CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3663 |
1.3557 |
-0.0106 |
-0.8% |
1.3681 |
| High |
1.3664 |
1.3574 |
-0.0090 |
-0.7% |
1.3717 |
| Low |
1.3543 |
1.3479 |
-0.0064 |
-0.5% |
1.3479 |
| Close |
1.3550 |
1.3484 |
-0.0066 |
-0.5% |
1.3484 |
| Range |
0.0121 |
0.0095 |
-0.0026 |
-21.5% |
0.0238 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
263,799 |
321,695 |
57,896 |
21.9% |
1,168,261 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3736 |
1.3536 |
|
| R3 |
1.3702 |
1.3641 |
1.3510 |
|
| R2 |
1.3607 |
1.3607 |
1.3501 |
|
| R1 |
1.3546 |
1.3546 |
1.3493 |
1.3529 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3504 |
| S1 |
1.3451 |
1.3451 |
1.3475 |
1.3434 |
| S2 |
1.3417 |
1.3417 |
1.3467 |
|
| S3 |
1.3322 |
1.3356 |
1.3458 |
|
| S4 |
1.3227 |
1.3261 |
1.3432 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4274 |
1.4117 |
1.3615 |
|
| R3 |
1.4036 |
1.3879 |
1.3549 |
|
| R2 |
1.3798 |
1.3798 |
1.3528 |
|
| R1 |
1.3641 |
1.3641 |
1.3506 |
1.3601 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3540 |
| S1 |
1.3403 |
1.3403 |
1.3462 |
1.3363 |
| S2 |
1.3322 |
1.3322 |
1.3440 |
|
| S3 |
1.3084 |
1.3165 |
1.3419 |
|
| S4 |
1.2846 |
1.2927 |
1.3353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3717 |
1.3479 |
0.0238 |
1.8% |
0.0085 |
0.6% |
2% |
False |
True |
233,652 |
| 10 |
1.3740 |
1.3479 |
0.0261 |
1.9% |
0.0089 |
0.7% |
2% |
False |
True |
233,004 |
| 20 |
1.3740 |
1.3479 |
0.0261 |
1.9% |
0.0083 |
0.6% |
2% |
False |
True |
210,712 |
| 40 |
1.3893 |
1.3479 |
0.0414 |
3.1% |
0.0082 |
0.6% |
1% |
False |
True |
159,182 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0084 |
0.6% |
31% |
False |
False |
106,658 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
31% |
False |
False |
80,111 |
| 100 |
1.3893 |
1.3253 |
0.0640 |
4.7% |
0.0078 |
0.6% |
36% |
False |
False |
64,123 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0072 |
0.5% |
47% |
False |
False |
53,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3978 |
|
2.618 |
1.3823 |
|
1.618 |
1.3728 |
|
1.000 |
1.3669 |
|
0.618 |
1.3633 |
|
HIGH |
1.3574 |
|
0.618 |
1.3538 |
|
0.500 |
1.3527 |
|
0.382 |
1.3515 |
|
LOW |
1.3479 |
|
0.618 |
1.3420 |
|
1.000 |
1.3384 |
|
1.618 |
1.3325 |
|
2.618 |
1.3230 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3527 |
1.3582 |
| PP |
1.3512 |
1.3549 |
| S1 |
1.3498 |
1.3517 |
|