CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3560 |
1.3563 |
0.0003 |
0.0% |
1.3572 |
| High |
1.3603 |
1.3577 |
-0.0026 |
-0.2% |
1.3612 |
| Low |
1.3555 |
1.3487 |
-0.0068 |
-0.5% |
1.3496 |
| Close |
1.3583 |
1.3526 |
-0.0057 |
-0.4% |
1.3560 |
| Range |
0.0048 |
0.0090 |
0.0042 |
87.5% |
0.0116 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.7% |
0.0000 |
| Volume |
143 |
405 |
262 |
183.2% |
1,461 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3800 |
1.3753 |
1.3576 |
|
| R3 |
1.3710 |
1.3663 |
1.3551 |
|
| R2 |
1.3620 |
1.3620 |
1.3543 |
|
| R1 |
1.3573 |
1.3573 |
1.3534 |
1.3552 |
| PP |
1.3530 |
1.3530 |
1.3530 |
1.3519 |
| S1 |
1.3483 |
1.3483 |
1.3518 |
1.3462 |
| S2 |
1.3440 |
1.3440 |
1.3510 |
|
| S3 |
1.3350 |
1.3393 |
1.3501 |
|
| S4 |
1.3260 |
1.3303 |
1.3477 |
|
|
| 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 |
1.3609 |
1.3487 |
0.0122 |
0.9% |
0.0072 |
0.5% |
32% |
False |
True |
283 |
| 10 |
1.3650 |
1.3487 |
0.0163 |
1.2% |
0.0068 |
0.5% |
24% |
False |
True |
280 |
| 20 |
1.3650 |
1.3349 |
0.0301 |
2.2% |
0.0070 |
0.5% |
59% |
False |
False |
235 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0057 |
0.4% |
76% |
False |
False |
131 |
| 60 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0049 |
0.4% |
76% |
False |
False |
90 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0049 |
0.4% |
86% |
False |
False |
71 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0045 |
0.3% |
86% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3960 |
|
2.618 |
1.3813 |
|
1.618 |
1.3723 |
|
1.000 |
1.3667 |
|
0.618 |
1.3633 |
|
HIGH |
1.3577 |
|
0.618 |
1.3543 |
|
0.500 |
1.3532 |
|
0.382 |
1.3521 |
|
LOW |
1.3487 |
|
0.618 |
1.3431 |
|
1.000 |
1.3397 |
|
1.618 |
1.3341 |
|
2.618 |
1.3251 |
|
4.250 |
1.3105 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3532 |
1.3545 |
| PP |
1.3530 |
1.3539 |
| S1 |
1.3528 |
1.3532 |
|