CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3629 |
1.3572 |
-0.0057 |
-0.4% |
1.3491 |
| High |
1.3634 |
1.3591 |
-0.0043 |
-0.3% |
1.3650 |
| Low |
1.3550 |
1.3551 |
0.0001 |
0.0% |
1.3490 |
| Close |
1.3561 |
1.3583 |
0.0022 |
0.2% |
1.3561 |
| Range |
0.0084 |
0.0040 |
-0.0044 |
-52.4% |
0.0160 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
314 |
412 |
98 |
31.2% |
1,621 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3695 |
1.3679 |
1.3605 |
|
| R3 |
1.3655 |
1.3639 |
1.3594 |
|
| R2 |
1.3615 |
1.3615 |
1.3590 |
|
| R1 |
1.3599 |
1.3599 |
1.3587 |
1.3607 |
| PP |
1.3575 |
1.3575 |
1.3575 |
1.3579 |
| S1 |
1.3559 |
1.3559 |
1.3579 |
1.3567 |
| S2 |
1.3535 |
1.3535 |
1.3576 |
|
| S3 |
1.3495 |
1.3519 |
1.3572 |
|
| S4 |
1.3455 |
1.3479 |
1.3561 |
|
|
| 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 |
1.3515 |
0.0135 |
1.0% |
0.0069 |
0.5% |
50% |
False |
False |
354 |
| 10 |
1.3650 |
1.3469 |
0.0181 |
1.3% |
0.0065 |
0.5% |
63% |
False |
False |
269 |
| 20 |
1.3650 |
1.3253 |
0.0397 |
2.9% |
0.0062 |
0.5% |
83% |
False |
False |
175 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0050 |
0.4% |
87% |
False |
False |
92 |
| 60 |
1.3650 |
1.3070 |
0.0580 |
4.3% |
0.0044 |
0.3% |
88% |
False |
False |
65 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0047 |
0.3% |
92% |
False |
False |
51 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0041 |
0.3% |
92% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3761 |
|
2.618 |
1.3696 |
|
1.618 |
1.3656 |
|
1.000 |
1.3631 |
|
0.618 |
1.3616 |
|
HIGH |
1.3591 |
|
0.618 |
1.3576 |
|
0.500 |
1.3571 |
|
0.382 |
1.3566 |
|
LOW |
1.3551 |
|
0.618 |
1.3526 |
|
1.000 |
1.3511 |
|
1.618 |
1.3486 |
|
2.618 |
1.3446 |
|
4.250 |
1.3381 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3579 |
1.3600 |
| PP |
1.3575 |
1.3594 |
| S1 |
1.3571 |
1.3589 |
|