CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3603 |
1.3553 |
-0.0050 |
-0.4% |
1.3666 |
| High |
1.3603 |
1.3553 |
-0.0050 |
-0.4% |
1.3666 |
| Low |
1.3527 |
1.3488 |
-0.0039 |
-0.3% |
1.3488 |
| Close |
1.3552 |
1.3488 |
-0.0064 |
-0.5% |
1.3488 |
| Range |
0.0076 |
0.0065 |
-0.0011 |
-14.5% |
0.0178 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
17 |
589 |
572 |
3,364.7% |
637 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3661 |
1.3524 |
|
| R3 |
1.3640 |
1.3596 |
1.3506 |
|
| R2 |
1.3575 |
1.3575 |
1.3500 |
|
| R1 |
1.3531 |
1.3531 |
1.3494 |
1.3521 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3504 |
| S1 |
1.3466 |
1.3466 |
1.3482 |
1.3456 |
| S2 |
1.3445 |
1.3445 |
1.3476 |
|
| S3 |
1.3380 |
1.3401 |
1.3470 |
|
| S4 |
1.3315 |
1.3336 |
1.3452 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.3963 |
1.3586 |
|
| R3 |
1.3903 |
1.3785 |
1.3537 |
|
| R2 |
1.3725 |
1.3725 |
1.3521 |
|
| R1 |
1.3607 |
1.3607 |
1.3504 |
1.3577 |
| PP |
1.3547 |
1.3547 |
1.3547 |
1.3533 |
| S1 |
1.3429 |
1.3429 |
1.3472 |
1.3399 |
| S2 |
1.3369 |
1.3369 |
1.3455 |
|
| S3 |
1.3191 |
1.3251 |
1.3439 |
|
| S4 |
1.3013 |
1.3073 |
1.3390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3666 |
1.3488 |
0.0178 |
1.3% |
0.0037 |
0.3% |
0% |
False |
True |
127 |
| 10 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0047 |
0.4% |
0% |
False |
True |
523 |
| 20 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0036 |
0.3% |
0% |
False |
True |
266 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.5% |
0.0032 |
0.2% |
0% |
False |
True |
136 |
| 60 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0029 |
0.2% |
34% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3723 |
|
1.618 |
1.3658 |
|
1.000 |
1.3618 |
|
0.618 |
1.3593 |
|
HIGH |
1.3553 |
|
0.618 |
1.3528 |
|
0.500 |
1.3521 |
|
0.382 |
1.3513 |
|
LOW |
1.3488 |
|
0.618 |
1.3448 |
|
1.000 |
1.3423 |
|
1.618 |
1.3383 |
|
2.618 |
1.3318 |
|
4.250 |
1.3212 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3521 |
1.3576 |
| PP |
1.3510 |
1.3547 |
| S1 |
1.3499 |
1.3517 |
|