CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3591 |
1.3620 |
0.0029 |
0.2% |
1.3486 |
| High |
1.3640 |
1.3650 |
0.0010 |
0.1% |
1.3640 |
| Low |
1.3554 |
1.3620 |
0.0066 |
0.5% |
1.3483 |
| Close |
1.3628 |
1.3641 |
0.0013 |
0.1% |
1.3628 |
| Range |
0.0086 |
0.0030 |
-0.0056 |
-65.1% |
0.0157 |
| ATR |
0.0079 |
0.0075 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
1,395 |
598 |
-797 |
-57.1% |
10,312 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3714 |
1.3658 |
|
| R3 |
1.3697 |
1.3684 |
1.3649 |
|
| R2 |
1.3667 |
1.3667 |
1.3647 |
|
| R1 |
1.3654 |
1.3654 |
1.3644 |
1.3661 |
| PP |
1.3637 |
1.3637 |
1.3637 |
1.3640 |
| S1 |
1.3624 |
1.3624 |
1.3638 |
1.3631 |
| S2 |
1.3607 |
1.3607 |
1.3636 |
|
| S3 |
1.3577 |
1.3594 |
1.3633 |
|
| S4 |
1.3547 |
1.3564 |
1.3625 |
|
|
| 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 |
1.3650 |
1.3483 |
0.0167 |
1.2% |
0.0069 |
0.5% |
95% |
True |
False |
784 |
| 10 |
1.3682 |
1.3482 |
0.0200 |
1.5% |
0.0073 |
0.5% |
80% |
False |
False |
2,204 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0074 |
0.5% |
64% |
False |
False |
1,340 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0074 |
0.5% |
39% |
False |
False |
829 |
| 60 |
1.3892 |
1.3397 |
0.0495 |
3.6% |
0.0067 |
0.5% |
49% |
False |
False |
578 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0063 |
0.5% |
57% |
False |
False |
437 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0055 |
0.4% |
57% |
False |
False |
350 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0048 |
0.4% |
67% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3778 |
|
2.618 |
1.3729 |
|
1.618 |
1.3699 |
|
1.000 |
1.3680 |
|
0.618 |
1.3669 |
|
HIGH |
1.3650 |
|
0.618 |
1.3639 |
|
0.500 |
1.3635 |
|
0.382 |
1.3631 |
|
LOW |
1.3620 |
|
0.618 |
1.3601 |
|
1.000 |
1.3590 |
|
1.618 |
1.3571 |
|
2.618 |
1.3541 |
|
4.250 |
1.3493 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3639 |
1.3616 |
| PP |
1.3637 |
1.3591 |
| S1 |
1.3635 |
1.3567 |
|