CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3511 |
1.3517 |
0.0006 |
0.0% |
1.3693 |
| High |
1.3539 |
1.3557 |
0.0018 |
0.1% |
1.3713 |
| Low |
1.3496 |
1.3507 |
0.0011 |
0.1% |
1.3482 |
| Close |
1.3517 |
1.3535 |
0.0018 |
0.1% |
1.3485 |
| Range |
0.0043 |
0.0050 |
0.0007 |
16.3% |
0.0231 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
685 |
658 |
-27 |
-3.9% |
11,805 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3683 |
1.3659 |
1.3563 |
|
| R3 |
1.3633 |
1.3609 |
1.3549 |
|
| R2 |
1.3583 |
1.3583 |
1.3544 |
|
| R1 |
1.3559 |
1.3559 |
1.3540 |
1.3571 |
| PP |
1.3533 |
1.3533 |
1.3533 |
1.3539 |
| S1 |
1.3509 |
1.3509 |
1.3530 |
1.3521 |
| S2 |
1.3483 |
1.3483 |
1.3526 |
|
| S3 |
1.3433 |
1.3459 |
1.3521 |
|
| S4 |
1.3383 |
1.3409 |
1.3508 |
|
|
| 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 |
1.3663 |
1.3482 |
0.0181 |
1.3% |
0.0069 |
0.5% |
29% |
False |
False |
3,795 |
| 10 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0080 |
0.6% |
21% |
False |
False |
2,110 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0074 |
0.5% |
21% |
False |
False |
1,268 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0070 |
0.5% |
13% |
False |
False |
793 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0066 |
0.5% |
39% |
False |
False |
537 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0061 |
0.5% |
39% |
False |
False |
405 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.4% |
0.0052 |
0.4% |
39% |
False |
False |
325 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0046 |
0.3% |
53% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3770 |
|
2.618 |
1.3688 |
|
1.618 |
1.3638 |
|
1.000 |
1.3607 |
|
0.618 |
1.3588 |
|
HIGH |
1.3557 |
|
0.618 |
1.3538 |
|
0.500 |
1.3532 |
|
0.382 |
1.3526 |
|
LOW |
1.3507 |
|
0.618 |
1.3476 |
|
1.000 |
1.3457 |
|
1.618 |
1.3426 |
|
2.618 |
1.3376 |
|
4.250 |
1.3295 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3534 |
1.3530 |
| PP |
1.3533 |
1.3525 |
| S1 |
1.3532 |
1.3520 |
|