CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3495 |
1.3491 |
-0.0004 |
0.0% |
1.3537 |
| High |
1.3565 |
1.3560 |
-0.0005 |
0.0% |
1.3565 |
| Low |
1.3492 |
1.3490 |
-0.0002 |
0.0% |
1.3469 |
| Close |
1.3524 |
1.3531 |
0.0007 |
0.1% |
1.3524 |
| Range |
0.0073 |
0.0070 |
-0.0003 |
-4.1% |
0.0096 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.0% |
0.0000 |
| Volume |
177 |
260 |
83 |
46.9% |
725 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3704 |
1.3570 |
|
| R3 |
1.3667 |
1.3634 |
1.3550 |
|
| R2 |
1.3597 |
1.3597 |
1.3544 |
|
| R1 |
1.3564 |
1.3564 |
1.3537 |
1.3581 |
| PP |
1.3527 |
1.3527 |
1.3527 |
1.3535 |
| S1 |
1.3494 |
1.3494 |
1.3525 |
1.3511 |
| S2 |
1.3457 |
1.3457 |
1.3518 |
|
| S3 |
1.3387 |
1.3424 |
1.3512 |
|
| S4 |
1.3317 |
1.3354 |
1.3493 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3762 |
1.3577 |
|
| R3 |
1.3711 |
1.3666 |
1.3550 |
|
| R2 |
1.3615 |
1.3615 |
1.3542 |
|
| R1 |
1.3570 |
1.3570 |
1.3533 |
1.3545 |
| PP |
1.3519 |
1.3519 |
1.3519 |
1.3507 |
| S1 |
1.3474 |
1.3474 |
1.3515 |
1.3449 |
| S2 |
1.3423 |
1.3423 |
1.3506 |
|
| S3 |
1.3327 |
1.3378 |
1.3498 |
|
| S4 |
1.3231 |
1.3282 |
1.3471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3565 |
1.3469 |
0.0096 |
0.7% |
0.0061 |
0.4% |
65% |
False |
False |
185 |
| 10 |
1.3576 |
1.3341 |
0.0235 |
1.7% |
0.0068 |
0.5% |
81% |
False |
False |
144 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0058 |
0.4% |
90% |
False |
False |
93 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0044 |
0.3% |
90% |
False |
False |
49 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0041 |
0.3% |
94% |
False |
False |
37 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0044 |
0.3% |
94% |
False |
False |
29 |
| 100 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0039 |
0.3% |
94% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3858 |
|
2.618 |
1.3743 |
|
1.618 |
1.3673 |
|
1.000 |
1.3630 |
|
0.618 |
1.3603 |
|
HIGH |
1.3560 |
|
0.618 |
1.3533 |
|
0.500 |
1.3525 |
|
0.382 |
1.3517 |
|
LOW |
1.3490 |
|
0.618 |
1.3447 |
|
1.000 |
1.3420 |
|
1.618 |
1.3377 |
|
2.618 |
1.3307 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3529 |
1.3528 |
| PP |
1.3527 |
1.3524 |
| S1 |
1.3525 |
1.3521 |
|