CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3556 |
1.3544 |
-0.0012 |
-0.1% |
1.3668 |
| High |
1.3579 |
1.3695 |
0.0116 |
0.9% |
1.3699 |
| Low |
1.3533 |
1.3528 |
-0.0005 |
0.0% |
1.3518 |
| Close |
1.3545 |
1.3695 |
0.0150 |
1.1% |
1.3528 |
| Range |
0.0046 |
0.0167 |
0.0121 |
263.0% |
0.0181 |
| ATR |
0.0073 |
0.0079 |
0.0007 |
9.3% |
0.0000 |
| Volume |
525 |
236 |
-289 |
-55.0% |
2,103 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4140 |
1.4085 |
1.3787 |
|
| R3 |
1.3973 |
1.3918 |
1.3741 |
|
| R2 |
1.3806 |
1.3806 |
1.3726 |
|
| R1 |
1.3751 |
1.3751 |
1.3710 |
1.3779 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3653 |
| S1 |
1.3584 |
1.3584 |
1.3680 |
1.3612 |
| S2 |
1.3472 |
1.3472 |
1.3664 |
|
| S3 |
1.3305 |
1.3417 |
1.3649 |
|
| S4 |
1.3138 |
1.3250 |
1.3603 |
|
|
| 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 |
1.3695 |
1.3506 |
0.0189 |
1.4% |
0.0086 |
0.6% |
100% |
True |
False |
476 |
| 10 |
1.3699 |
1.3506 |
0.0193 |
1.4% |
0.0077 |
0.6% |
98% |
False |
False |
433 |
| 20 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0077 |
0.6% |
49% |
False |
False |
292 |
| 40 |
1.3892 |
1.3495 |
0.0397 |
2.9% |
0.0067 |
0.5% |
50% |
False |
False |
278 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
67% |
False |
False |
191 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0054 |
0.4% |
67% |
False |
False |
144 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0048 |
0.4% |
74% |
False |
False |
116 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0041 |
0.3% |
74% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4405 |
|
2.618 |
1.4132 |
|
1.618 |
1.3965 |
|
1.000 |
1.3862 |
|
0.618 |
1.3798 |
|
HIGH |
1.3695 |
|
0.618 |
1.3631 |
|
0.500 |
1.3612 |
|
0.382 |
1.3592 |
|
LOW |
1.3528 |
|
0.618 |
1.3425 |
|
1.000 |
1.3361 |
|
1.618 |
1.3258 |
|
2.618 |
1.3091 |
|
4.250 |
1.2818 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3667 |
1.3664 |
| PP |
1.3639 |
1.3632 |
| S1 |
1.3612 |
1.3601 |
|