CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3596 |
1.3634 |
0.0038 |
0.3% |
1.3759 |
| High |
1.3653 |
1.3656 |
0.0003 |
0.0% |
1.3819 |
| Low |
1.3571 |
1.3596 |
0.0025 |
0.2% |
1.3582 |
| Close |
1.3635 |
1.3617 |
-0.0018 |
-0.1% |
1.3598 |
| Range |
0.0082 |
0.0060 |
-0.0022 |
-26.8% |
0.0237 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
164,085 |
165,968 |
1,883 |
1.1% |
490,362 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3803 |
1.3770 |
1.3650 |
|
| R3 |
1.3743 |
1.3710 |
1.3634 |
|
| R2 |
1.3683 |
1.3683 |
1.3628 |
|
| R1 |
1.3650 |
1.3650 |
1.3623 |
1.3637 |
| PP |
1.3623 |
1.3623 |
1.3623 |
1.3616 |
| S1 |
1.3590 |
1.3590 |
1.3612 |
1.3577 |
| S2 |
1.3563 |
1.3563 |
1.3606 |
|
| S3 |
1.3503 |
1.3530 |
1.3601 |
|
| S4 |
1.3443 |
1.3470 |
1.3584 |
|
|
| 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 |
1.3812 |
1.3571 |
0.0241 |
1.8% |
0.0080 |
0.6% |
19% |
False |
False |
144,384 |
| 10 |
1.3893 |
1.3571 |
0.0322 |
2.4% |
0.0081 |
0.6% |
14% |
False |
False |
113,867 |
| 20 |
1.3893 |
1.3571 |
0.0322 |
2.4% |
0.0077 |
0.6% |
14% |
False |
False |
128,524 |
| 40 |
1.3893 |
1.3322 |
0.0571 |
4.2% |
0.0081 |
0.6% |
52% |
False |
False |
66,597 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
53% |
False |
False |
44,562 |
| 80 |
1.3893 |
1.3270 |
0.0623 |
4.6% |
0.0079 |
0.6% |
56% |
False |
False |
33,473 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0071 |
0.5% |
64% |
False |
False |
26,782 |
| 120 |
1.3893 |
1.3109 |
0.0784 |
5.8% |
0.0065 |
0.5% |
65% |
False |
False |
22,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3911 |
|
2.618 |
1.3813 |
|
1.618 |
1.3753 |
|
1.000 |
1.3716 |
|
0.618 |
1.3693 |
|
HIGH |
1.3656 |
|
0.618 |
1.3633 |
|
0.500 |
1.3626 |
|
0.382 |
1.3619 |
|
LOW |
1.3596 |
|
0.618 |
1.3559 |
|
1.000 |
1.3536 |
|
1.618 |
1.3499 |
|
2.618 |
1.3439 |
|
4.250 |
1.3341 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3626 |
1.3622 |
| PP |
1.3623 |
1.3620 |
| S1 |
1.3620 |
1.3619 |
|