CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3722 |
1.3672 |
-0.0050 |
-0.4% |
1.3757 |
| High |
1.3722 |
1.3672 |
-0.0050 |
-0.4% |
1.3818 |
| Low |
1.3637 |
1.3588 |
-0.0049 |
-0.4% |
1.3588 |
| Close |
1.3653 |
1.3599 |
-0.0054 |
-0.4% |
1.3599 |
| Range |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0230 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.6% |
0.0000 |
| Volume |
62 |
169 |
107 |
172.6% |
726 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3872 |
1.3819 |
1.3645 |
|
| R3 |
1.3788 |
1.3735 |
1.3622 |
|
| R2 |
1.3704 |
1.3704 |
1.3614 |
|
| R1 |
1.3651 |
1.3651 |
1.3607 |
1.3636 |
| PP |
1.3620 |
1.3620 |
1.3620 |
1.3612 |
| S1 |
1.3567 |
1.3567 |
1.3591 |
1.3552 |
| S2 |
1.3536 |
1.3536 |
1.3584 |
|
| S3 |
1.3452 |
1.3483 |
1.3576 |
|
| S4 |
1.3368 |
1.3399 |
1.3553 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4358 |
1.4209 |
1.3726 |
|
| R3 |
1.4128 |
1.3979 |
1.3662 |
|
| R2 |
1.3898 |
1.3898 |
1.3641 |
|
| R1 |
1.3749 |
1.3749 |
1.3620 |
1.3709 |
| PP |
1.3668 |
1.3668 |
1.3668 |
1.3648 |
| S1 |
1.3519 |
1.3519 |
1.3578 |
1.3479 |
| S2 |
1.3438 |
1.3438 |
1.3557 |
|
| S3 |
1.3208 |
1.3289 |
1.3536 |
|
| S4 |
1.2978 |
1.3059 |
1.3473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3892 |
1.3588 |
0.0304 |
2.2% |
0.0102 |
0.8% |
4% |
False |
True |
147 |
| 10 |
1.3892 |
1.3588 |
0.0304 |
2.2% |
0.0071 |
0.5% |
4% |
False |
True |
189 |
| 20 |
1.3892 |
1.3572 |
0.0320 |
2.4% |
0.0068 |
0.5% |
8% |
False |
False |
295 |
| 40 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0065 |
0.5% |
50% |
False |
False |
158 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0055 |
0.4% |
50% |
False |
False |
109 |
| 80 |
1.3892 |
1.3270 |
0.0622 |
4.6% |
0.0046 |
0.3% |
53% |
False |
False |
82 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0039 |
0.3% |
61% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4029 |
|
2.618 |
1.3892 |
|
1.618 |
1.3808 |
|
1.000 |
1.3756 |
|
0.618 |
1.3724 |
|
HIGH |
1.3672 |
|
0.618 |
1.3640 |
|
0.500 |
1.3630 |
|
0.382 |
1.3620 |
|
LOW |
1.3588 |
|
0.618 |
1.3536 |
|
1.000 |
1.3504 |
|
1.618 |
1.3452 |
|
2.618 |
1.3368 |
|
4.250 |
1.3231 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3630 |
1.3701 |
| PP |
1.3620 |
1.3667 |
| S1 |
1.3609 |
1.3633 |
|