CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3620 |
1.3648 |
0.0028 |
0.2% |
1.3486 |
| High |
1.3650 |
1.3681 |
0.0031 |
0.2% |
1.3640 |
| Low |
1.3620 |
1.3631 |
0.0011 |
0.1% |
1.3483 |
| Close |
1.3641 |
1.3638 |
-0.0003 |
0.0% |
1.3628 |
| Range |
0.0030 |
0.0050 |
0.0020 |
66.7% |
0.0157 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
598 |
615 |
17 |
2.8% |
10,312 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3800 |
1.3769 |
1.3666 |
|
| R3 |
1.3750 |
1.3719 |
1.3652 |
|
| R2 |
1.3700 |
1.3700 |
1.3647 |
|
| R1 |
1.3669 |
1.3669 |
1.3643 |
1.3660 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3645 |
| S1 |
1.3619 |
1.3619 |
1.3633 |
1.3610 |
| S2 |
1.3600 |
1.3600 |
1.3629 |
|
| S3 |
1.3550 |
1.3569 |
1.3624 |
|
| S4 |
1.3500 |
1.3519 |
1.3611 |
|
|
| 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 |
1.3681 |
1.3483 |
0.0198 |
1.5% |
0.0070 |
0.5% |
78% |
True |
False |
770 |
| 10 |
1.3682 |
1.3482 |
0.0200 |
1.5% |
0.0073 |
0.5% |
78% |
False |
False |
2,234 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0074 |
0.5% |
63% |
False |
False |
1,352 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0074 |
0.5% |
38% |
False |
False |
788 |
| 60 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0067 |
0.5% |
48% |
False |
False |
588 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0063 |
0.5% |
57% |
False |
False |
445 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0054 |
0.4% |
57% |
False |
False |
356 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0048 |
0.4% |
67% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3894 |
|
2.618 |
1.3812 |
|
1.618 |
1.3762 |
|
1.000 |
1.3731 |
|
0.618 |
1.3712 |
|
HIGH |
1.3681 |
|
0.618 |
1.3662 |
|
0.500 |
1.3656 |
|
0.382 |
1.3650 |
|
LOW |
1.3631 |
|
0.618 |
1.3600 |
|
1.000 |
1.3581 |
|
1.618 |
1.3550 |
|
2.618 |
1.3500 |
|
4.250 |
1.3419 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3631 |
| PP |
1.3650 |
1.3624 |
| S1 |
1.3644 |
1.3618 |
|