CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3576 |
1.3602 |
0.0026 |
0.2% |
1.3596 |
| High |
1.3633 |
1.3687 |
0.0054 |
0.4% |
1.3687 |
| Low |
1.3547 |
1.3571 |
0.0024 |
0.2% |
1.3547 |
| Close |
1.3590 |
1.3660 |
0.0070 |
0.5% |
1.3660 |
| Range |
0.0086 |
0.0116 |
0.0030 |
34.9% |
0.0140 |
| ATR |
0.0086 |
0.0089 |
0.0002 |
2.4% |
0.0000 |
| Volume |
242,975 |
231,614 |
-11,361 |
-4.7% |
1,013,857 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3987 |
1.3940 |
1.3724 |
|
| R3 |
1.3871 |
1.3824 |
1.3692 |
|
| R2 |
1.3755 |
1.3755 |
1.3681 |
|
| R1 |
1.3708 |
1.3708 |
1.3671 |
1.3732 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3651 |
| S1 |
1.3592 |
1.3592 |
1.3649 |
1.3616 |
| S2 |
1.3523 |
1.3523 |
1.3639 |
|
| S3 |
1.3407 |
1.3476 |
1.3628 |
|
| S4 |
1.3291 |
1.3360 |
1.3596 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4051 |
1.3996 |
1.3737 |
|
| R3 |
1.3911 |
1.3856 |
1.3699 |
|
| R2 |
1.3771 |
1.3771 |
1.3686 |
|
| R1 |
1.3716 |
1.3716 |
1.3673 |
1.3744 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3645 |
| S1 |
1.3576 |
1.3576 |
1.3647 |
1.3604 |
| S2 |
1.3491 |
1.3491 |
1.3634 |
|
| S3 |
1.3351 |
1.3436 |
1.3622 |
|
| S4 |
1.3211 |
1.3296 |
1.3583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3687 |
1.3547 |
0.0140 |
1.0% |
0.0085 |
0.6% |
81% |
True |
False |
202,771 |
| 10 |
1.3893 |
1.3547 |
0.0346 |
2.5% |
0.0098 |
0.7% |
33% |
False |
False |
168,104 |
| 20 |
1.3893 |
1.3547 |
0.0346 |
2.5% |
0.0082 |
0.6% |
33% |
False |
False |
151,793 |
| 40 |
1.3893 |
1.3394 |
0.0499 |
3.7% |
0.0081 |
0.6% |
53% |
False |
False |
83,618 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0084 |
0.6% |
61% |
False |
False |
55,945 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
61% |
False |
False |
42,018 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0073 |
0.5% |
70% |
False |
False |
33,620 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0066 |
0.5% |
70% |
False |
False |
28,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4180 |
|
2.618 |
1.3991 |
|
1.618 |
1.3875 |
|
1.000 |
1.3803 |
|
0.618 |
1.3759 |
|
HIGH |
1.3687 |
|
0.618 |
1.3643 |
|
0.500 |
1.3629 |
|
0.382 |
1.3615 |
|
LOW |
1.3571 |
|
0.618 |
1.3499 |
|
1.000 |
1.3455 |
|
1.618 |
1.3383 |
|
2.618 |
1.3267 |
|
4.250 |
1.3078 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3650 |
1.3646 |
| PP |
1.3639 |
1.3631 |
| S1 |
1.3629 |
1.3617 |
|