CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3533 |
1.3534 |
0.0001 |
0.0% |
1.3572 |
| High |
1.3547 |
1.3587 |
0.0040 |
0.3% |
1.3612 |
| Low |
1.3500 |
1.3526 |
0.0026 |
0.2% |
1.3496 |
| Close |
1.3541 |
1.3560 |
0.0019 |
0.1% |
1.3560 |
| Range |
0.0047 |
0.0061 |
0.0014 |
29.8% |
0.0116 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
240 |
271 |
31 |
12.9% |
1,461 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3711 |
1.3594 |
|
| R3 |
1.3680 |
1.3650 |
1.3577 |
|
| R2 |
1.3619 |
1.3619 |
1.3571 |
|
| R1 |
1.3589 |
1.3589 |
1.3566 |
1.3604 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3565 |
| S1 |
1.3528 |
1.3528 |
1.3554 |
1.3543 |
| S2 |
1.3497 |
1.3497 |
1.3549 |
|
| S3 |
1.3436 |
1.3467 |
1.3543 |
|
| S4 |
1.3375 |
1.3406 |
1.3526 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3904 |
1.3848 |
1.3624 |
|
| R3 |
1.3788 |
1.3732 |
1.3592 |
|
| R2 |
1.3672 |
1.3672 |
1.3581 |
|
| R1 |
1.3616 |
1.3616 |
1.3571 |
1.3586 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3541 |
| S1 |
1.3500 |
1.3500 |
1.3549 |
1.3470 |
| S2 |
1.3440 |
1.3440 |
1.3539 |
|
| S3 |
1.3324 |
1.3384 |
1.3528 |
|
| S4 |
1.3208 |
1.3268 |
1.3496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3612 |
1.3496 |
0.0116 |
0.9% |
0.0062 |
0.5% |
55% |
False |
False |
292 |
| 10 |
1.3650 |
1.3490 |
0.0160 |
1.2% |
0.0069 |
0.5% |
44% |
False |
False |
308 |
| 20 |
1.3650 |
1.3341 |
0.0309 |
2.3% |
0.0067 |
0.5% |
71% |
False |
False |
216 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0053 |
0.4% |
83% |
False |
False |
118 |
| 60 |
1.3650 |
1.3109 |
0.0541 |
4.0% |
0.0047 |
0.3% |
83% |
False |
False |
82 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0048 |
0.4% |
90% |
False |
False |
64 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0043 |
0.3% |
90% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3846 |
|
2.618 |
1.3747 |
|
1.618 |
1.3686 |
|
1.000 |
1.3648 |
|
0.618 |
1.3625 |
|
HIGH |
1.3587 |
|
0.618 |
1.3564 |
|
0.500 |
1.3557 |
|
0.382 |
1.3549 |
|
LOW |
1.3526 |
|
0.618 |
1.3488 |
|
1.000 |
1.3465 |
|
1.618 |
1.3427 |
|
2.618 |
1.3366 |
|
4.250 |
1.3267 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3559 |
1.3558 |
| PP |
1.3558 |
1.3555 |
| S1 |
1.3557 |
1.3553 |
|