CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3475 |
1.3525 |
0.0050 |
0.4% |
1.3378 |
| High |
1.3539 |
1.3525 |
-0.0014 |
-0.1% |
1.3576 |
| Low |
1.3474 |
1.3477 |
0.0003 |
0.0% |
1.3341 |
| Close |
1.3527 |
1.3492 |
-0.0035 |
-0.3% |
1.3526 |
| Range |
0.0065 |
0.0048 |
-0.0017 |
-26.2% |
0.0235 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
101 |
193 |
92 |
91.1% |
514 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3615 |
1.3518 |
|
| R3 |
1.3594 |
1.3567 |
1.3505 |
|
| R2 |
1.3546 |
1.3546 |
1.3501 |
|
| R1 |
1.3519 |
1.3519 |
1.3496 |
1.3509 |
| PP |
1.3498 |
1.3498 |
1.3498 |
1.3493 |
| S1 |
1.3471 |
1.3471 |
1.3488 |
1.3461 |
| S2 |
1.3450 |
1.3450 |
1.3483 |
|
| S3 |
1.3402 |
1.3423 |
1.3479 |
|
| S4 |
1.3354 |
1.3375 |
1.3466 |
|
|
| 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 |
1.3543 |
1.3469 |
0.0074 |
0.5% |
0.0050 |
0.4% |
31% |
False |
False |
141 |
| 10 |
1.3576 |
1.3270 |
0.0306 |
2.3% |
0.0063 |
0.5% |
73% |
False |
False |
117 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.4% |
0.0055 |
0.4% |
81% |
False |
False |
72 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.4% |
0.0044 |
0.3% |
81% |
False |
False |
38 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0043 |
0.3% |
89% |
False |
False |
30 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0044 |
0.3% |
89% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3729 |
|
2.618 |
1.3651 |
|
1.618 |
1.3603 |
|
1.000 |
1.3573 |
|
0.618 |
1.3555 |
|
HIGH |
1.3525 |
|
0.618 |
1.3507 |
|
0.500 |
1.3501 |
|
0.382 |
1.3495 |
|
LOW |
1.3477 |
|
0.618 |
1.3447 |
|
1.000 |
1.3429 |
|
1.618 |
1.3399 |
|
2.618 |
1.3351 |
|
4.250 |
1.3273 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3501 |
1.3504 |
| PP |
1.3498 |
1.3500 |
| S1 |
1.3495 |
1.3496 |
|