CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3583 |
1.3533 |
-0.0050 |
-0.4% |
1.3491 |
| High |
1.3609 |
1.3547 |
-0.0062 |
-0.5% |
1.3650 |
| Low |
1.3496 |
1.3500 |
0.0004 |
0.0% |
1.3490 |
| Close |
1.3529 |
1.3541 |
0.0012 |
0.1% |
1.3561 |
| Range |
0.0113 |
0.0047 |
-0.0066 |
-58.4% |
0.0160 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
357 |
240 |
-117 |
-32.8% |
1,621 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3670 |
1.3653 |
1.3567 |
|
| R3 |
1.3623 |
1.3606 |
1.3554 |
|
| R2 |
1.3576 |
1.3576 |
1.3550 |
|
| R1 |
1.3559 |
1.3559 |
1.3545 |
1.3568 |
| PP |
1.3529 |
1.3529 |
1.3529 |
1.3534 |
| S1 |
1.3512 |
1.3512 |
1.3537 |
1.3521 |
| S2 |
1.3482 |
1.3482 |
1.3532 |
|
| S3 |
1.3435 |
1.3465 |
1.3528 |
|
| S4 |
1.3388 |
1.3418 |
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 |
1.3634 |
1.3496 |
0.0138 |
1.0% |
0.0066 |
0.5% |
33% |
False |
False |
300 |
| 10 |
1.3650 |
1.3490 |
0.0160 |
1.2% |
0.0070 |
0.5% |
32% |
False |
False |
298 |
| 20 |
1.3650 |
1.3270 |
0.0380 |
2.8% |
0.0066 |
0.5% |
71% |
False |
False |
208 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0054 |
0.4% |
79% |
False |
False |
111 |
| 60 |
1.3650 |
1.3109 |
0.0541 |
4.0% |
0.0046 |
0.3% |
80% |
False |
False |
78 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0049 |
0.4% |
87% |
False |
False |
61 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0043 |
0.3% |
87% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3747 |
|
2.618 |
1.3670 |
|
1.618 |
1.3623 |
|
1.000 |
1.3594 |
|
0.618 |
1.3576 |
|
HIGH |
1.3547 |
|
0.618 |
1.3529 |
|
0.500 |
1.3524 |
|
0.382 |
1.3518 |
|
LOW |
1.3500 |
|
0.618 |
1.3471 |
|
1.000 |
1.3453 |
|
1.618 |
1.3424 |
|
2.618 |
1.3377 |
|
4.250 |
1.3300 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3535 |
1.3554 |
| PP |
1.3529 |
1.3550 |
| S1 |
1.3524 |
1.3545 |
|