CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3686 |
1.3693 |
0.0007 |
0.1% |
1.3531 |
| High |
1.3731 |
1.3713 |
-0.0018 |
-0.1% |
1.3731 |
| Low |
1.3664 |
1.3625 |
-0.0039 |
-0.3% |
1.3506 |
| Close |
1.3676 |
1.3665 |
-0.0011 |
-0.1% |
1.3676 |
| Range |
0.0067 |
0.0088 |
0.0021 |
31.3% |
0.0225 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.9% |
0.0000 |
| Volume |
728 |
674 |
-54 |
-7.4% |
1,983 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3932 |
1.3886 |
1.3713 |
|
| R3 |
1.3844 |
1.3798 |
1.3689 |
|
| R2 |
1.3756 |
1.3756 |
1.3681 |
|
| R1 |
1.3710 |
1.3710 |
1.3673 |
1.3689 |
| PP |
1.3668 |
1.3668 |
1.3668 |
1.3657 |
| S1 |
1.3622 |
1.3622 |
1.3657 |
1.3601 |
| S2 |
1.3580 |
1.3580 |
1.3649 |
|
| S3 |
1.3492 |
1.3534 |
1.3641 |
|
| S4 |
1.3404 |
1.3446 |
1.3617 |
|
|
| 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% |
0.0086 |
0.6% |
71% |
False |
False |
531 |
| 10 |
1.3731 |
1.3506 |
0.0225 |
1.6% |
0.0075 |
0.5% |
71% |
False |
False |
476 |
| 20 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0082 |
0.6% |
41% |
False |
False |
358 |
| 40 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0068 |
0.5% |
41% |
False |
False |
312 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0065 |
0.5% |
62% |
False |
False |
214 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0056 |
0.4% |
62% |
False |
False |
162 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0049 |
0.4% |
70% |
False |
False |
130 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0042 |
0.3% |
70% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4087 |
|
2.618 |
1.3943 |
|
1.618 |
1.3855 |
|
1.000 |
1.3801 |
|
0.618 |
1.3767 |
|
HIGH |
1.3713 |
|
0.618 |
1.3679 |
|
0.500 |
1.3669 |
|
0.382 |
1.3659 |
|
LOW |
1.3625 |
|
0.618 |
1.3571 |
|
1.000 |
1.3537 |
|
1.618 |
1.3483 |
|
2.618 |
1.3395 |
|
4.250 |
1.3251 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3669 |
1.3653 |
| PP |
1.3668 |
1.3641 |
| S1 |
1.3666 |
1.3630 |
|