CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3486 |
1.3511 |
0.0025 |
0.2% |
1.3693 |
| High |
1.3536 |
1.3539 |
0.0003 |
0.0% |
1.3713 |
| Low |
1.3483 |
1.3496 |
0.0013 |
0.1% |
1.3482 |
| Close |
1.3532 |
1.3517 |
-0.0015 |
-0.1% |
1.3485 |
| Range |
0.0053 |
0.0043 |
-0.0010 |
-18.9% |
0.0231 |
| ATR |
0.0078 |
0.0076 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
6,989 |
685 |
-6,304 |
-90.2% |
11,805 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3646 |
1.3625 |
1.3541 |
|
| R3 |
1.3603 |
1.3582 |
1.3529 |
|
| R2 |
1.3560 |
1.3560 |
1.3525 |
|
| R1 |
1.3539 |
1.3539 |
1.3521 |
1.3550 |
| PP |
1.3517 |
1.3517 |
1.3517 |
1.3523 |
| S1 |
1.3496 |
1.3496 |
1.3513 |
1.3507 |
| S2 |
1.3474 |
1.3474 |
1.3509 |
|
| S3 |
1.3431 |
1.3453 |
1.3505 |
|
| S4 |
1.3388 |
1.3410 |
1.3493 |
|
|
| 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% |
0.0075 |
0.6% |
18% |
False |
False |
3,698 |
| 10 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0079 |
0.6% |
14% |
False |
False |
2,096 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0074 |
0.5% |
14% |
False |
False |
1,255 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0071 |
0.5% |
9% |
False |
False |
777 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0069 |
0.5% |
36% |
False |
False |
526 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0061 |
0.4% |
36% |
False |
False |
397 |
| 100 |
1.3892 |
1.3270 |
0.0622 |
4.6% |
0.0052 |
0.4% |
40% |
False |
False |
318 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0045 |
0.3% |
51% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3722 |
|
2.618 |
1.3652 |
|
1.618 |
1.3609 |
|
1.000 |
1.3582 |
|
0.618 |
1.3566 |
|
HIGH |
1.3539 |
|
0.618 |
1.3523 |
|
0.500 |
1.3518 |
|
0.382 |
1.3512 |
|
LOW |
1.3496 |
|
0.618 |
1.3469 |
|
1.000 |
1.3453 |
|
1.618 |
1.3426 |
|
2.618 |
1.3383 |
|
4.250 |
1.3313 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3518 |
1.3524 |
| PP |
1.3517 |
1.3521 |
| S1 |
1.3517 |
1.3519 |
|