CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3813 |
1.3722 |
-0.0091 |
-0.7% |
1.3669 |
| High |
1.3813 |
1.3722 |
-0.0091 |
-0.7% |
1.3892 |
| Low |
1.3750 |
1.3637 |
-0.0113 |
-0.8% |
1.3669 |
| Close |
1.3789 |
1.3653 |
-0.0136 |
-1.0% |
1.3734 |
| Range |
0.0063 |
0.0085 |
0.0022 |
34.9% |
0.0223 |
| ATR |
0.0072 |
0.0077 |
0.0006 |
8.0% |
0.0000 |
| Volume |
222 |
62 |
-160 |
-72.1% |
529 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3874 |
1.3700 |
|
| R3 |
1.3841 |
1.3789 |
1.3676 |
|
| R2 |
1.3756 |
1.3756 |
1.3669 |
|
| R1 |
1.3704 |
1.3704 |
1.3661 |
1.3688 |
| PP |
1.3671 |
1.3671 |
1.3671 |
1.3662 |
| S1 |
1.3619 |
1.3619 |
1.3645 |
1.3603 |
| S2 |
1.3586 |
1.3586 |
1.3637 |
|
| S3 |
1.3501 |
1.3534 |
1.3630 |
|
| S4 |
1.3416 |
1.3449 |
1.3606 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4434 |
1.4307 |
1.3857 |
|
| R3 |
1.4211 |
1.4084 |
1.3795 |
|
| R2 |
1.3988 |
1.3988 |
1.3775 |
|
| R1 |
1.3861 |
1.3861 |
1.3754 |
1.3925 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3797 |
| S1 |
1.3638 |
1.3638 |
1.3714 |
1.3702 |
| S2 |
1.3542 |
1.3542 |
1.3693 |
|
| S3 |
1.3319 |
1.3415 |
1.3673 |
|
| S4 |
1.3096 |
1.3192 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3892 |
1.3637 |
0.0255 |
1.9% |
0.0090 |
0.7% |
6% |
False |
True |
119 |
| 10 |
1.3892 |
1.3627 |
0.0265 |
1.9% |
0.0078 |
0.6% |
10% |
False |
False |
190 |
| 20 |
1.3892 |
1.3552 |
0.0340 |
2.5% |
0.0067 |
0.5% |
30% |
False |
False |
288 |
| 40 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0063 |
0.5% |
59% |
False |
False |
154 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0054 |
0.4% |
59% |
False |
False |
106 |
| 80 |
1.3892 |
1.3270 |
0.0622 |
4.6% |
0.0045 |
0.3% |
62% |
False |
False |
80 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0038 |
0.3% |
69% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4083 |
|
2.618 |
1.3945 |
|
1.618 |
1.3860 |
|
1.000 |
1.3807 |
|
0.618 |
1.3775 |
|
HIGH |
1.3722 |
|
0.618 |
1.3690 |
|
0.500 |
1.3680 |
|
0.382 |
1.3669 |
|
LOW |
1.3637 |
|
0.618 |
1.3584 |
|
1.000 |
1.3552 |
|
1.618 |
1.3499 |
|
2.618 |
1.3414 |
|
4.250 |
1.3276 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3680 |
1.3728 |
| PP |
1.3671 |
1.3703 |
| S1 |
1.3662 |
1.3678 |
|