CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3544 |
1.3686 |
0.0142 |
1.0% |
1.3531 |
| High |
1.3695 |
1.3731 |
0.0036 |
0.3% |
1.3731 |
| Low |
1.3528 |
1.3664 |
0.0136 |
1.0% |
1.3506 |
| Close |
1.3695 |
1.3676 |
-0.0019 |
-0.1% |
1.3676 |
| Range |
0.0167 |
0.0067 |
-0.0100 |
-59.9% |
0.0225 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
236 |
728 |
492 |
208.5% |
1,983 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3851 |
1.3713 |
|
| R3 |
1.3824 |
1.3784 |
1.3694 |
|
| R2 |
1.3757 |
1.3757 |
1.3688 |
|
| R1 |
1.3717 |
1.3717 |
1.3682 |
1.3704 |
| PP |
1.3690 |
1.3690 |
1.3690 |
1.3684 |
| S1 |
1.3650 |
1.3650 |
1.3670 |
1.3637 |
| S2 |
1.3623 |
1.3623 |
1.3664 |
|
| S3 |
1.3556 |
1.3583 |
1.3658 |
|
| S4 |
1.3489 |
1.3516 |
1.3639 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4219 |
1.3800 |
|
| R3 |
1.4088 |
1.3994 |
1.3738 |
|
| R2 |
1.3863 |
1.3863 |
1.3717 |
|
| R1 |
1.3769 |
1.3769 |
1.3697 |
1.3816 |
| PP |
1.3638 |
1.3638 |
1.3638 |
1.3661 |
| S1 |
1.3544 |
1.3544 |
1.3655 |
1.3591 |
| S2 |
1.3413 |
1.3413 |
1.3635 |
|
| S3 |
1.3188 |
1.3319 |
1.3614 |
|
| S4 |
1.2963 |
1.3094 |
1.3552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3731 |
1.3506 |
0.0225 |
1.6% |
0.0087 |
0.6% |
76% |
True |
False |
461 |
| 10 |
1.3731 |
1.3506 |
0.0225 |
1.6% |
0.0076 |
0.6% |
76% |
True |
False |
452 |
| 20 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0079 |
0.6% |
44% |
False |
False |
326 |
| 40 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0067 |
0.5% |
44% |
False |
False |
296 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0064 |
0.5% |
63% |
False |
False |
203 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0055 |
0.4% |
63% |
False |
False |
154 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0049 |
0.4% |
72% |
False |
False |
123 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0041 |
0.3% |
72% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4016 |
|
2.618 |
1.3906 |
|
1.618 |
1.3839 |
|
1.000 |
1.3798 |
|
0.618 |
1.3772 |
|
HIGH |
1.3731 |
|
0.618 |
1.3705 |
|
0.500 |
1.3698 |
|
0.382 |
1.3690 |
|
LOW |
1.3664 |
|
0.618 |
1.3623 |
|
1.000 |
1.3597 |
|
1.618 |
1.3556 |
|
2.618 |
1.3489 |
|
4.250 |
1.3379 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3698 |
1.3661 |
| PP |
1.3690 |
1.3645 |
| S1 |
1.3683 |
1.3630 |
|