CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3648 |
1.3637 |
-0.0011 |
-0.1% |
1.3486 |
| High |
1.3681 |
1.3650 |
-0.0031 |
-0.2% |
1.3640 |
| Low |
1.3631 |
1.3563 |
-0.0068 |
-0.5% |
1.3483 |
| Close |
1.3638 |
1.3594 |
-0.0044 |
-0.3% |
1.3628 |
| Range |
0.0050 |
0.0087 |
0.0037 |
74.0% |
0.0157 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
1.3% |
0.0000 |
| Volume |
615 |
2,126 |
1,511 |
245.7% |
10,312 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3863 |
1.3816 |
1.3642 |
|
| R3 |
1.3776 |
1.3729 |
1.3618 |
|
| R2 |
1.3689 |
1.3689 |
1.3610 |
|
| R1 |
1.3642 |
1.3642 |
1.3602 |
1.3622 |
| PP |
1.3602 |
1.3602 |
1.3602 |
1.3593 |
| S1 |
1.3555 |
1.3555 |
1.3586 |
1.3535 |
| S2 |
1.3515 |
1.3515 |
1.3578 |
|
| S3 |
1.3428 |
1.3468 |
1.3570 |
|
| S4 |
1.3341 |
1.3381 |
1.3546 |
|
|
| 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% |
0.0078 |
0.6% |
56% |
False |
False |
1,063 |
| 10 |
1.3681 |
1.3482 |
0.0199 |
1.5% |
0.0074 |
0.5% |
56% |
False |
False |
2,429 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0076 |
0.6% |
45% |
False |
False |
1,451 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0074 |
0.5% |
27% |
False |
False |
838 |
| 60 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0067 |
0.5% |
39% |
False |
False |
624 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0063 |
0.5% |
49% |
False |
False |
471 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0054 |
0.4% |
49% |
False |
False |
378 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0049 |
0.4% |
61% |
False |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4020 |
|
2.618 |
1.3878 |
|
1.618 |
1.3791 |
|
1.000 |
1.3737 |
|
0.618 |
1.3704 |
|
HIGH |
1.3650 |
|
0.618 |
1.3617 |
|
0.500 |
1.3607 |
|
0.382 |
1.3596 |
|
LOW |
1.3563 |
|
0.618 |
1.3509 |
|
1.000 |
1.3476 |
|
1.618 |
1.3422 |
|
2.618 |
1.3335 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3607 |
1.3622 |
| PP |
1.3602 |
1.3613 |
| S1 |
1.3598 |
1.3603 |
|