CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3595 |
1.3625 |
0.0030 |
0.2% |
1.3757 |
| High |
1.3652 |
1.3651 |
-0.0001 |
0.0% |
1.3818 |
| Low |
1.3575 |
1.3598 |
0.0023 |
0.2% |
1.3588 |
| Close |
1.3636 |
1.3617 |
-0.0019 |
-0.1% |
1.3599 |
| Range |
0.0077 |
0.0053 |
-0.0024 |
-31.2% |
0.0230 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
127 |
411 |
284 |
223.6% |
726 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3781 |
1.3752 |
1.3646 |
|
| R3 |
1.3728 |
1.3699 |
1.3632 |
|
| R2 |
1.3675 |
1.3675 |
1.3627 |
|
| R1 |
1.3646 |
1.3646 |
1.3622 |
1.3634 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3616 |
| S1 |
1.3593 |
1.3593 |
1.3612 |
1.3581 |
| S2 |
1.3569 |
1.3569 |
1.3607 |
|
| S3 |
1.3516 |
1.3540 |
1.3602 |
|
| S4 |
1.3463 |
1.3487 |
1.3588 |
|
|
| 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 |
1.3813 |
1.3575 |
0.0238 |
1.7% |
0.0072 |
0.5% |
18% |
False |
False |
198 |
| 10 |
1.3892 |
1.3575 |
0.0317 |
2.3% |
0.0072 |
0.5% |
13% |
False |
False |
179 |
| 20 |
1.3892 |
1.3575 |
0.0317 |
2.3% |
0.0066 |
0.5% |
13% |
False |
False |
318 |
| 40 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0062 |
0.5% |
53% |
False |
False |
171 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0057 |
0.4% |
53% |
False |
False |
118 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0047 |
0.3% |
53% |
False |
False |
89 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0040 |
0.3% |
64% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3876 |
|
2.618 |
1.3790 |
|
1.618 |
1.3737 |
|
1.000 |
1.3704 |
|
0.618 |
1.3684 |
|
HIGH |
1.3651 |
|
0.618 |
1.3631 |
|
0.500 |
1.3625 |
|
0.382 |
1.3618 |
|
LOW |
1.3598 |
|
0.618 |
1.3565 |
|
1.000 |
1.3545 |
|
1.618 |
1.3512 |
|
2.618 |
1.3459 |
|
4.250 |
1.3373 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3625 |
1.3624 |
| PP |
1.3622 |
1.3621 |
| S1 |
1.3620 |
1.3619 |
|