CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3534 |
1.3560 |
0.0026 |
0.2% |
1.3572 |
| High |
1.3587 |
1.3603 |
0.0016 |
0.1% |
1.3612 |
| Low |
1.3526 |
1.3555 |
0.0029 |
0.2% |
1.3496 |
| Close |
1.3560 |
1.3583 |
0.0023 |
0.2% |
1.3560 |
| Range |
0.0061 |
0.0048 |
-0.0013 |
-21.3% |
0.0116 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
271 |
143 |
-128 |
-47.2% |
1,461 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3724 |
1.3702 |
1.3609 |
|
| R3 |
1.3676 |
1.3654 |
1.3596 |
|
| R2 |
1.3628 |
1.3628 |
1.3592 |
|
| R1 |
1.3606 |
1.3606 |
1.3587 |
1.3617 |
| PP |
1.3580 |
1.3580 |
1.3580 |
1.3586 |
| S1 |
1.3558 |
1.3558 |
1.3579 |
1.3569 |
| S2 |
1.3532 |
1.3532 |
1.3574 |
|
| S3 |
1.3484 |
1.3510 |
1.3570 |
|
| S4 |
1.3436 |
1.3462 |
1.3557 |
|
|
| 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% |
0.0063 |
0.5% |
75% |
False |
False |
238 |
| 10 |
1.3650 |
1.3496 |
0.0154 |
1.1% |
0.0066 |
0.5% |
56% |
False |
False |
296 |
| 20 |
1.3650 |
1.3341 |
0.0309 |
2.3% |
0.0067 |
0.5% |
78% |
False |
False |
220 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0054 |
0.4% |
87% |
False |
False |
121 |
| 60 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0047 |
0.3% |
87% |
False |
False |
84 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0048 |
0.4% |
92% |
False |
False |
66 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0044 |
0.3% |
92% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3807 |
|
2.618 |
1.3729 |
|
1.618 |
1.3681 |
|
1.000 |
1.3651 |
|
0.618 |
1.3633 |
|
HIGH |
1.3603 |
|
0.618 |
1.3585 |
|
0.500 |
1.3579 |
|
0.382 |
1.3573 |
|
LOW |
1.3555 |
|
0.618 |
1.3525 |
|
1.000 |
1.3507 |
|
1.618 |
1.3477 |
|
2.618 |
1.3429 |
|
4.250 |
1.3351 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3582 |
1.3573 |
| PP |
1.3580 |
1.3562 |
| S1 |
1.3579 |
1.3552 |
|