CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3576 |
1.3680 |
0.0104 |
0.8% |
1.3518 |
| High |
1.3696 |
1.3727 |
0.0031 |
0.2% |
1.3727 |
| Low |
1.3576 |
1.3677 |
0.0101 |
0.7% |
1.3518 |
| Close |
1.3696 |
1.3677 |
-0.0019 |
-0.1% |
1.3677 |
| Range |
0.0120 |
0.0050 |
-0.0070 |
-58.3% |
0.0209 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
15 |
4,317 |
4,302 |
28,680.0% |
4,594 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3844 |
1.3810 |
1.3705 |
|
| R3 |
1.3794 |
1.3760 |
1.3691 |
|
| R2 |
1.3744 |
1.3744 |
1.3686 |
|
| R1 |
1.3710 |
1.3710 |
1.3682 |
1.3702 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3690 |
| S1 |
1.3660 |
1.3660 |
1.3672 |
1.3652 |
| S2 |
1.3644 |
1.3644 |
1.3668 |
|
| S3 |
1.3594 |
1.3610 |
1.3663 |
|
| S4 |
1.3544 |
1.3560 |
1.3650 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4181 |
1.3792 |
|
| R3 |
1.4059 |
1.3972 |
1.3734 |
|
| R2 |
1.3850 |
1.3850 |
1.3715 |
|
| R1 |
1.3763 |
1.3763 |
1.3696 |
1.3807 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3662 |
| S1 |
1.3554 |
1.3554 |
1.3658 |
1.3598 |
| S2 |
1.3432 |
1.3432 |
1.3639 |
|
| S3 |
1.3223 |
1.3345 |
1.3620 |
|
| S4 |
1.3014 |
1.3136 |
1.3562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3727 |
1.3518 |
0.0209 |
1.5% |
0.0057 |
0.4% |
76% |
True |
False |
919 |
| 10 |
1.3727 |
1.3518 |
0.0209 |
1.5% |
0.0042 |
0.3% |
76% |
True |
False |
466 |
| 20 |
1.3820 |
1.3518 |
0.0302 |
2.2% |
0.0032 |
0.2% |
53% |
False |
False |
235 |
| 40 |
1.3820 |
1.3518 |
0.0302 |
2.2% |
0.0031 |
0.2% |
53% |
False |
False |
121 |
| 60 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0028 |
0.2% |
72% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3940 |
|
2.618 |
1.3858 |
|
1.618 |
1.3808 |
|
1.000 |
1.3777 |
|
0.618 |
1.3758 |
|
HIGH |
1.3727 |
|
0.618 |
1.3708 |
|
0.500 |
1.3702 |
|
0.382 |
1.3696 |
|
LOW |
1.3677 |
|
0.618 |
1.3646 |
|
1.000 |
1.3627 |
|
1.618 |
1.3596 |
|
2.618 |
1.3546 |
|
4.250 |
1.3465 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3702 |
1.3663 |
| PP |
1.3694 |
1.3649 |
| S1 |
1.3685 |
1.3635 |
|