CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3517 |
1.3535 |
0.0018 |
0.1% |
1.3693 |
| High |
1.3557 |
1.3619 |
0.0062 |
0.5% |
1.3713 |
| Low |
1.3507 |
1.3483 |
-0.0024 |
-0.2% |
1.3482 |
| Close |
1.3535 |
1.3587 |
0.0052 |
0.4% |
1.3485 |
| Range |
0.0050 |
0.0136 |
0.0086 |
172.0% |
0.0231 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
6.0% |
0.0000 |
| Volume |
658 |
585 |
-73 |
-11.1% |
11,805 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3971 |
1.3915 |
1.3662 |
|
| R3 |
1.3835 |
1.3779 |
1.3624 |
|
| R2 |
1.3699 |
1.3699 |
1.3612 |
|
| R1 |
1.3643 |
1.3643 |
1.3599 |
1.3671 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3577 |
| S1 |
1.3507 |
1.3507 |
1.3575 |
1.3535 |
| S2 |
1.3427 |
1.3427 |
1.3562 |
|
| S3 |
1.3291 |
1.3371 |
1.3550 |
|
| S4 |
1.3155 |
1.3235 |
1.3512 |
|
|
| 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 |
1.3619 |
1.3482 |
0.0137 |
1.0% |
0.0073 |
0.5% |
77% |
True |
False |
2,059 |
| 10 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0076 |
0.6% |
42% |
False |
False |
2,145 |
| 20 |
1.3731 |
1.3482 |
0.0249 |
1.8% |
0.0077 |
0.6% |
42% |
False |
False |
1,289 |
| 40 |
1.3892 |
1.3482 |
0.0410 |
3.0% |
0.0073 |
0.5% |
26% |
False |
False |
807 |
| 60 |
1.3892 |
1.3396 |
0.0496 |
3.7% |
0.0066 |
0.5% |
39% |
False |
False |
546 |
| 80 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0063 |
0.5% |
48% |
False |
False |
412 |
| 100 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0054 |
0.4% |
48% |
False |
False |
330 |
| 120 |
1.3892 |
1.3131 |
0.0761 |
5.6% |
0.0047 |
0.3% |
60% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4197 |
|
2.618 |
1.3975 |
|
1.618 |
1.3839 |
|
1.000 |
1.3755 |
|
0.618 |
1.3703 |
|
HIGH |
1.3619 |
|
0.618 |
1.3567 |
|
0.500 |
1.3551 |
|
0.382 |
1.3535 |
|
LOW |
1.3483 |
|
0.618 |
1.3399 |
|
1.000 |
1.3347 |
|
1.618 |
1.3263 |
|
2.618 |
1.3127 |
|
4.250 |
1.2905 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3575 |
| PP |
1.3563 |
1.3563 |
| S1 |
1.3551 |
1.3551 |
|