CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3495 |
1.3475 |
-0.0020 |
-0.1% |
1.3378 |
| High |
1.3517 |
1.3539 |
0.0022 |
0.2% |
1.3576 |
| Low |
1.3469 |
1.3474 |
0.0005 |
0.0% |
1.3341 |
| Close |
1.3481 |
1.3527 |
0.0046 |
0.3% |
1.3526 |
| Range |
0.0048 |
0.0065 |
0.0017 |
35.4% |
0.0235 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
195 |
101 |
-94 |
-48.2% |
514 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3708 |
1.3683 |
1.3563 |
|
| R3 |
1.3643 |
1.3618 |
1.3545 |
|
| R2 |
1.3578 |
1.3578 |
1.3539 |
|
| R1 |
1.3553 |
1.3553 |
1.3533 |
1.3566 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3520 |
| S1 |
1.3488 |
1.3488 |
1.3521 |
1.3501 |
| S2 |
1.3448 |
1.3448 |
1.3515 |
|
| S3 |
1.3383 |
1.3423 |
1.3509 |
|
| S4 |
1.3318 |
1.3358 |
1.3491 |
|
|
| 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 |
1.3469 |
0.0107 |
0.8% |
0.0053 |
0.4% |
54% |
False |
False |
137 |
| 10 |
1.3576 |
1.3270 |
0.0306 |
2.3% |
0.0062 |
0.5% |
84% |
False |
False |
100 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0055 |
0.4% |
89% |
False |
False |
62 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0045 |
0.3% |
89% |
False |
False |
33 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0044 |
0.3% |
94% |
False |
False |
27 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0044 |
0.3% |
94% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3815 |
|
2.618 |
1.3709 |
|
1.618 |
1.3644 |
|
1.000 |
1.3604 |
|
0.618 |
1.3579 |
|
HIGH |
1.3539 |
|
0.618 |
1.3514 |
|
0.500 |
1.3507 |
|
0.382 |
1.3499 |
|
LOW |
1.3474 |
|
0.618 |
1.3434 |
|
1.000 |
1.3409 |
|
1.618 |
1.3369 |
|
2.618 |
1.3304 |
|
4.250 |
1.3198 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3520 |
1.3520 |
| PP |
1.3513 |
1.3512 |
| S1 |
1.3507 |
1.3505 |
|