CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3575 |
1.3604 |
0.0029 |
0.2% |
1.3595 |
| High |
1.3630 |
1.3685 |
0.0055 |
0.4% |
1.3685 |
| Low |
1.3550 |
1.3587 |
0.0037 |
0.3% |
1.3550 |
| Close |
1.3590 |
1.3659 |
0.0069 |
0.5% |
1.3659 |
| Range |
0.0080 |
0.0098 |
0.0018 |
22.5% |
0.0135 |
| ATR |
0.0077 |
0.0078 |
0.0002 |
2.0% |
0.0000 |
| Volume |
541 |
439 |
-102 |
-18.9% |
1,680 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3938 |
1.3896 |
1.3713 |
|
| R3 |
1.3840 |
1.3798 |
1.3686 |
|
| R2 |
1.3742 |
1.3742 |
1.3677 |
|
| R1 |
1.3700 |
1.3700 |
1.3668 |
1.3721 |
| PP |
1.3644 |
1.3644 |
1.3644 |
1.3654 |
| S1 |
1.3602 |
1.3602 |
1.3650 |
1.3623 |
| S2 |
1.3546 |
1.3546 |
1.3641 |
|
| S3 |
1.3448 |
1.3504 |
1.3632 |
|
| S4 |
1.3350 |
1.3406 |
1.3605 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3983 |
1.3733 |
|
| R3 |
1.3901 |
1.3848 |
1.3696 |
|
| R2 |
1.3766 |
1.3766 |
1.3684 |
|
| R1 |
1.3713 |
1.3713 |
1.3671 |
1.3740 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3645 |
| S1 |
1.3578 |
1.3578 |
1.3647 |
1.3605 |
| S2 |
1.3496 |
1.3496 |
1.3634 |
|
| S3 |
1.3361 |
1.3443 |
1.3622 |
|
| S4 |
1.3226 |
1.3308 |
1.3585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3685 |
1.3550 |
0.0135 |
1.0% |
0.0077 |
0.6% |
81% |
True |
False |
336 |
| 10 |
1.3892 |
1.3550 |
0.0342 |
2.5% |
0.0090 |
0.7% |
32% |
False |
False |
241 |
| 20 |
1.3892 |
1.3550 |
0.0342 |
2.5% |
0.0074 |
0.5% |
32% |
False |
False |
318 |
| 40 |
1.3892 |
1.3397 |
0.0495 |
3.6% |
0.0063 |
0.5% |
53% |
False |
False |
198 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0060 |
0.4% |
61% |
False |
False |
136 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0050 |
0.4% |
61% |
False |
False |
103 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0043 |
0.3% |
69% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4102 |
|
2.618 |
1.3942 |
|
1.618 |
1.3844 |
|
1.000 |
1.3783 |
|
0.618 |
1.3746 |
|
HIGH |
1.3685 |
|
0.618 |
1.3648 |
|
0.500 |
1.3636 |
|
0.382 |
1.3624 |
|
LOW |
1.3587 |
|
0.618 |
1.3526 |
|
1.000 |
1.3489 |
|
1.618 |
1.3428 |
|
2.618 |
1.3330 |
|
4.250 |
1.3171 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3651 |
1.3645 |
| PP |
1.3644 |
1.3631 |
| S1 |
1.3636 |
1.3618 |
|