CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3658 |
1.3558 |
-0.0100 |
-0.7% |
1.3693 |
| High |
1.3663 |
1.3565 |
-0.0098 |
-0.7% |
1.3713 |
| Low |
1.3545 |
1.3482 |
-0.0063 |
-0.5% |
1.3482 |
| Close |
1.3550 |
1.3485 |
-0.0065 |
-0.5% |
1.3485 |
| Range |
0.0118 |
0.0083 |
-0.0035 |
-29.7% |
0.0231 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.3% |
0.0000 |
| Volume |
9,264 |
1,380 |
-7,884 |
-85.1% |
11,805 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3760 |
1.3705 |
1.3531 |
|
| R3 |
1.3677 |
1.3622 |
1.3508 |
|
| R2 |
1.3594 |
1.3594 |
1.3500 |
|
| R1 |
1.3539 |
1.3539 |
1.3493 |
1.3525 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3504 |
| S1 |
1.3456 |
1.3456 |
1.3477 |
1.3442 |
| S2 |
1.3428 |
1.3428 |
1.3470 |
|
| S3 |
1.3345 |
1.3373 |
1.3462 |
|
| S4 |
1.3262 |
1.3290 |
1.3439 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4253 |
1.4100 |
1.3612 |
|
| R3 |
1.4022 |
1.3869 |
1.3549 |
|
| R2 |
1.3791 |
1.3791 |
1.3527 |
|
| R1 |
1.3638 |
1.3638 |
1.3506 |
1.3599 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3541 |
| S1 |
1.3407 |
1.3407 |
1.3464 |
1.3368 |
| S2 |
1.3329 |
1.3329 |
1.3443 |
|
| S3 |
1.3098 |
1.3176 |
1.3421 |
|
| S4 |
1.2867 |
1.2945 |
1.3358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3713 |
1.3482 |
0.0231 |
1.7% |
0.0083 |
0.6% |
1% |
False |
True |
2,361 |
| 10 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0085 |
0.6% |
1% |
False |
True |
1,411 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0077 |
0.6% |
1% |
False |
True |
887 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0072 |
0.5% |
1% |
False |
True |
587 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0068 |
0.5% |
31% |
False |
False |
398 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0060 |
0.4% |
31% |
False |
False |
301 |
| 100 |
1.3892 |
1.3270 |
0.0622 |
4.6% |
0.0051 |
0.4% |
35% |
False |
False |
241 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0045 |
0.3% |
47% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3918 |
|
2.618 |
1.3782 |
|
1.618 |
1.3699 |
|
1.000 |
1.3648 |
|
0.618 |
1.3616 |
|
HIGH |
1.3565 |
|
0.618 |
1.3533 |
|
0.500 |
1.3524 |
|
0.382 |
1.3514 |
|
LOW |
1.3482 |
|
0.618 |
1.3431 |
|
1.000 |
1.3399 |
|
1.618 |
1.3348 |
|
2.618 |
1.3265 |
|
4.250 |
1.3129 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3524 |
1.3582 |
| PP |
1.3511 |
1.3550 |
| S1 |
1.3498 |
1.3517 |
|