CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3653 |
1.3631 |
-0.0022 |
-0.2% |
1.3518 |
| High |
1.3666 |
1.3664 |
-0.0002 |
0.0% |
1.3727 |
| Low |
1.3653 |
1.3631 |
-0.0022 |
-0.2% |
1.3518 |
| Close |
1.3666 |
1.3664 |
-0.0002 |
0.0% |
1.3677 |
| Range |
0.0013 |
0.0033 |
0.0020 |
153.8% |
0.0209 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
11 |
16 |
5 |
45.5% |
4,594 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3752 |
1.3741 |
1.3682 |
|
| R3 |
1.3719 |
1.3708 |
1.3673 |
|
| R2 |
1.3686 |
1.3686 |
1.3670 |
|
| R1 |
1.3675 |
1.3675 |
1.3667 |
1.3681 |
| PP |
1.3653 |
1.3653 |
1.3653 |
1.3656 |
| S1 |
1.3642 |
1.3642 |
1.3661 |
1.3648 |
| S2 |
1.3620 |
1.3620 |
1.3658 |
|
| S3 |
1.3587 |
1.3609 |
1.3655 |
|
| S4 |
1.3554 |
1.3576 |
1.3646 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4181 |
1.3792 |
|
| R3 |
1.4059 |
1.3972 |
1.3734 |
|
| R2 |
1.3850 |
1.3850 |
1.3715 |
|
| R1 |
1.3763 |
1.3763 |
1.3696 |
1.3807 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3662 |
| S1 |
1.3554 |
1.3554 |
1.3658 |
1.3598 |
| S2 |
1.3432 |
1.3432 |
1.3639 |
|
| S3 |
1.3223 |
1.3345 |
1.3620 |
|
| S4 |
1.3014 |
1.3136 |
1.3562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3727 |
1.3576 |
0.0151 |
1.1% |
0.0043 |
0.3% |
58% |
False |
False |
872 |
| 10 |
1.3727 |
1.3518 |
0.0209 |
1.5% |
0.0039 |
0.3% |
70% |
False |
False |
465 |
| 20 |
1.3792 |
1.3518 |
0.0274 |
2.0% |
0.0030 |
0.2% |
53% |
False |
False |
236 |
| 40 |
1.3820 |
1.3518 |
0.0302 |
2.2% |
0.0030 |
0.2% |
48% |
False |
False |
121 |
| 60 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0027 |
0.2% |
69% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3750 |
|
1.618 |
1.3717 |
|
1.000 |
1.3697 |
|
0.618 |
1.3684 |
|
HIGH |
1.3664 |
|
0.618 |
1.3651 |
|
0.500 |
1.3648 |
|
0.382 |
1.3644 |
|
LOW |
1.3631 |
|
0.618 |
1.3611 |
|
1.000 |
1.3598 |
|
1.618 |
1.3578 |
|
2.618 |
1.3545 |
|
4.250 |
1.3491 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3659 |
1.3659 |
| PP |
1.3653 |
1.3654 |
| S1 |
1.3648 |
1.3649 |
|