CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3587 |
1.3629 |
0.0042 |
0.3% |
1.3491 |
| High |
1.3650 |
1.3634 |
-0.0016 |
-0.1% |
1.3650 |
| Low |
1.3586 |
1.3550 |
-0.0036 |
-0.3% |
1.3490 |
| Close |
1.3627 |
1.3561 |
-0.0066 |
-0.5% |
1.3561 |
| Range |
0.0064 |
0.0084 |
0.0020 |
31.3% |
0.0160 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
2.2% |
0.0000 |
| Volume |
248 |
314 |
66 |
26.6% |
1,621 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3834 |
1.3781 |
1.3607 |
|
| R3 |
1.3750 |
1.3697 |
1.3584 |
|
| R2 |
1.3666 |
1.3666 |
1.3576 |
|
| R1 |
1.3613 |
1.3613 |
1.3569 |
1.3598 |
| PP |
1.3582 |
1.3582 |
1.3582 |
1.3574 |
| S1 |
1.3529 |
1.3529 |
1.3553 |
1.3514 |
| S2 |
1.3498 |
1.3498 |
1.3546 |
|
| S3 |
1.3414 |
1.3445 |
1.3538 |
|
| S4 |
1.3330 |
1.3361 |
1.3515 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4047 |
1.3964 |
1.3649 |
|
| R3 |
1.3887 |
1.3804 |
1.3605 |
|
| R2 |
1.3727 |
1.3727 |
1.3590 |
|
| R1 |
1.3644 |
1.3644 |
1.3576 |
1.3686 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3588 |
| S1 |
1.3484 |
1.3484 |
1.3546 |
1.3526 |
| S2 |
1.3407 |
1.3407 |
1.3532 |
|
| S3 |
1.3247 |
1.3324 |
1.3517 |
|
| S4 |
1.3087 |
1.3164 |
1.3473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3650 |
1.3490 |
0.0160 |
1.2% |
0.0075 |
0.6% |
44% |
False |
False |
324 |
| 10 |
1.3650 |
1.3469 |
0.0181 |
1.3% |
0.0066 |
0.5% |
51% |
False |
False |
234 |
| 20 |
1.3650 |
1.3219 |
0.0431 |
3.2% |
0.0062 |
0.5% |
79% |
False |
False |
156 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0049 |
0.4% |
83% |
False |
False |
82 |
| 60 |
1.3650 |
1.3070 |
0.0580 |
4.3% |
0.0044 |
0.3% |
85% |
False |
False |
58 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0047 |
0.3% |
90% |
False |
False |
46 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0041 |
0.3% |
90% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3991 |
|
2.618 |
1.3854 |
|
1.618 |
1.3770 |
|
1.000 |
1.3718 |
|
0.618 |
1.3686 |
|
HIGH |
1.3634 |
|
0.618 |
1.3602 |
|
0.500 |
1.3592 |
|
0.382 |
1.3582 |
|
LOW |
1.3550 |
|
0.618 |
1.3498 |
|
1.000 |
1.3466 |
|
1.618 |
1.3414 |
|
2.618 |
1.3330 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3592 |
1.3583 |
| PP |
1.3582 |
1.3575 |
| S1 |
1.3571 |
1.3568 |
|