CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3537 |
1.3495 |
-0.0042 |
-0.3% |
1.3378 |
| High |
1.3541 |
1.3517 |
-0.0024 |
-0.2% |
1.3576 |
| Low |
1.3490 |
1.3469 |
-0.0021 |
-0.2% |
1.3341 |
| Close |
1.3500 |
1.3481 |
-0.0019 |
-0.1% |
1.3526 |
| Range |
0.0051 |
0.0048 |
-0.0003 |
-5.9% |
0.0235 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
59 |
195 |
136 |
230.5% |
514 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3633 |
1.3605 |
1.3507 |
|
| R3 |
1.3585 |
1.3557 |
1.3494 |
|
| R2 |
1.3537 |
1.3537 |
1.3490 |
|
| R1 |
1.3509 |
1.3509 |
1.3485 |
1.3499 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3484 |
| S1 |
1.3461 |
1.3461 |
1.3477 |
1.3451 |
| S2 |
1.3441 |
1.3441 |
1.3472 |
|
| S3 |
1.3393 |
1.3413 |
1.3468 |
|
| S4 |
1.3345 |
1.3365 |
1.3455 |
|
|
| 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 |
1.3349 |
0.0227 |
1.7% |
0.0080 |
0.6% |
58% |
False |
False |
123 |
| 10 |
1.3576 |
1.3268 |
0.0308 |
2.3% |
0.0061 |
0.5% |
69% |
False |
False |
97 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.4% |
0.0054 |
0.4% |
79% |
False |
False |
57 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.4% |
0.0043 |
0.3% |
79% |
False |
False |
31 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0044 |
0.3% |
88% |
False |
False |
26 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0043 |
0.3% |
88% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3721 |
|
2.618 |
1.3643 |
|
1.618 |
1.3595 |
|
1.000 |
1.3565 |
|
0.618 |
1.3547 |
|
HIGH |
1.3517 |
|
0.618 |
1.3499 |
|
0.500 |
1.3493 |
|
0.382 |
1.3487 |
|
LOW |
1.3469 |
|
0.618 |
1.3439 |
|
1.000 |
1.3421 |
|
1.618 |
1.3391 |
|
2.618 |
1.3343 |
|
4.250 |
1.3265 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3493 |
1.3506 |
| PP |
1.3489 |
1.3498 |
| S1 |
1.3485 |
1.3489 |
|