CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3507 |
1.3515 |
0.0008 |
0.1% |
1.3666 |
| High |
1.3535 |
1.3520 |
-0.0015 |
-0.1% |
1.3666 |
| Low |
1.3501 |
1.3500 |
-0.0001 |
0.0% |
1.3488 |
| Close |
1.3535 |
1.3520 |
-0.0015 |
-0.1% |
1.3488 |
| Range |
0.0034 |
0.0020 |
-0.0014 |
-41.2% |
0.0178 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
78 |
34 |
-44 |
-56.4% |
637 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3573 |
1.3567 |
1.3531 |
|
| R3 |
1.3553 |
1.3547 |
1.3526 |
|
| R2 |
1.3533 |
1.3533 |
1.3524 |
|
| R1 |
1.3527 |
1.3527 |
1.3522 |
1.3530 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3515 |
| S1 |
1.3507 |
1.3507 |
1.3518 |
1.3510 |
| S2 |
1.3493 |
1.3493 |
1.3516 |
|
| S3 |
1.3473 |
1.3487 |
1.3515 |
|
| S4 |
1.3453 |
1.3467 |
1.3509 |
|
|
| 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 |
1.3664 |
1.3488 |
0.0176 |
1.3% |
0.0046 |
0.3% |
18% |
False |
False |
146 |
| 10 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0044 |
0.3% |
13% |
False |
False |
530 |
| 20 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0039 |
0.3% |
13% |
False |
False |
271 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.5% |
0.0030 |
0.2% |
10% |
False |
False |
139 |
| 60 |
1.3820 |
1.3318 |
0.0502 |
3.7% |
0.0030 |
0.2% |
40% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3605 |
|
2.618 |
1.3572 |
|
1.618 |
1.3552 |
|
1.000 |
1.3540 |
|
0.618 |
1.3532 |
|
HIGH |
1.3520 |
|
0.618 |
1.3512 |
|
0.500 |
1.3510 |
|
0.382 |
1.3508 |
|
LOW |
1.3500 |
|
0.618 |
1.3488 |
|
1.000 |
1.3480 |
|
1.618 |
1.3468 |
|
2.618 |
1.3448 |
|
4.250 |
1.3415 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3517 |
1.3521 |
| PP |
1.3513 |
1.3520 |
| S1 |
1.3510 |
1.3520 |
|