CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3574 |
1.3576 |
0.0002 |
0.0% |
1.3673 |
| High |
1.3574 |
1.3696 |
0.0122 |
0.9% |
1.3673 |
| Low |
1.3543 |
1.3576 |
0.0033 |
0.2% |
1.3520 |
| Close |
1.3546 |
1.3696 |
0.0150 |
1.1% |
1.3529 |
| Range |
0.0031 |
0.0120 |
0.0089 |
287.1% |
0.0153 |
| ATR |
0.0047 |
0.0054 |
0.0007 |
15.6% |
0.0000 |
| Volume |
223 |
15 |
-208 |
-93.3% |
69 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4016 |
1.3976 |
1.3762 |
|
| R3 |
1.3896 |
1.3856 |
1.3729 |
|
| R2 |
1.3776 |
1.3776 |
1.3718 |
|
| R1 |
1.3736 |
1.3736 |
1.3707 |
1.3756 |
| PP |
1.3656 |
1.3656 |
1.3656 |
1.3666 |
| S1 |
1.3616 |
1.3616 |
1.3685 |
1.3636 |
| S2 |
1.3536 |
1.3536 |
1.3674 |
|
| S3 |
1.3416 |
1.3496 |
1.3663 |
|
| S4 |
1.3296 |
1.3376 |
1.3630 |
|
|
| 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 |
1.3696 |
1.3518 |
0.0178 |
1.3% |
0.0050 |
0.4% |
100% |
True |
False |
57 |
| 10 |
1.3696 |
1.3518 |
0.0178 |
1.3% |
0.0041 |
0.3% |
100% |
True |
False |
36 |
| 20 |
1.3820 |
1.3518 |
0.0302 |
2.2% |
0.0031 |
0.2% |
59% |
False |
False |
19 |
| 40 |
1.3820 |
1.3518 |
0.0302 |
2.2% |
0.0029 |
0.2% |
59% |
False |
False |
13 |
| 60 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0027 |
0.2% |
75% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4206 |
|
2.618 |
1.4010 |
|
1.618 |
1.3890 |
|
1.000 |
1.3816 |
|
0.618 |
1.3770 |
|
HIGH |
1.3696 |
|
0.618 |
1.3650 |
|
0.500 |
1.3636 |
|
0.382 |
1.3622 |
|
LOW |
1.3576 |
|
0.618 |
1.3502 |
|
1.000 |
1.3456 |
|
1.618 |
1.3382 |
|
2.618 |
1.3262 |
|
4.250 |
1.3066 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3676 |
1.3666 |
| PP |
1.3656 |
1.3637 |
| S1 |
1.3636 |
1.3607 |
|