CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3563 |
1.3527 |
-0.0036 |
-0.3% |
1.3572 |
| High |
1.3577 |
1.3570 |
-0.0007 |
-0.1% |
1.3612 |
| Low |
1.3487 |
1.3479 |
-0.0008 |
-0.1% |
1.3496 |
| Close |
1.3526 |
1.3538 |
0.0012 |
0.1% |
1.3560 |
| Range |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0116 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.7% |
0.0000 |
| Volume |
405 |
845 |
440 |
108.6% |
1,461 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3802 |
1.3761 |
1.3588 |
|
| R3 |
1.3711 |
1.3670 |
1.3563 |
|
| R2 |
1.3620 |
1.3620 |
1.3555 |
|
| R1 |
1.3579 |
1.3579 |
1.3546 |
1.3600 |
| PP |
1.3529 |
1.3529 |
1.3529 |
1.3539 |
| S1 |
1.3488 |
1.3488 |
1.3530 |
1.3509 |
| S2 |
1.3438 |
1.3438 |
1.3521 |
|
| S3 |
1.3347 |
1.3397 |
1.3513 |
|
| S4 |
1.3256 |
1.3306 |
1.3488 |
|
|
| 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 |
1.3603 |
1.3479 |
0.0124 |
0.9% |
0.0067 |
0.5% |
48% |
False |
True |
380 |
| 10 |
1.3650 |
1.3479 |
0.0171 |
1.3% |
0.0069 |
0.5% |
35% |
False |
True |
341 |
| 20 |
1.3650 |
1.3469 |
0.0181 |
1.3% |
0.0065 |
0.5% |
38% |
False |
False |
276 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0058 |
0.4% |
79% |
False |
False |
152 |
| 60 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0049 |
0.4% |
79% |
False |
False |
104 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0050 |
0.4% |
87% |
False |
False |
82 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0046 |
0.3% |
87% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3957 |
|
2.618 |
1.3808 |
|
1.618 |
1.3717 |
|
1.000 |
1.3661 |
|
0.618 |
1.3626 |
|
HIGH |
1.3570 |
|
0.618 |
1.3535 |
|
0.500 |
1.3525 |
|
0.382 |
1.3514 |
|
LOW |
1.3479 |
|
0.618 |
1.3423 |
|
1.000 |
1.3388 |
|
1.618 |
1.3332 |
|
2.618 |
1.3241 |
|
4.250 |
1.3092 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3534 |
1.3541 |
| PP |
1.3529 |
1.3540 |
| S1 |
1.3525 |
1.3539 |
|