CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3651 |
1.3658 |
0.0007 |
0.1% |
1.3531 |
| High |
1.3682 |
1.3663 |
-0.0019 |
-0.1% |
1.3731 |
| Low |
1.3606 |
1.3545 |
-0.0061 |
-0.4% |
1.3506 |
| Close |
1.3662 |
1.3550 |
-0.0112 |
-0.8% |
1.3676 |
| Range |
0.0076 |
0.0118 |
0.0042 |
55.3% |
0.0225 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.8% |
0.0000 |
| Volume |
175 |
9,264 |
9,089 |
5,193.7% |
1,983 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3863 |
1.3615 |
|
| R3 |
1.3822 |
1.3745 |
1.3582 |
|
| R2 |
1.3704 |
1.3704 |
1.3572 |
|
| R1 |
1.3627 |
1.3627 |
1.3561 |
1.3607 |
| PP |
1.3586 |
1.3586 |
1.3586 |
1.3576 |
| S1 |
1.3509 |
1.3509 |
1.3539 |
1.3489 |
| S2 |
1.3468 |
1.3468 |
1.3528 |
|
| S3 |
1.3350 |
1.3391 |
1.3518 |
|
| S4 |
1.3232 |
1.3273 |
1.3485 |
|
|
| 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 |
1.3545 |
0.0186 |
1.4% |
0.0080 |
0.6% |
3% |
False |
True |
2,230 |
| 10 |
1.3731 |
1.3506 |
0.0225 |
1.7% |
0.0083 |
0.6% |
20% |
False |
False |
1,353 |
| 20 |
1.3731 |
1.3506 |
0.0225 |
1.7% |
0.0077 |
0.6% |
20% |
False |
False |
821 |
| 40 |
1.3892 |
1.3506 |
0.0386 |
2.8% |
0.0071 |
0.5% |
11% |
False |
False |
553 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0067 |
0.5% |
42% |
False |
False |
375 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0059 |
0.4% |
42% |
False |
False |
284 |
| 100 |
1.3892 |
1.3201 |
0.0691 |
5.1% |
0.0051 |
0.4% |
51% |
False |
False |
228 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0044 |
0.3% |
55% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4165 |
|
2.618 |
1.3972 |
|
1.618 |
1.3854 |
|
1.000 |
1.3781 |
|
0.618 |
1.3736 |
|
HIGH |
1.3663 |
|
0.618 |
1.3618 |
|
0.500 |
1.3604 |
|
0.382 |
1.3590 |
|
LOW |
1.3545 |
|
0.618 |
1.3472 |
|
1.000 |
1.3427 |
|
1.618 |
1.3354 |
|
2.618 |
1.3236 |
|
4.250 |
1.3044 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3604 |
1.3614 |
| PP |
1.3586 |
1.3592 |
| S1 |
1.3568 |
1.3571 |
|