CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3545 |
1.3692 |
0.0147 |
1.1% |
1.3530 |
| High |
1.3699 |
1.3740 |
0.0041 |
0.3% |
1.3740 |
| Low |
1.3529 |
1.3662 |
0.0133 |
1.0% |
1.3506 |
| Close |
1.3696 |
1.3676 |
-0.0020 |
-0.1% |
1.3676 |
| Range |
0.0170 |
0.0078 |
-0.0092 |
-54.1% |
0.0234 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
316,076 |
244,123 |
-71,953 |
-22.8% |
951,304 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3879 |
1.3719 |
|
| R3 |
1.3849 |
1.3801 |
1.3697 |
|
| R2 |
1.3771 |
1.3771 |
1.3690 |
|
| R1 |
1.3723 |
1.3723 |
1.3683 |
1.3708 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3685 |
| S1 |
1.3645 |
1.3645 |
1.3669 |
1.3630 |
| S2 |
1.3615 |
1.3615 |
1.3662 |
|
| S3 |
1.3537 |
1.3567 |
1.3655 |
|
| S4 |
1.3459 |
1.3489 |
1.3633 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4343 |
1.4243 |
1.3805 |
|
| R3 |
1.4109 |
1.4009 |
1.3740 |
|
| R2 |
1.3875 |
1.3875 |
1.3719 |
|
| R1 |
1.3775 |
1.3775 |
1.3697 |
1.3825 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3666 |
| S1 |
1.3541 |
1.3541 |
1.3655 |
1.3591 |
| S2 |
1.3407 |
1.3407 |
1.3633 |
|
| S3 |
1.3173 |
1.3307 |
1.3612 |
|
| S4 |
1.2939 |
1.3073 |
1.3547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0093 |
0.7% |
73% |
True |
False |
232,356 |
| 10 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0084 |
0.6% |
73% |
True |
False |
211,390 |
| 20 |
1.3893 |
1.3506 |
0.0387 |
2.8% |
0.0086 |
0.6% |
44% |
False |
False |
179,473 |
| 40 |
1.3893 |
1.3506 |
0.0387 |
2.8% |
0.0080 |
0.6% |
44% |
False |
False |
130,440 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0086 |
0.6% |
63% |
False |
False |
87,254 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
63% |
False |
False |
65,529 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0077 |
0.6% |
72% |
False |
False |
52,442 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0069 |
0.5% |
72% |
False |
False |
43,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4072 |
|
2.618 |
1.3944 |
|
1.618 |
1.3866 |
|
1.000 |
1.3818 |
|
0.618 |
1.3788 |
|
HIGH |
1.3740 |
|
0.618 |
1.3710 |
|
0.500 |
1.3701 |
|
0.382 |
1.3692 |
|
LOW |
1.3662 |
|
0.618 |
1.3614 |
|
1.000 |
1.3584 |
|
1.618 |
1.3536 |
|
2.618 |
1.3458 |
|
4.250 |
1.3331 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3701 |
1.3662 |
| PP |
1.3693 |
1.3648 |
| S1 |
1.3684 |
1.3635 |
|