CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3726 |
1.3667 |
-0.0059 |
-0.4% |
1.3759 |
| High |
1.3727 |
1.3672 |
-0.0055 |
-0.4% |
1.3819 |
| Low |
1.3630 |
1.3582 |
-0.0048 |
-0.4% |
1.3582 |
| Close |
1.3652 |
1.3598 |
-0.0054 |
-0.4% |
1.3598 |
| Range |
0.0097 |
0.0090 |
-0.0007 |
-7.2% |
0.0237 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.1% |
0.0000 |
| Volume |
177,189 |
149,837 |
-27,352 |
-15.4% |
490,362 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3887 |
1.3833 |
1.3648 |
|
| R3 |
1.3797 |
1.3743 |
1.3623 |
|
| R2 |
1.3707 |
1.3707 |
1.3615 |
|
| R1 |
1.3653 |
1.3653 |
1.3606 |
1.3635 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3609 |
| S1 |
1.3563 |
1.3563 |
1.3590 |
1.3545 |
| S2 |
1.3527 |
1.3527 |
1.3582 |
|
| S3 |
1.3437 |
1.3473 |
1.3573 |
|
| S4 |
1.3347 |
1.3383 |
1.3549 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4377 |
1.4225 |
1.3728 |
|
| R3 |
1.4140 |
1.3988 |
1.3663 |
|
| R2 |
1.3903 |
1.3903 |
1.3641 |
|
| R1 |
1.3751 |
1.3751 |
1.3620 |
1.3709 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3645 |
| S1 |
1.3514 |
1.3514 |
1.3576 |
1.3472 |
| S2 |
1.3429 |
1.3429 |
1.3555 |
|
| S3 |
1.3192 |
1.3277 |
1.3533 |
|
| S4 |
1.2955 |
1.3040 |
1.3468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3893 |
1.3582 |
0.0311 |
2.3% |
0.0111 |
0.8% |
5% |
False |
True |
133,437 |
| 10 |
1.3893 |
1.3582 |
0.0311 |
2.3% |
0.0079 |
0.6% |
5% |
False |
True |
116,384 |
| 20 |
1.3893 |
1.3545 |
0.0348 |
2.6% |
0.0081 |
0.6% |
15% |
False |
False |
114,362 |
| 40 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0085 |
0.6% |
50% |
False |
False |
58,370 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
50% |
False |
False |
39,071 |
| 80 |
1.3893 |
1.3268 |
0.0625 |
4.6% |
0.0078 |
0.6% |
53% |
False |
False |
29,349 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0070 |
0.5% |
62% |
False |
False |
23,481 |
| 120 |
1.3893 |
1.3109 |
0.0784 |
5.8% |
0.0064 |
0.5% |
62% |
False |
False |
19,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4055 |
|
2.618 |
1.3908 |
|
1.618 |
1.3818 |
|
1.000 |
1.3762 |
|
0.618 |
1.3728 |
|
HIGH |
1.3672 |
|
0.618 |
1.3638 |
|
0.500 |
1.3627 |
|
0.382 |
1.3616 |
|
LOW |
1.3582 |
|
0.618 |
1.3526 |
|
1.000 |
1.3492 |
|
1.618 |
1.3436 |
|
2.618 |
1.3346 |
|
4.250 |
1.3200 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3627 |
1.3697 |
| PP |
1.3617 |
1.3664 |
| S1 |
1.3608 |
1.3631 |
|