CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3513 |
1.3540 |
0.0027 |
0.2% |
1.3378 |
| High |
1.3576 |
1.3543 |
-0.0033 |
-0.2% |
1.3576 |
| Low |
1.3513 |
1.3504 |
-0.0009 |
-0.1% |
1.3341 |
| Close |
1.3533 |
1.3526 |
-0.0007 |
-0.1% |
1.3526 |
| Range |
0.0063 |
0.0039 |
-0.0024 |
-38.1% |
0.0235 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
175 |
159 |
-16 |
-9.1% |
514 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3641 |
1.3623 |
1.3547 |
|
| R3 |
1.3602 |
1.3584 |
1.3537 |
|
| R2 |
1.3563 |
1.3563 |
1.3533 |
|
| R1 |
1.3545 |
1.3545 |
1.3530 |
1.3535 |
| PP |
1.3524 |
1.3524 |
1.3524 |
1.3519 |
| S1 |
1.3506 |
1.3506 |
1.3522 |
1.3496 |
| S2 |
1.3485 |
1.3485 |
1.3519 |
|
| S3 |
1.3446 |
1.3467 |
1.3515 |
|
| S4 |
1.3407 |
1.3428 |
1.3505 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4091 |
1.3655 |
|
| R3 |
1.3951 |
1.3856 |
1.3591 |
|
| R2 |
1.3716 |
1.3716 |
1.3569 |
|
| R1 |
1.3621 |
1.3621 |
1.3548 |
1.3669 |
| PP |
1.3481 |
1.3481 |
1.3481 |
1.3505 |
| S1 |
1.3386 |
1.3386 |
1.3504 |
1.3434 |
| S2 |
1.3246 |
1.3246 |
1.3483 |
|
| S3 |
1.3011 |
1.3151 |
1.3461 |
|
| S4 |
1.2776 |
1.2916 |
1.3397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3576 |
1.3341 |
0.0235 |
1.7% |
0.0074 |
0.5% |
79% |
False |
False |
102 |
| 10 |
1.3576 |
1.3219 |
0.0357 |
2.6% |
0.0058 |
0.4% |
86% |
False |
False |
77 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0051 |
0.4% |
89% |
False |
False |
45 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0041 |
0.3% |
89% |
False |
False |
26 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0044 |
0.3% |
94% |
False |
False |
22 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0042 |
0.3% |
94% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3645 |
|
1.618 |
1.3606 |
|
1.000 |
1.3582 |
|
0.618 |
1.3567 |
|
HIGH |
1.3543 |
|
0.618 |
1.3528 |
|
0.500 |
1.3524 |
|
0.382 |
1.3519 |
|
LOW |
1.3504 |
|
0.618 |
1.3480 |
|
1.000 |
1.3465 |
|
1.618 |
1.3441 |
|
2.618 |
1.3402 |
|
4.250 |
1.3338 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3525 |
1.3505 |
| PP |
1.3524 |
1.3484 |
| S1 |
1.3524 |
1.3463 |
|