CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3523 |
1.3568 |
0.0045 |
0.3% |
1.3507 |
| High |
1.3608 |
1.3630 |
0.0022 |
0.2% |
1.3630 |
| Low |
1.3490 |
1.3568 |
0.0078 |
0.6% |
1.3490 |
| Close |
1.3589 |
1.3630 |
0.0041 |
0.3% |
1.3630 |
| Range |
0.0118 |
0.0062 |
-0.0056 |
-47.5% |
0.0140 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
| Volume |
32 |
43 |
11 |
34.4% |
225 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3795 |
1.3775 |
1.3664 |
|
| R3 |
1.3733 |
1.3713 |
1.3647 |
|
| R2 |
1.3671 |
1.3671 |
1.3641 |
|
| R1 |
1.3651 |
1.3651 |
1.3636 |
1.3661 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3615 |
| S1 |
1.3589 |
1.3589 |
1.3624 |
1.3599 |
| S2 |
1.3547 |
1.3547 |
1.3619 |
|
| S3 |
1.3485 |
1.3527 |
1.3613 |
|
| S4 |
1.3423 |
1.3465 |
1.3596 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4003 |
1.3957 |
1.3707 |
|
| R3 |
1.3863 |
1.3817 |
1.3669 |
|
| R2 |
1.3723 |
1.3723 |
1.3656 |
|
| R1 |
1.3677 |
1.3677 |
1.3643 |
1.3700 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3595 |
| S1 |
1.3537 |
1.3537 |
1.3617 |
1.3560 |
| S2 |
1.3443 |
1.3443 |
1.3604 |
|
| S3 |
1.3303 |
1.3397 |
1.3592 |
|
| S4 |
1.3163 |
1.3257 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3630 |
1.3490 |
0.0140 |
1.0% |
0.0054 |
0.4% |
100% |
True |
False |
45 |
| 10 |
1.3666 |
1.3488 |
0.0178 |
1.3% |
0.0046 |
0.3% |
80% |
False |
False |
86 |
| 20 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0044 |
0.3% |
59% |
False |
False |
276 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0033 |
0.2% |
43% |
False |
False |
141 |
| 60 |
1.3820 |
1.3429 |
0.0391 |
2.9% |
0.0030 |
0.2% |
51% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3894 |
|
2.618 |
1.3792 |
|
1.618 |
1.3730 |
|
1.000 |
1.3692 |
|
0.618 |
1.3668 |
|
HIGH |
1.3630 |
|
0.618 |
1.3606 |
|
0.500 |
1.3599 |
|
0.382 |
1.3592 |
|
LOW |
1.3568 |
|
0.618 |
1.3530 |
|
1.000 |
1.3506 |
|
1.618 |
1.3468 |
|
2.618 |
1.3406 |
|
4.250 |
1.3305 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3620 |
1.3607 |
| PP |
1.3609 |
1.3583 |
| S1 |
1.3599 |
1.3560 |
|