3114 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3566 |
1.3584 |
| PP |
1.3553 |
1.3565 |
| S1 |
1.3541 |
1.3547 |
|