CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3299 |
1.3283 |
-0.0016 |
-0.1% |
1.3219 |
| High |
1.3326 |
1.3315 |
-0.0011 |
-0.1% |
1.3326 |
| Low |
1.3281 |
1.3270 |
-0.0011 |
-0.1% |
1.3219 |
| Close |
1.3312 |
1.3315 |
0.0003 |
0.0% |
1.3315 |
| Range |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0107 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
19 |
112 |
93 |
489.5% |
261 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3435 |
1.3420 |
1.3340 |
|
| R3 |
1.3390 |
1.3375 |
1.3327 |
|
| R2 |
1.3345 |
1.3345 |
1.3323 |
|
| R1 |
1.3330 |
1.3330 |
1.3319 |
1.3338 |
| PP |
1.3300 |
1.3300 |
1.3300 |
1.3304 |
| S1 |
1.3285 |
1.3285 |
1.3311 |
1.3293 |
| S2 |
1.3255 |
1.3255 |
1.3307 |
|
| S3 |
1.3210 |
1.3240 |
1.3303 |
|
| S4 |
1.3165 |
1.3195 |
1.3290 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3568 |
1.3374 |
|
| R3 |
1.3501 |
1.3461 |
1.3344 |
|
| R2 |
1.3394 |
1.3394 |
1.3335 |
|
| R1 |
1.3354 |
1.3354 |
1.3325 |
1.3374 |
| PP |
1.3287 |
1.3287 |
1.3287 |
1.3297 |
| S1 |
1.3247 |
1.3247 |
1.3305 |
1.3267 |
| S2 |
1.3180 |
1.3180 |
1.3295 |
|
| S3 |
1.3073 |
1.3140 |
1.3286 |
|
| S4 |
1.2966 |
1.3033 |
1.3256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3326 |
1.3219 |
0.0107 |
0.8% |
0.0043 |
0.3% |
90% |
False |
False |
52 |
| 10 |
1.3326 |
1.3123 |
0.0203 |
1.5% |
0.0049 |
0.4% |
95% |
False |
False |
37 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0039 |
0.3% |
63% |
False |
False |
20 |
| 40 |
1.3430 |
1.3109 |
0.0321 |
2.4% |
0.0037 |
0.3% |
64% |
False |
False |
15 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0042 |
0.3% |
82% |
False |
False |
14 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0038 |
0.3% |
82% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3506 |
|
2.618 |
1.3433 |
|
1.618 |
1.3388 |
|
1.000 |
1.3360 |
|
0.618 |
1.3343 |
|
HIGH |
1.3315 |
|
0.618 |
1.3298 |
|
0.500 |
1.3293 |
|
0.382 |
1.3287 |
|
LOW |
1.3270 |
|
0.618 |
1.3242 |
|
1.000 |
1.3225 |
|
1.618 |
1.3197 |
|
2.618 |
1.3152 |
|
4.250 |
1.3079 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3308 |
1.3309 |
| PP |
1.3300 |
1.3303 |
| S1 |
1.3293 |
1.3297 |
|