CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3615 |
1.3530 |
-0.0085 |
-0.6% |
1.3666 |
| High |
1.3620 |
1.3568 |
-0.0052 |
-0.4% |
1.3700 |
| Low |
1.3515 |
1.3506 |
-0.0009 |
-0.1% |
1.3515 |
| Close |
1.3529 |
1.3559 |
0.0030 |
0.2% |
1.3529 |
| Range |
0.0105 |
0.0062 |
-0.0043 |
-41.0% |
0.0185 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
210,477 |
247,480 |
37,003 |
17.6% |
930,989 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3707 |
1.3593 |
|
| R3 |
1.3668 |
1.3645 |
1.3576 |
|
| R2 |
1.3606 |
1.3606 |
1.3570 |
|
| R1 |
1.3583 |
1.3583 |
1.3565 |
1.3595 |
| PP |
1.3544 |
1.3544 |
1.3544 |
1.3550 |
| S1 |
1.3521 |
1.3521 |
1.3553 |
1.3533 |
| S2 |
1.3482 |
1.3482 |
1.3548 |
|
| S3 |
1.3420 |
1.3459 |
1.3542 |
|
| S4 |
1.3358 |
1.3397 |
1.3525 |
|
|
| 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 |
1.3506 |
0.0194 |
1.4% |
0.0076 |
0.6% |
27% |
False |
True |
207,923 |
| 10 |
1.3700 |
1.3506 |
0.0194 |
1.4% |
0.0077 |
0.6% |
27% |
False |
True |
202,824 |
| 20 |
1.3893 |
1.3506 |
0.0387 |
2.9% |
0.0080 |
0.6% |
14% |
False |
True |
159,079 |
| 40 |
1.3893 |
1.3402 |
0.0491 |
3.6% |
0.0079 |
0.6% |
32% |
False |
False |
112,975 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
44% |
False |
False |
75,539 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0080 |
0.6% |
44% |
False |
False |
56,740 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0075 |
0.6% |
57% |
False |
False |
45,404 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0069 |
0.5% |
57% |
False |
False |
37,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3832 |
|
2.618 |
1.3730 |
|
1.618 |
1.3668 |
|
1.000 |
1.3630 |
|
0.618 |
1.3606 |
|
HIGH |
1.3568 |
|
0.618 |
1.3544 |
|
0.500 |
1.3537 |
|
0.382 |
1.3530 |
|
LOW |
1.3506 |
|
0.618 |
1.3468 |
|
1.000 |
1.3444 |
|
1.618 |
1.3406 |
|
2.618 |
1.3344 |
|
4.250 |
1.3243 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3552 |
1.3578 |
| PP |
1.3544 |
1.3571 |
| S1 |
1.3537 |
1.3565 |
|