CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3681 |
1.3674 |
-0.0007 |
-0.1% |
1.3530 |
| High |
1.3717 |
1.3688 |
-0.0029 |
-0.2% |
1.3740 |
| Low |
1.3652 |
1.3628 |
-0.0024 |
-0.2% |
1.3506 |
| Close |
1.3666 |
1.3665 |
-0.0001 |
0.0% |
1.3676 |
| Range |
0.0065 |
0.0060 |
-0.0005 |
-7.7% |
0.0234 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
161,699 |
163,639 |
1,940 |
1.2% |
951,304 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3840 |
1.3813 |
1.3698 |
|
| R3 |
1.3780 |
1.3753 |
1.3682 |
|
| R2 |
1.3720 |
1.3720 |
1.3676 |
|
| R1 |
1.3693 |
1.3693 |
1.3671 |
1.3677 |
| PP |
1.3660 |
1.3660 |
1.3660 |
1.3652 |
| S1 |
1.3633 |
1.3633 |
1.3660 |
1.3617 |
| S2 |
1.3600 |
1.3600 |
1.3654 |
|
| S3 |
1.3540 |
1.3573 |
1.3649 |
|
| S4 |
1.3480 |
1.3513 |
1.3632 |
|
|
| 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 |
1.3529 |
0.0211 |
1.5% |
0.0085 |
0.6% |
64% |
False |
False |
205,832 |
| 10 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0081 |
0.6% |
68% |
False |
False |
206,877 |
| 20 |
1.3819 |
1.3506 |
0.0313 |
2.3% |
0.0081 |
0.6% |
51% |
False |
False |
185,592 |
| 40 |
1.3893 |
1.3506 |
0.0387 |
2.8% |
0.0081 |
0.6% |
41% |
False |
False |
138,356 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0085 |
0.6% |
62% |
False |
False |
92,660 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
62% |
False |
False |
69,586 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0077 |
0.6% |
70% |
False |
False |
55,695 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0070 |
0.5% |
70% |
False |
False |
46,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3943 |
|
2.618 |
1.3845 |
|
1.618 |
1.3785 |
|
1.000 |
1.3748 |
|
0.618 |
1.3725 |
|
HIGH |
1.3688 |
|
0.618 |
1.3665 |
|
0.500 |
1.3658 |
|
0.382 |
1.3651 |
|
LOW |
1.3628 |
|
0.618 |
1.3591 |
|
1.000 |
1.3568 |
|
1.618 |
1.3531 |
|
2.618 |
1.3471 |
|
4.250 |
1.3373 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3663 |
1.3684 |
| PP |
1.3660 |
1.3678 |
| S1 |
1.3658 |
1.3671 |
|