CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3601 |
1.3615 |
0.0014 |
0.1% |
1.3666 |
| High |
1.3649 |
1.3620 |
-0.0029 |
-0.2% |
1.3700 |
| Low |
1.3581 |
1.3515 |
-0.0066 |
-0.5% |
1.3515 |
| Close |
1.3614 |
1.3529 |
-0.0085 |
-0.6% |
1.3529 |
| Range |
0.0068 |
0.0105 |
0.0037 |
54.4% |
0.0185 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
1.9% |
0.0000 |
| Volume |
209,806 |
210,477 |
671 |
0.3% |
930,989 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3870 |
1.3804 |
1.3587 |
|
| R3 |
1.3765 |
1.3699 |
1.3558 |
|
| R2 |
1.3660 |
1.3660 |
1.3548 |
|
| R1 |
1.3594 |
1.3594 |
1.3539 |
1.3575 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3545 |
| S1 |
1.3489 |
1.3489 |
1.3519 |
1.3470 |
| S2 |
1.3450 |
1.3450 |
1.3510 |
|
| S3 |
1.3345 |
1.3384 |
1.3500 |
|
| S4 |
1.3240 |
1.3279 |
1.3471 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4136 |
1.4018 |
1.3631 |
|
| R3 |
1.3951 |
1.3833 |
1.3580 |
|
| R2 |
1.3766 |
1.3766 |
1.3563 |
|
| R1 |
1.3648 |
1.3648 |
1.3546 |
1.3615 |
| PP |
1.3581 |
1.3581 |
1.3581 |
1.3565 |
| S1 |
1.3463 |
1.3463 |
1.3512 |
1.3430 |
| S2 |
1.3396 |
1.3396 |
1.3495 |
|
| S3 |
1.3211 |
1.3278 |
1.3478 |
|
| S4 |
1.3026 |
1.3093 |
1.3427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3700 |
1.3515 |
0.0185 |
1.4% |
0.0074 |
0.5% |
8% |
False |
True |
186,197 |
| 10 |
1.3700 |
1.3515 |
0.0185 |
1.4% |
0.0079 |
0.6% |
8% |
False |
True |
194,484 |
| 20 |
1.3893 |
1.3515 |
0.0378 |
2.8% |
0.0079 |
0.6% |
4% |
False |
True |
155,434 |
| 40 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0081 |
0.6% |
26% |
False |
False |
106,820 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
39% |
False |
False |
71,427 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0080 |
0.6% |
39% |
False |
False |
53,647 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0075 |
0.6% |
53% |
False |
False |
42,929 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0068 |
0.5% |
53% |
False |
False |
35,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4066 |
|
2.618 |
1.3895 |
|
1.618 |
1.3790 |
|
1.000 |
1.3725 |
|
0.618 |
1.3685 |
|
HIGH |
1.3620 |
|
0.618 |
1.3580 |
|
0.500 |
1.3568 |
|
0.382 |
1.3555 |
|
LOW |
1.3515 |
|
0.618 |
1.3450 |
|
1.000 |
1.3410 |
|
1.618 |
1.3345 |
|
2.618 |
1.3240 |
|
4.250 |
1.3069 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3568 |
1.3595 |
| PP |
1.3555 |
1.3573 |
| S1 |
1.3542 |
1.3551 |
|