CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3672 |
1.3595 |
-0.0077 |
-0.6% |
1.3757 |
| High |
1.3672 |
1.3652 |
-0.0020 |
-0.1% |
1.3818 |
| Low |
1.3588 |
1.3575 |
-0.0013 |
-0.1% |
1.3588 |
| Close |
1.3599 |
1.3636 |
0.0037 |
0.3% |
1.3599 |
| Range |
0.0084 |
0.0077 |
-0.0007 |
-8.3% |
0.0230 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
169 |
127 |
-42 |
-24.9% |
726 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3852 |
1.3821 |
1.3678 |
|
| R3 |
1.3775 |
1.3744 |
1.3657 |
|
| R2 |
1.3698 |
1.3698 |
1.3650 |
|
| R1 |
1.3667 |
1.3667 |
1.3643 |
1.3683 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3629 |
| S1 |
1.3590 |
1.3590 |
1.3629 |
1.3606 |
| S2 |
1.3544 |
1.3544 |
1.3622 |
|
| S3 |
1.3467 |
1.3513 |
1.3615 |
|
| S4 |
1.3390 |
1.3436 |
1.3594 |
|
|
| 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 |
1.3818 |
1.3575 |
0.0243 |
1.8% |
0.0078 |
0.6% |
25% |
False |
True |
170 |
| 10 |
1.3892 |
1.3575 |
0.0317 |
2.3% |
0.0075 |
0.5% |
19% |
False |
True |
169 |
| 20 |
1.3892 |
1.3575 |
0.0317 |
2.3% |
0.0067 |
0.5% |
19% |
False |
True |
299 |
| 40 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0066 |
0.5% |
57% |
False |
False |
161 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0056 |
0.4% |
57% |
False |
False |
111 |
| 80 |
1.3892 |
1.3270 |
0.0622 |
4.6% |
0.0047 |
0.3% |
59% |
False |
False |
84 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0040 |
0.3% |
66% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3979 |
|
2.618 |
1.3854 |
|
1.618 |
1.3777 |
|
1.000 |
1.3729 |
|
0.618 |
1.3700 |
|
HIGH |
1.3652 |
|
0.618 |
1.3623 |
|
0.500 |
1.3614 |
|
0.382 |
1.3604 |
|
LOW |
1.3575 |
|
0.618 |
1.3527 |
|
1.000 |
1.3498 |
|
1.618 |
1.3450 |
|
2.618 |
1.3373 |
|
4.250 |
1.3248 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3629 |
1.3649 |
| PP |
1.3621 |
1.3644 |
| S1 |
1.3614 |
1.3640 |
|