CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3669 |
1.3675 |
0.0006 |
0.0% |
1.3596 |
| High |
1.3700 |
1.3675 |
-0.0025 |
-0.2% |
1.3687 |
| Low |
1.3649 |
1.3579 |
-0.0070 |
-0.5% |
1.3547 |
| Close |
1.3673 |
1.3599 |
-0.0074 |
-0.5% |
1.3660 |
| Range |
0.0051 |
0.0096 |
0.0045 |
88.2% |
0.0140 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.1% |
0.0000 |
| Volume |
167,370 |
204,483 |
37,113 |
22.2% |
1,013,857 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3848 |
1.3652 |
|
| R3 |
1.3810 |
1.3752 |
1.3625 |
|
| R2 |
1.3714 |
1.3714 |
1.3617 |
|
| R1 |
1.3656 |
1.3656 |
1.3608 |
1.3637 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3608 |
| S1 |
1.3560 |
1.3560 |
1.3590 |
1.3541 |
| S2 |
1.3522 |
1.3522 |
1.3581 |
|
| S3 |
1.3426 |
1.3464 |
1.3573 |
|
| S4 |
1.3330 |
1.3368 |
1.3546 |
|
|
| 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% |
0.0079 |
0.6% |
34% |
False |
False |
197,059 |
| 10 |
1.3727 |
1.3547 |
0.0180 |
1.3% |
0.0081 |
0.6% |
29% |
False |
False |
185,158 |
| 20 |
1.3893 |
1.3547 |
0.0346 |
2.5% |
0.0082 |
0.6% |
15% |
False |
False |
153,058 |
| 40 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0080 |
0.6% |
40% |
False |
False |
96,339 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
50% |
False |
False |
64,431 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0079 |
0.6% |
50% |
False |
False |
48,397 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0074 |
0.5% |
62% |
False |
False |
38,727 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0067 |
0.5% |
62% |
False |
False |
32,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4083 |
|
2.618 |
1.3926 |
|
1.618 |
1.3830 |
|
1.000 |
1.3771 |
|
0.618 |
1.3734 |
|
HIGH |
1.3675 |
|
0.618 |
1.3638 |
|
0.500 |
1.3627 |
|
0.382 |
1.3616 |
|
LOW |
1.3579 |
|
0.618 |
1.3520 |
|
1.000 |
1.3483 |
|
1.618 |
1.3424 |
|
2.618 |
1.3328 |
|
4.250 |
1.3171 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3627 |
1.3640 |
| PP |
1.3618 |
1.3626 |
| S1 |
1.3608 |
1.3613 |
|