CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3515 |
1.3520 |
0.0005 |
0.0% |
1.3666 |
| High |
1.3520 |
1.3539 |
0.0019 |
0.1% |
1.3666 |
| Low |
1.3500 |
1.3503 |
0.0003 |
0.0% |
1.3488 |
| Close |
1.3520 |
1.3539 |
0.0019 |
0.1% |
1.3488 |
| Range |
0.0020 |
0.0036 |
0.0016 |
80.0% |
0.0178 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
34 |
38 |
4 |
11.8% |
637 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3635 |
1.3623 |
1.3559 |
|
| R3 |
1.3599 |
1.3587 |
1.3549 |
|
| R2 |
1.3563 |
1.3563 |
1.3546 |
|
| R1 |
1.3551 |
1.3551 |
1.3542 |
1.3557 |
| PP |
1.3527 |
1.3527 |
1.3527 |
1.3530 |
| S1 |
1.3515 |
1.3515 |
1.3536 |
1.3521 |
| S2 |
1.3491 |
1.3491 |
1.3532 |
|
| S3 |
1.3455 |
1.3479 |
1.3529 |
|
| S4 |
1.3419 |
1.3443 |
1.3519 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.3963 |
1.3586 |
|
| R3 |
1.3903 |
1.3785 |
1.3537 |
|
| R2 |
1.3725 |
1.3725 |
1.3521 |
|
| R1 |
1.3607 |
1.3607 |
1.3504 |
1.3577 |
| PP |
1.3547 |
1.3547 |
1.3547 |
1.3533 |
| S1 |
1.3429 |
1.3429 |
1.3472 |
1.3399 |
| S2 |
1.3369 |
1.3369 |
1.3455 |
|
| S3 |
1.3191 |
1.3251 |
1.3439 |
|
| S4 |
1.3013 |
1.3073 |
1.3390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3603 |
1.3488 |
0.0115 |
0.8% |
0.0046 |
0.3% |
44% |
False |
False |
151 |
| 10 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0045 |
0.3% |
21% |
False |
False |
511 |
| 20 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0040 |
0.3% |
21% |
False |
False |
273 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.5% |
0.0030 |
0.2% |
15% |
False |
False |
140 |
| 60 |
1.3820 |
1.3366 |
0.0454 |
3.4% |
0.0028 |
0.2% |
38% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3692 |
|
2.618 |
1.3633 |
|
1.618 |
1.3597 |
|
1.000 |
1.3575 |
|
0.618 |
1.3561 |
|
HIGH |
1.3539 |
|
0.618 |
1.3525 |
|
0.500 |
1.3521 |
|
0.382 |
1.3517 |
|
LOW |
1.3503 |
|
0.618 |
1.3481 |
|
1.000 |
1.3467 |
|
1.618 |
1.3445 |
|
2.618 |
1.3409 |
|
4.250 |
1.3350 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3533 |
1.3533 |
| PP |
1.3527 |
1.3526 |
| S1 |
1.3521 |
1.3520 |
|