CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3655 |
1.3663 |
0.0008 |
0.1% |
1.3530 |
| High |
1.3684 |
1.3664 |
-0.0020 |
-0.1% |
1.3740 |
| Low |
1.3602 |
1.3543 |
-0.0059 |
-0.4% |
1.3506 |
| Close |
1.3663 |
1.3550 |
-0.0113 |
-0.8% |
1.3676 |
| Range |
0.0082 |
0.0121 |
0.0039 |
47.6% |
0.0234 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.3% |
0.0000 |
| Volume |
257,429 |
263,799 |
6,370 |
2.5% |
951,304 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3949 |
1.3870 |
1.3617 |
|
| R3 |
1.3828 |
1.3749 |
1.3583 |
|
| R2 |
1.3707 |
1.3707 |
1.3572 |
|
| R1 |
1.3628 |
1.3628 |
1.3561 |
1.3607 |
| PP |
1.3586 |
1.3586 |
1.3586 |
1.3575 |
| S1 |
1.3507 |
1.3507 |
1.3539 |
1.3486 |
| S2 |
1.3465 |
1.3465 |
1.3528 |
|
| S3 |
1.3344 |
1.3386 |
1.3517 |
|
| S4 |
1.3223 |
1.3265 |
1.3483 |
|
|
| 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 |
1.3543 |
0.0197 |
1.5% |
0.0081 |
0.6% |
4% |
False |
True |
218,137 |
| 10 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0086 |
0.6% |
19% |
False |
False |
221,815 |
| 20 |
1.3740 |
1.3506 |
0.0234 |
1.7% |
0.0083 |
0.6% |
19% |
False |
False |
203,487 |
| 40 |
1.3893 |
1.3506 |
0.0387 |
2.9% |
0.0082 |
0.6% |
11% |
False |
False |
151,259 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0084 |
0.6% |
42% |
False |
False |
101,313 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0082 |
0.6% |
42% |
False |
False |
76,095 |
| 100 |
1.3893 |
1.3219 |
0.0674 |
5.0% |
0.0078 |
0.6% |
49% |
False |
False |
60,907 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0071 |
0.5% |
55% |
False |
False |
50,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4178 |
|
2.618 |
1.3981 |
|
1.618 |
1.3860 |
|
1.000 |
1.3785 |
|
0.618 |
1.3739 |
|
HIGH |
1.3664 |
|
0.618 |
1.3618 |
|
0.500 |
1.3604 |
|
0.382 |
1.3589 |
|
LOW |
1.3543 |
|
0.618 |
1.3468 |
|
1.000 |
1.3422 |
|
1.618 |
1.3347 |
|
2.618 |
1.3226 |
|
4.250 |
1.3029 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3604 |
1.3616 |
| PP |
1.3586 |
1.3594 |
| S1 |
1.3568 |
1.3572 |
|