CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3613 |
1.3531 |
-0.0082 |
-0.6% |
1.3668 |
| High |
1.3613 |
1.3566 |
-0.0047 |
-0.3% |
1.3699 |
| Low |
1.3518 |
1.3506 |
-0.0012 |
-0.1% |
1.3518 |
| Close |
1.3528 |
1.3558 |
0.0030 |
0.2% |
1.3528 |
| Range |
0.0095 |
0.0060 |
-0.0035 |
-36.8% |
0.0181 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
322 |
494 |
172 |
53.4% |
2,103 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3701 |
1.3591 |
|
| R3 |
1.3663 |
1.3641 |
1.3575 |
|
| R2 |
1.3603 |
1.3603 |
1.3569 |
|
| R1 |
1.3581 |
1.3581 |
1.3564 |
1.3592 |
| PP |
1.3543 |
1.3543 |
1.3543 |
1.3549 |
| S1 |
1.3521 |
1.3521 |
1.3553 |
1.3532 |
| S2 |
1.3483 |
1.3483 |
1.3547 |
|
| S3 |
1.3423 |
1.3461 |
1.3542 |
|
| S4 |
1.3363 |
1.3401 |
1.3525 |
|
|
| 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 |
1.3506 |
0.0193 |
1.4% |
0.0068 |
0.5% |
27% |
False |
True |
444 |
| 10 |
1.3699 |
1.3506 |
0.0193 |
1.4% |
0.0069 |
0.5% |
27% |
False |
True |
415 |
| 20 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0072 |
0.5% |
13% |
False |
True |
292 |
| 40 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0065 |
0.5% |
31% |
False |
False |
261 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0061 |
0.5% |
43% |
False |
False |
179 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0052 |
0.4% |
43% |
False |
False |
135 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0047 |
0.3% |
56% |
False |
False |
109 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0040 |
0.3% |
56% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3821 |
|
2.618 |
1.3723 |
|
1.618 |
1.3663 |
|
1.000 |
1.3626 |
|
0.618 |
1.3603 |
|
HIGH |
1.3566 |
|
0.618 |
1.3543 |
|
0.500 |
1.3536 |
|
0.382 |
1.3529 |
|
LOW |
1.3506 |
|
0.618 |
1.3469 |
|
1.000 |
1.3446 |
|
1.618 |
1.3409 |
|
2.618 |
1.3349 |
|
4.250 |
1.3251 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3551 |
1.3575 |
| PP |
1.3543 |
1.3569 |
| S1 |
1.3536 |
1.3564 |
|