CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3345 |
-0.0033 |
-0.2% |
1.3219 |
| High |
1.3382 |
1.3370 |
-0.0012 |
-0.1% |
1.3326 |
| Low |
1.3342 |
1.3341 |
-0.0001 |
0.0% |
1.3219 |
| Close |
1.3342 |
1.3366 |
0.0024 |
0.2% |
1.3315 |
| Range |
0.0040 |
0.0029 |
-0.0011 |
-27.5% |
0.0107 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
53 |
98 |
45 |
84.9% |
261 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3435 |
1.3382 |
|
| R3 |
1.3417 |
1.3406 |
1.3374 |
|
| R2 |
1.3388 |
1.3388 |
1.3371 |
|
| R1 |
1.3377 |
1.3377 |
1.3369 |
1.3383 |
| PP |
1.3359 |
1.3359 |
1.3359 |
1.3362 |
| S1 |
1.3348 |
1.3348 |
1.3363 |
1.3354 |
| S2 |
1.3330 |
1.3330 |
1.3361 |
|
| S3 |
1.3301 |
1.3319 |
1.3358 |
|
| S4 |
1.3272 |
1.3290 |
1.3350 |
|
|
| 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 |
1.3382 |
1.3268 |
0.0114 |
0.9% |
0.0042 |
0.3% |
86% |
False |
False |
71 |
| 10 |
1.3382 |
1.3123 |
0.0259 |
1.9% |
0.0046 |
0.3% |
94% |
False |
False |
51 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0043 |
0.3% |
79% |
False |
False |
27 |
| 40 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0038 |
0.3% |
79% |
False |
False |
18 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0042 |
0.3% |
90% |
False |
False |
16 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0038 |
0.3% |
90% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3493 |
|
2.618 |
1.3446 |
|
1.618 |
1.3417 |
|
1.000 |
1.3399 |
|
0.618 |
1.3388 |
|
HIGH |
1.3370 |
|
0.618 |
1.3359 |
|
0.500 |
1.3356 |
|
0.382 |
1.3352 |
|
LOW |
1.3341 |
|
0.618 |
1.3323 |
|
1.000 |
1.3312 |
|
1.618 |
1.3294 |
|
2.618 |
1.3265 |
|
4.250 |
1.3218 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3363 |
1.3353 |
| PP |
1.3359 |
1.3339 |
| S1 |
1.3356 |
1.3326 |
|