CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3637 |
1.3587 |
-0.0050 |
-0.4% |
1.3486 |
| High |
1.3650 |
1.3691 |
0.0041 |
0.3% |
1.3640 |
| Low |
1.3563 |
1.3587 |
0.0024 |
0.2% |
1.3483 |
| Close |
1.3594 |
1.3674 |
0.0080 |
0.6% |
1.3628 |
| Range |
0.0087 |
0.0104 |
0.0017 |
19.5% |
0.0157 |
| ATR |
0.0074 |
0.0077 |
0.0002 |
2.8% |
0.0000 |
| Volume |
2,126 |
1,058 |
-1,068 |
-50.2% |
10,312 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3963 |
1.3922 |
1.3731 |
|
| R3 |
1.3859 |
1.3818 |
1.3703 |
|
| R2 |
1.3755 |
1.3755 |
1.3693 |
|
| R1 |
1.3714 |
1.3714 |
1.3684 |
1.3735 |
| PP |
1.3651 |
1.3651 |
1.3651 |
1.3661 |
| S1 |
1.3610 |
1.3610 |
1.3664 |
1.3631 |
| S2 |
1.3547 |
1.3547 |
1.3655 |
|
| S3 |
1.3443 |
1.3506 |
1.3645 |
|
| S4 |
1.3339 |
1.3402 |
1.3617 |
|
|
| 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 |
1.3691 |
1.3554 |
0.0137 |
1.0% |
0.0071 |
0.5% |
88% |
True |
False |
1,158 |
| 10 |
1.3691 |
1.3482 |
0.0209 |
1.5% |
0.0072 |
0.5% |
92% |
True |
False |
1,608 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0078 |
0.6% |
77% |
False |
False |
1,481 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0075 |
0.6% |
47% |
False |
False |
861 |
| 60 |
1.3892 |
1.3405 |
0.0487 |
3.6% |
0.0069 |
0.5% |
55% |
False |
False |
641 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
63% |
False |
False |
484 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0055 |
0.4% |
63% |
False |
False |
388 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0050 |
0.4% |
71% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4133 |
|
2.618 |
1.3963 |
|
1.618 |
1.3859 |
|
1.000 |
1.3795 |
|
0.618 |
1.3755 |
|
HIGH |
1.3691 |
|
0.618 |
1.3651 |
|
0.500 |
1.3639 |
|
0.382 |
1.3627 |
|
LOW |
1.3587 |
|
0.618 |
1.3523 |
|
1.000 |
1.3483 |
|
1.618 |
1.3419 |
|
2.618 |
1.3315 |
|
4.250 |
1.3145 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3662 |
1.3658 |
| PP |
1.3651 |
1.3643 |
| S1 |
1.3639 |
1.3627 |
|