CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3527 |
1.3515 |
-0.0012 |
-0.1% |
1.3681 |
| High |
1.3539 |
1.3556 |
0.0017 |
0.1% |
1.3717 |
| Low |
1.3493 |
1.3498 |
0.0005 |
0.0% |
1.3479 |
| Close |
1.3516 |
1.3534 |
0.0018 |
0.1% |
1.3484 |
| Range |
0.0046 |
0.0058 |
0.0012 |
26.1% |
0.0238 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
181,062 |
209,526 |
28,464 |
15.7% |
1,168,261 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3677 |
1.3566 |
|
| R3 |
1.3645 |
1.3619 |
1.3550 |
|
| R2 |
1.3587 |
1.3587 |
1.3545 |
|
| R1 |
1.3561 |
1.3561 |
1.3539 |
1.3574 |
| PP |
1.3529 |
1.3529 |
1.3529 |
1.3536 |
| S1 |
1.3503 |
1.3503 |
1.3529 |
1.3516 |
| S2 |
1.3471 |
1.3471 |
1.3523 |
|
| S3 |
1.3413 |
1.3445 |
1.3518 |
|
| S4 |
1.3355 |
1.3387 |
1.3502 |
|
|
| 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 |
1.3664 |
1.3476 |
0.0188 |
1.4% |
0.0076 |
0.6% |
31% |
False |
False |
240,493 |
| 10 |
1.3740 |
1.3476 |
0.0264 |
2.0% |
0.0084 |
0.6% |
22% |
False |
False |
234,543 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
2.0% |
0.0080 |
0.6% |
22% |
False |
False |
217,566 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0078 |
0.6% |
14% |
False |
False |
173,045 |
| 60 |
1.3893 |
1.3322 |
0.0571 |
4.2% |
0.0081 |
0.6% |
37% |
False |
False |
116,920 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0082 |
0.6% |
39% |
False |
False |
87,813 |
| 100 |
1.3893 |
1.3270 |
0.0623 |
4.6% |
0.0079 |
0.6% |
42% |
False |
False |
70,292 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0073 |
0.5% |
53% |
False |
False |
58,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3803 |
|
2.618 |
1.3708 |
|
1.618 |
1.3650 |
|
1.000 |
1.3614 |
|
0.618 |
1.3592 |
|
HIGH |
1.3556 |
|
0.618 |
1.3534 |
|
0.500 |
1.3527 |
|
0.382 |
1.3520 |
|
LOW |
1.3498 |
|
0.618 |
1.3462 |
|
1.000 |
1.3440 |
|
1.618 |
1.3404 |
|
2.618 |
1.3346 |
|
4.250 |
1.3252 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3532 |
1.3528 |
| PP |
1.3529 |
1.3522 |
| S1 |
1.3527 |
1.3516 |
|