CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3666 |
1.3669 |
0.0003 |
0.0% |
1.3596 |
| High |
1.3685 |
1.3700 |
0.0015 |
0.1% |
1.3687 |
| Low |
1.3637 |
1.3649 |
0.0012 |
0.1% |
1.3547 |
| Close |
1.3673 |
1.3673 |
0.0000 |
0.0% |
1.3660 |
| Range |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0140 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
138,853 |
167,370 |
28,517 |
20.5% |
1,013,857 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3827 |
1.3801 |
1.3701 |
|
| R3 |
1.3776 |
1.3750 |
1.3687 |
|
| R2 |
1.3725 |
1.3725 |
1.3682 |
|
| R1 |
1.3699 |
1.3699 |
1.3678 |
1.3712 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3681 |
| S1 |
1.3648 |
1.3648 |
1.3668 |
1.3661 |
| S2 |
1.3623 |
1.3623 |
1.3664 |
|
| S3 |
1.3572 |
1.3597 |
1.3659 |
|
| S4 |
1.3521 |
1.3546 |
1.3645 |
|
|
| 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 |
1.3700 |
1.3547 |
0.0153 |
1.1% |
0.0077 |
0.6% |
82% |
True |
False |
198,005 |
| 10 |
1.3812 |
1.3547 |
0.0265 |
1.9% |
0.0078 |
0.6% |
48% |
False |
False |
171,194 |
| 20 |
1.3893 |
1.3547 |
0.0346 |
2.5% |
0.0081 |
0.6% |
36% |
False |
False |
150,504 |
| 40 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0079 |
0.6% |
55% |
False |
False |
91,244 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
63% |
False |
False |
61,028 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0079 |
0.6% |
63% |
False |
False |
45,843 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0073 |
0.5% |
71% |
False |
False |
36,682 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0066 |
0.5% |
71% |
False |
False |
30,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3917 |
|
2.618 |
1.3834 |
|
1.618 |
1.3783 |
|
1.000 |
1.3751 |
|
0.618 |
1.3732 |
|
HIGH |
1.3700 |
|
0.618 |
1.3681 |
|
0.500 |
1.3675 |
|
0.382 |
1.3668 |
|
LOW |
1.3649 |
|
0.618 |
1.3617 |
|
1.000 |
1.3598 |
|
1.618 |
1.3566 |
|
2.618 |
1.3515 |
|
4.250 |
1.3432 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3675 |
1.3661 |
| PP |
1.3674 |
1.3648 |
| S1 |
1.3674 |
1.3636 |
|