CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3679 |
1.3651 |
-0.0028 |
-0.2% |
1.3531 |
| High |
1.3682 |
1.3682 |
0.0000 |
0.0% |
1.3731 |
| Low |
1.3632 |
1.3606 |
-0.0026 |
-0.2% |
1.3506 |
| Close |
1.3664 |
1.3662 |
-0.0002 |
0.0% |
1.3676 |
| Range |
0.0050 |
0.0076 |
0.0026 |
52.0% |
0.0225 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
312 |
175 |
-137 |
-43.9% |
1,983 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3878 |
1.3846 |
1.3704 |
|
| R3 |
1.3802 |
1.3770 |
1.3683 |
|
| R2 |
1.3726 |
1.3726 |
1.3676 |
|
| R1 |
1.3694 |
1.3694 |
1.3669 |
1.3710 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3658 |
| S1 |
1.3618 |
1.3618 |
1.3655 |
1.3634 |
| S2 |
1.3574 |
1.3574 |
1.3648 |
|
| S3 |
1.3498 |
1.3542 |
1.3641 |
|
| S4 |
1.3422 |
1.3466 |
1.3620 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4219 |
1.3800 |
|
| R3 |
1.4088 |
1.3994 |
1.3738 |
|
| R2 |
1.3863 |
1.3863 |
1.3717 |
|
| R1 |
1.3769 |
1.3769 |
1.3697 |
1.3816 |
| PP |
1.3638 |
1.3638 |
1.3638 |
1.3661 |
| S1 |
1.3544 |
1.3544 |
1.3655 |
1.3591 |
| S2 |
1.3413 |
1.3413 |
1.3635 |
|
| S3 |
1.3188 |
1.3319 |
1.3614 |
|
| S4 |
1.2963 |
1.3094 |
1.3552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3731 |
1.3528 |
0.0203 |
1.5% |
0.0090 |
0.7% |
66% |
False |
False |
425 |
| 10 |
1.3731 |
1.3506 |
0.0225 |
1.6% |
0.0078 |
0.6% |
69% |
False |
False |
474 |
| 20 |
1.3813 |
1.3506 |
0.0307 |
2.2% |
0.0075 |
0.5% |
51% |
False |
False |
369 |
| 40 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0069 |
0.5% |
40% |
False |
False |
323 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0065 |
0.5% |
61% |
False |
False |
221 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0058 |
0.4% |
61% |
False |
False |
168 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0051 |
0.4% |
70% |
False |
False |
135 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0043 |
0.3% |
70% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4005 |
|
2.618 |
1.3881 |
|
1.618 |
1.3805 |
|
1.000 |
1.3758 |
|
0.618 |
1.3729 |
|
HIGH |
1.3682 |
|
0.618 |
1.3653 |
|
0.500 |
1.3644 |
|
0.382 |
1.3635 |
|
LOW |
1.3606 |
|
0.618 |
1.3559 |
|
1.000 |
1.3530 |
|
1.618 |
1.3483 |
|
2.618 |
1.3407 |
|
4.250 |
1.3283 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3661 |
| PP |
1.3650 |
1.3660 |
| S1 |
1.3644 |
1.3660 |
|