CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3531 |
1.3556 |
0.0025 |
0.2% |
1.3668 |
| High |
1.3566 |
1.3579 |
0.0013 |
0.1% |
1.3699 |
| Low |
1.3506 |
1.3533 |
0.0027 |
0.2% |
1.3518 |
| Close |
1.3558 |
1.3545 |
-0.0013 |
-0.1% |
1.3528 |
| Range |
0.0060 |
0.0046 |
-0.0014 |
-23.3% |
0.0181 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
494 |
525 |
31 |
6.3% |
2,103 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3690 |
1.3664 |
1.3570 |
|
| R3 |
1.3644 |
1.3618 |
1.3558 |
|
| R2 |
1.3598 |
1.3598 |
1.3553 |
|
| R1 |
1.3572 |
1.3572 |
1.3549 |
1.3562 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3548 |
| S1 |
1.3526 |
1.3526 |
1.3541 |
1.3516 |
| S2 |
1.3506 |
1.3506 |
1.3537 |
|
| S3 |
1.3460 |
1.3480 |
1.3532 |
|
| S4 |
1.3414 |
1.3434 |
1.3520 |
|
|
| 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 |
1.3649 |
1.3506 |
0.0143 |
1.1% |
0.0067 |
0.5% |
27% |
False |
False |
523 |
| 10 |
1.3699 |
1.3506 |
0.0193 |
1.4% |
0.0068 |
0.5% |
20% |
False |
False |
426 |
| 20 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0070 |
0.5% |
10% |
False |
False |
302 |
| 40 |
1.3892 |
1.3495 |
0.0397 |
2.9% |
0.0064 |
0.5% |
13% |
False |
False |
274 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0061 |
0.5% |
41% |
False |
False |
187 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0052 |
0.4% |
41% |
False |
False |
142 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0047 |
0.3% |
54% |
False |
False |
114 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0039 |
0.3% |
54% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3775 |
|
2.618 |
1.3699 |
|
1.618 |
1.3653 |
|
1.000 |
1.3625 |
|
0.618 |
1.3607 |
|
HIGH |
1.3579 |
|
0.618 |
1.3561 |
|
0.500 |
1.3556 |
|
0.382 |
1.3551 |
|
LOW |
1.3533 |
|
0.618 |
1.3505 |
|
1.000 |
1.3487 |
|
1.618 |
1.3459 |
|
2.618 |
1.3413 |
|
4.250 |
1.3338 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3556 |
1.3560 |
| PP |
1.3552 |
1.3555 |
| S1 |
1.3549 |
1.3550 |
|