CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3520 |
1.3523 |
0.0003 |
0.0% |
1.3666 |
| High |
1.3539 |
1.3608 |
0.0069 |
0.5% |
1.3666 |
| Low |
1.3503 |
1.3490 |
-0.0013 |
-0.1% |
1.3488 |
| Close |
1.3539 |
1.3589 |
0.0050 |
0.4% |
1.3488 |
| Range |
0.0036 |
0.0118 |
0.0082 |
227.8% |
0.0178 |
| ATR |
0.0052 |
0.0056 |
0.0005 |
9.2% |
0.0000 |
| Volume |
38 |
32 |
-6 |
-15.8% |
637 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3916 |
1.3871 |
1.3654 |
|
| R3 |
1.3798 |
1.3753 |
1.3621 |
|
| R2 |
1.3680 |
1.3680 |
1.3611 |
|
| R1 |
1.3635 |
1.3635 |
1.3600 |
1.3658 |
| PP |
1.3562 |
1.3562 |
1.3562 |
1.3574 |
| S1 |
1.3517 |
1.3517 |
1.3578 |
1.3540 |
| S2 |
1.3444 |
1.3444 |
1.3567 |
|
| S3 |
1.3326 |
1.3399 |
1.3557 |
|
| S4 |
1.3208 |
1.3281 |
1.3524 |
|
|
| 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 |
1.3608 |
1.3488 |
0.0120 |
0.9% |
0.0055 |
0.4% |
84% |
True |
False |
154 |
| 10 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0045 |
0.3% |
42% |
False |
False |
513 |
| 20 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0043 |
0.3% |
42% |
False |
False |
275 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0032 |
0.2% |
30% |
False |
False |
140 |
| 60 |
1.3820 |
1.3414 |
0.0406 |
3.0% |
0.0029 |
0.2% |
43% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4110 |
|
2.618 |
1.3917 |
|
1.618 |
1.3799 |
|
1.000 |
1.3726 |
|
0.618 |
1.3681 |
|
HIGH |
1.3608 |
|
0.618 |
1.3563 |
|
0.500 |
1.3549 |
|
0.382 |
1.3535 |
|
LOW |
1.3490 |
|
0.618 |
1.3417 |
|
1.000 |
1.3372 |
|
1.618 |
1.3299 |
|
2.618 |
1.3181 |
|
4.250 |
1.2989 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3576 |
1.3576 |
| PP |
1.3562 |
1.3562 |
| S1 |
1.3549 |
1.3549 |
|