CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3515 |
1.3536 |
0.0021 |
0.2% |
1.3681 |
| High |
1.3556 |
1.3620 |
0.0064 |
0.5% |
1.3717 |
| Low |
1.3498 |
1.3481 |
-0.0017 |
-0.1% |
1.3479 |
| Close |
1.3534 |
1.3587 |
0.0053 |
0.4% |
1.3484 |
| Range |
0.0058 |
0.0139 |
0.0081 |
139.7% |
0.0238 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
5.3% |
0.0000 |
| Volume |
209,526 |
309,945 |
100,419 |
47.9% |
1,168,261 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3980 |
1.3922 |
1.3663 |
|
| R3 |
1.3841 |
1.3783 |
1.3625 |
|
| R2 |
1.3702 |
1.3702 |
1.3612 |
|
| R1 |
1.3644 |
1.3644 |
1.3600 |
1.3673 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3577 |
| S1 |
1.3505 |
1.3505 |
1.3574 |
1.3534 |
| S2 |
1.3424 |
1.3424 |
1.3562 |
|
| S3 |
1.3285 |
1.3366 |
1.3549 |
|
| S4 |
1.3146 |
1.3227 |
1.3511 |
|
|
| 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 |
1.3620 |
1.3476 |
0.0144 |
1.1% |
0.0080 |
0.6% |
77% |
True |
False |
249,723 |
| 10 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0080 |
0.6% |
42% |
False |
False |
233,930 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
1.9% |
0.0083 |
0.6% |
42% |
False |
False |
222,603 |
| 40 |
1.3893 |
1.3476 |
0.0417 |
3.1% |
0.0081 |
0.6% |
27% |
False |
False |
180,089 |
| 60 |
1.3893 |
1.3357 |
0.0536 |
3.9% |
0.0081 |
0.6% |
43% |
False |
False |
122,053 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0083 |
0.6% |
48% |
False |
False |
91,684 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.4% |
0.0080 |
0.6% |
48% |
False |
False |
73,390 |
| 120 |
1.3893 |
1.3123 |
0.0770 |
5.7% |
0.0073 |
0.5% |
60% |
False |
False |
61,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4211 |
|
2.618 |
1.3984 |
|
1.618 |
1.3845 |
|
1.000 |
1.3759 |
|
0.618 |
1.3706 |
|
HIGH |
1.3620 |
|
0.618 |
1.3567 |
|
0.500 |
1.3551 |
|
0.382 |
1.3534 |
|
LOW |
1.3481 |
|
0.618 |
1.3395 |
|
1.000 |
1.3342 |
|
1.618 |
1.3256 |
|
2.618 |
1.3117 |
|
4.250 |
1.2890 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3575 |
| PP |
1.3563 |
1.3563 |
| S1 |
1.3551 |
1.3551 |
|