CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3518 |
1.3574 |
0.0056 |
0.4% |
1.3673 |
| High |
1.3560 |
1.3574 |
0.0014 |
0.1% |
1.3673 |
| Low |
1.3518 |
1.3543 |
0.0025 |
0.2% |
1.3520 |
| Close |
1.3559 |
1.3546 |
-0.0013 |
-0.1% |
1.3529 |
| Range |
0.0042 |
0.0031 |
-0.0011 |
-26.2% |
0.0153 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
39 |
223 |
184 |
471.8% |
69 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3647 |
1.3628 |
1.3563 |
|
| R3 |
1.3616 |
1.3597 |
1.3555 |
|
| R2 |
1.3585 |
1.3585 |
1.3552 |
|
| R1 |
1.3566 |
1.3566 |
1.3549 |
1.3560 |
| PP |
1.3554 |
1.3554 |
1.3554 |
1.3552 |
| S1 |
1.3535 |
1.3535 |
1.3543 |
1.3529 |
| S2 |
1.3523 |
1.3523 |
1.3540 |
|
| S3 |
1.3492 |
1.3504 |
1.3537 |
|
| S4 |
1.3461 |
1.3473 |
1.3529 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4033 |
1.3934 |
1.3613 |
|
| R3 |
1.3880 |
1.3781 |
1.3571 |
|
| R2 |
1.3727 |
1.3727 |
1.3557 |
|
| R1 |
1.3628 |
1.3628 |
1.3543 |
1.3601 |
| PP |
1.3574 |
1.3574 |
1.3574 |
1.3561 |
| S1 |
1.3475 |
1.3475 |
1.3515 |
1.3448 |
| S2 |
1.3421 |
1.3421 |
1.3501 |
|
| S3 |
1.3268 |
1.3322 |
1.3487 |
|
| S4 |
1.3115 |
1.3169 |
1.3445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3643 |
1.3518 |
0.0125 |
0.9% |
0.0035 |
0.3% |
22% |
False |
False |
58 |
| 10 |
1.3673 |
1.3518 |
0.0155 |
1.1% |
0.0034 |
0.3% |
18% |
False |
False |
35 |
| 20 |
1.3820 |
1.3518 |
0.0302 |
2.2% |
0.0025 |
0.2% |
9% |
False |
False |
18 |
| 40 |
1.3820 |
1.3518 |
0.0302 |
2.2% |
0.0027 |
0.2% |
9% |
False |
False |
12 |
| 60 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0025 |
0.2% |
45% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3706 |
|
2.618 |
1.3655 |
|
1.618 |
1.3624 |
|
1.000 |
1.3605 |
|
0.618 |
1.3593 |
|
HIGH |
1.3574 |
|
0.618 |
1.3562 |
|
0.500 |
1.3559 |
|
0.382 |
1.3555 |
|
LOW |
1.3543 |
|
0.618 |
1.3524 |
|
1.000 |
1.3512 |
|
1.618 |
1.3493 |
|
2.618 |
1.3462 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3559 |
1.3546 |
| PP |
1.3554 |
1.3546 |
| S1 |
1.3550 |
1.3546 |
|