CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3568 |
1.3604 |
0.0036 |
0.3% |
1.3507 |
| High |
1.3630 |
1.3643 |
0.0013 |
0.1% |
1.3630 |
| Low |
1.3568 |
1.3604 |
0.0036 |
0.3% |
1.3490 |
| Close |
1.3630 |
1.3643 |
0.0013 |
0.1% |
1.3630 |
| Range |
0.0062 |
0.0039 |
-0.0023 |
-37.1% |
0.0140 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
43 |
24 |
-19 |
-44.2% |
225 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3747 |
1.3734 |
1.3664 |
|
| R3 |
1.3708 |
1.3695 |
1.3654 |
|
| R2 |
1.3669 |
1.3669 |
1.3650 |
|
| R1 |
1.3656 |
1.3656 |
1.3647 |
1.3663 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3633 |
| S1 |
1.3617 |
1.3617 |
1.3639 |
1.3624 |
| S2 |
1.3591 |
1.3591 |
1.3636 |
|
| S3 |
1.3552 |
1.3578 |
1.3632 |
|
| S4 |
1.3513 |
1.3539 |
1.3622 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4003 |
1.3957 |
1.3707 |
|
| R3 |
1.3863 |
1.3817 |
1.3669 |
|
| R2 |
1.3723 |
1.3723 |
1.3656 |
|
| R1 |
1.3677 |
1.3677 |
1.3643 |
1.3700 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3595 |
| S1 |
1.3537 |
1.3537 |
1.3617 |
1.3560 |
| S2 |
1.3443 |
1.3443 |
1.3604 |
|
| S3 |
1.3303 |
1.3397 |
1.3592 |
|
| S4 |
1.3163 |
1.3257 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3643 |
1.3490 |
0.0153 |
1.1% |
0.0055 |
0.4% |
100% |
True |
False |
34 |
| 10 |
1.3666 |
1.3488 |
0.0178 |
1.3% |
0.0050 |
0.4% |
87% |
False |
False |
88 |
| 20 |
1.3727 |
1.3488 |
0.0239 |
1.8% |
0.0042 |
0.3% |
65% |
False |
False |
277 |
| 40 |
1.3820 |
1.3488 |
0.0332 |
2.4% |
0.0033 |
0.2% |
47% |
False |
False |
142 |
| 60 |
1.3820 |
1.3429 |
0.0391 |
2.9% |
0.0030 |
0.2% |
55% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3809 |
|
2.618 |
1.3745 |
|
1.618 |
1.3706 |
|
1.000 |
1.3682 |
|
0.618 |
1.3667 |
|
HIGH |
1.3643 |
|
0.618 |
1.3628 |
|
0.500 |
1.3624 |
|
0.382 |
1.3619 |
|
LOW |
1.3604 |
|
0.618 |
1.3580 |
|
1.000 |
1.3565 |
|
1.618 |
1.3541 |
|
2.618 |
1.3502 |
|
4.250 |
1.3438 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3637 |
1.3618 |
| PP |
1.3630 |
1.3592 |
| S1 |
1.3624 |
1.3567 |
|