CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3558 |
1.3486 |
-0.0072 |
-0.5% |
1.3693 |
| High |
1.3565 |
1.3536 |
-0.0029 |
-0.2% |
1.3713 |
| Low |
1.3482 |
1.3483 |
0.0001 |
0.0% |
1.3482 |
| Close |
1.3485 |
1.3532 |
0.0047 |
0.3% |
1.3485 |
| Range |
0.0083 |
0.0053 |
-0.0030 |
-36.1% |
0.0231 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,380 |
6,989 |
5,609 |
406.4% |
11,805 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3676 |
1.3657 |
1.3561 |
|
| R3 |
1.3623 |
1.3604 |
1.3547 |
|
| R2 |
1.3570 |
1.3570 |
1.3542 |
|
| R1 |
1.3551 |
1.3551 |
1.3537 |
1.3561 |
| PP |
1.3517 |
1.3517 |
1.3517 |
1.3522 |
| S1 |
1.3498 |
1.3498 |
1.3527 |
1.3508 |
| S2 |
1.3464 |
1.3464 |
1.3522 |
|
| S3 |
1.3411 |
1.3445 |
1.3517 |
|
| S4 |
1.3358 |
1.3392 |
1.3503 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4253 |
1.4100 |
1.3612 |
|
| R3 |
1.4022 |
1.3869 |
1.3549 |
|
| R2 |
1.3791 |
1.3791 |
1.3527 |
|
| R1 |
1.3638 |
1.3638 |
1.3506 |
1.3599 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3541 |
| S1 |
1.3407 |
1.3407 |
1.3464 |
1.3368 |
| S2 |
1.3329 |
1.3329 |
1.3443 |
|
| S3 |
1.3098 |
1.3176 |
1.3421 |
|
| S4 |
1.2867 |
1.2945 |
1.3358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3682 |
1.3482 |
0.0200 |
1.5% |
0.0076 |
0.6% |
25% |
False |
False |
3,624 |
| 10 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0081 |
0.6% |
20% |
False |
False |
2,077 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0076 |
0.6% |
20% |
False |
False |
1,228 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0072 |
0.5% |
12% |
False |
False |
761 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0069 |
0.5% |
39% |
False |
False |
515 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0060 |
0.4% |
39% |
False |
False |
388 |
| 100 |
1.3892 |
1.3270 |
0.0622 |
4.6% |
0.0052 |
0.4% |
42% |
False |
False |
311 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0045 |
0.3% |
53% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3761 |
|
2.618 |
1.3675 |
|
1.618 |
1.3622 |
|
1.000 |
1.3589 |
|
0.618 |
1.3569 |
|
HIGH |
1.3536 |
|
0.618 |
1.3516 |
|
0.500 |
1.3510 |
|
0.382 |
1.3503 |
|
LOW |
1.3483 |
|
0.618 |
1.3450 |
|
1.000 |
1.3430 |
|
1.618 |
1.3397 |
|
2.618 |
1.3344 |
|
4.250 |
1.3258 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3525 |
1.3573 |
| PP |
1.3517 |
1.3559 |
| S1 |
1.3510 |
1.3546 |
|