CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3667 |
1.3596 |
-0.0071 |
-0.5% |
1.3759 |
| High |
1.3672 |
1.3653 |
-0.0019 |
-0.1% |
1.3819 |
| Low |
1.3582 |
1.3571 |
-0.0011 |
-0.1% |
1.3582 |
| Close |
1.3598 |
1.3635 |
0.0037 |
0.3% |
1.3598 |
| Range |
0.0090 |
0.0082 |
-0.0008 |
-8.9% |
0.0237 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
149,837 |
164,085 |
14,248 |
9.5% |
490,362 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3866 |
1.3832 |
1.3680 |
|
| R3 |
1.3784 |
1.3750 |
1.3658 |
|
| R2 |
1.3702 |
1.3702 |
1.3650 |
|
| R1 |
1.3668 |
1.3668 |
1.3643 |
1.3685 |
| PP |
1.3620 |
1.3620 |
1.3620 |
1.3628 |
| S1 |
1.3586 |
1.3586 |
1.3627 |
1.3603 |
| S2 |
1.3538 |
1.3538 |
1.3620 |
|
| S3 |
1.3456 |
1.3504 |
1.3612 |
|
| S4 |
1.3374 |
1.3422 |
1.3590 |
|
|
| 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 |
1.3819 |
1.3571 |
0.0248 |
1.8% |
0.0086 |
0.6% |
26% |
False |
True |
130,889 |
| 10 |
1.3893 |
1.3571 |
0.0322 |
2.4% |
0.0083 |
0.6% |
20% |
False |
True |
115,334 |
| 20 |
1.3893 |
1.3571 |
0.0322 |
2.4% |
0.0078 |
0.6% |
20% |
False |
True |
121,500 |
| 40 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0085 |
0.6% |
56% |
False |
False |
62,463 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0083 |
0.6% |
56% |
False |
False |
41,800 |
| 80 |
1.3893 |
1.3270 |
0.0623 |
4.6% |
0.0078 |
0.6% |
59% |
False |
False |
31,399 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0071 |
0.5% |
66% |
False |
False |
25,122 |
| 120 |
1.3893 |
1.3109 |
0.0784 |
5.7% |
0.0064 |
0.5% |
67% |
False |
False |
20,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4002 |
|
2.618 |
1.3868 |
|
1.618 |
1.3786 |
|
1.000 |
1.3735 |
|
0.618 |
1.3704 |
|
HIGH |
1.3653 |
|
0.618 |
1.3622 |
|
0.500 |
1.3612 |
|
0.382 |
1.3602 |
|
LOW |
1.3571 |
|
0.618 |
1.3520 |
|
1.000 |
1.3489 |
|
1.618 |
1.3438 |
|
2.618 |
1.3356 |
|
4.250 |
1.3223 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3627 |
1.3649 |
| PP |
1.3620 |
1.3644 |
| S1 |
1.3612 |
1.3640 |
|