CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3535 |
1.3591 |
0.0056 |
0.4% |
1.3486 |
| High |
1.3619 |
1.3640 |
0.0021 |
0.2% |
1.3640 |
| Low |
1.3483 |
1.3554 |
0.0071 |
0.5% |
1.3483 |
| Close |
1.3587 |
1.3628 |
0.0041 |
0.3% |
1.3628 |
| Range |
0.0136 |
0.0086 |
-0.0050 |
-36.8% |
0.0157 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.7% |
0.0000 |
| Volume |
585 |
1,395 |
810 |
138.5% |
10,312 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3833 |
1.3675 |
|
| R3 |
1.3779 |
1.3747 |
1.3652 |
|
| R2 |
1.3693 |
1.3693 |
1.3644 |
|
| R1 |
1.3661 |
1.3661 |
1.3636 |
1.3677 |
| PP |
1.3607 |
1.3607 |
1.3607 |
1.3616 |
| S1 |
1.3575 |
1.3575 |
1.3620 |
1.3591 |
| S2 |
1.3521 |
1.3521 |
1.3612 |
|
| S3 |
1.3435 |
1.3489 |
1.3604 |
|
| S4 |
1.3349 |
1.3403 |
1.3581 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4055 |
1.3998 |
1.3714 |
|
| R3 |
1.3898 |
1.3841 |
1.3671 |
|
| R2 |
1.3741 |
1.3741 |
1.3657 |
|
| R1 |
1.3684 |
1.3684 |
1.3642 |
1.3713 |
| PP |
1.3584 |
1.3584 |
1.3584 |
1.3598 |
| S1 |
1.3527 |
1.3527 |
1.3614 |
1.3556 |
| S2 |
1.3427 |
1.3427 |
1.3599 |
|
| S3 |
1.3270 |
1.3370 |
1.3585 |
|
| S4 |
1.3113 |
1.3213 |
1.3542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3640 |
1.3483 |
0.0157 |
1.2% |
0.0074 |
0.5% |
92% |
True |
False |
2,062 |
| 10 |
1.3713 |
1.3482 |
0.0231 |
1.7% |
0.0078 |
0.6% |
63% |
False |
False |
2,211 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0077 |
0.6% |
59% |
False |
False |
1,332 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0074 |
0.5% |
36% |
False |
False |
838 |
| 60 |
1.3892 |
1.3396 |
0.0496 |
3.6% |
0.0067 |
0.5% |
47% |
False |
False |
568 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
55% |
False |
False |
430 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0055 |
0.4% |
55% |
False |
False |
344 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0048 |
0.3% |
65% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4006 |
|
2.618 |
1.3865 |
|
1.618 |
1.3779 |
|
1.000 |
1.3726 |
|
0.618 |
1.3693 |
|
HIGH |
1.3640 |
|
0.618 |
1.3607 |
|
0.500 |
1.3597 |
|
0.382 |
1.3587 |
|
LOW |
1.3554 |
|
0.618 |
1.3501 |
|
1.000 |
1.3468 |
|
1.618 |
1.3415 |
|
2.618 |
1.3329 |
|
4.250 |
1.3189 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3606 |
| PP |
1.3607 |
1.3584 |
| S1 |
1.3597 |
1.3562 |
|