CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3513 |
0.0158 |
1.2% |
1.3219 |
| High |
1.3546 |
1.3576 |
0.0030 |
0.2% |
1.3326 |
| Low |
1.3349 |
1.3513 |
0.0164 |
1.2% |
1.3219 |
| Close |
1.3513 |
1.3533 |
0.0020 |
0.1% |
1.3315 |
| Range |
0.0197 |
0.0063 |
-0.0134 |
-68.0% |
0.0107 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
29 |
175 |
146 |
503.4% |
261 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3694 |
1.3568 |
|
| R3 |
1.3667 |
1.3631 |
1.3550 |
|
| R2 |
1.3604 |
1.3604 |
1.3545 |
|
| R1 |
1.3568 |
1.3568 |
1.3539 |
1.3586 |
| PP |
1.3541 |
1.3541 |
1.3541 |
1.3550 |
| S1 |
1.3505 |
1.3505 |
1.3527 |
1.3523 |
| S2 |
1.3478 |
1.3478 |
1.3521 |
|
| S3 |
1.3415 |
1.3442 |
1.3516 |
|
| S4 |
1.3352 |
1.3379 |
1.3498 |
|
|
| 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 |
1.3576 |
1.3270 |
0.0306 |
2.3% |
0.0075 |
0.6% |
86% |
True |
False |
93 |
| 10 |
1.3576 |
1.3126 |
0.0450 |
3.3% |
0.0061 |
0.5% |
90% |
True |
False |
63 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0051 |
0.4% |
91% |
True |
False |
37 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0042 |
0.3% |
91% |
True |
False |
23 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0045 |
0.3% |
95% |
True |
False |
19 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0042 |
0.3% |
95% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3844 |
|
2.618 |
1.3741 |
|
1.618 |
1.3678 |
|
1.000 |
1.3639 |
|
0.618 |
1.3615 |
|
HIGH |
1.3576 |
|
0.618 |
1.3552 |
|
0.500 |
1.3545 |
|
0.382 |
1.3537 |
|
LOW |
1.3513 |
|
0.618 |
1.3474 |
|
1.000 |
1.3450 |
|
1.618 |
1.3411 |
|
2.618 |
1.3348 |
|
4.250 |
1.3245 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3545 |
1.3508 |
| PP |
1.3541 |
1.3483 |
| S1 |
1.3537 |
1.3459 |
|