CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3676 |
0.0146 |
1.1% |
1.3560 |
| High |
1.3682 |
1.3705 |
0.0023 |
0.2% |
1.3705 |
| Low |
1.3522 |
1.3665 |
0.0143 |
1.1% |
1.3479 |
| Close |
1.3681 |
1.3683 |
0.0002 |
0.0% |
1.3683 |
| Range |
0.0160 |
0.0040 |
-0.0120 |
-75.0% |
0.0226 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
409 |
280 |
-129 |
-31.5% |
2,082 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3784 |
1.3705 |
|
| R3 |
1.3764 |
1.3744 |
1.3694 |
|
| R2 |
1.3724 |
1.3724 |
1.3690 |
|
| R1 |
1.3704 |
1.3704 |
1.3687 |
1.3714 |
| PP |
1.3684 |
1.3684 |
1.3684 |
1.3690 |
| S1 |
1.3664 |
1.3664 |
1.3679 |
1.3674 |
| S2 |
1.3644 |
1.3644 |
1.3676 |
|
| S3 |
1.3604 |
1.3624 |
1.3672 |
|
| S4 |
1.3564 |
1.3584 |
1.3661 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4218 |
1.3807 |
|
| R3 |
1.4074 |
1.3992 |
1.3745 |
|
| R2 |
1.3848 |
1.3848 |
1.3724 |
|
| R1 |
1.3766 |
1.3766 |
1.3704 |
1.3807 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3643 |
| S1 |
1.3540 |
1.3540 |
1.3662 |
1.3581 |
| S2 |
1.3396 |
1.3396 |
1.3642 |
|
| S3 |
1.3170 |
1.3314 |
1.3621 |
|
| S4 |
1.2944 |
1.3088 |
1.3559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3705 |
1.3479 |
0.0226 |
1.7% |
0.0086 |
0.6% |
90% |
True |
False |
416 |
| 10 |
1.3705 |
1.3479 |
0.0226 |
1.7% |
0.0074 |
0.5% |
90% |
True |
False |
354 |
| 20 |
1.3705 |
1.3469 |
0.0236 |
1.7% |
0.0070 |
0.5% |
91% |
True |
False |
294 |
| 40 |
1.3705 |
1.3123 |
0.0582 |
4.3% |
0.0061 |
0.4% |
96% |
True |
False |
169 |
| 60 |
1.3705 |
1.3123 |
0.0582 |
4.3% |
0.0051 |
0.4% |
96% |
True |
False |
116 |
| 80 |
1.3705 |
1.2781 |
0.0924 |
6.8% |
0.0051 |
0.4% |
98% |
True |
False |
90 |
| 100 |
1.3705 |
1.2781 |
0.0924 |
6.8% |
0.0048 |
0.3% |
98% |
True |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3810 |
|
1.618 |
1.3770 |
|
1.000 |
1.3745 |
|
0.618 |
1.3730 |
|
HIGH |
1.3705 |
|
0.618 |
1.3690 |
|
0.500 |
1.3685 |
|
0.382 |
1.3680 |
|
LOW |
1.3665 |
|
0.618 |
1.3640 |
|
1.000 |
1.3625 |
|
1.618 |
1.3600 |
|
2.618 |
1.3560 |
|
4.250 |
1.3495 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3685 |
1.3653 |
| PP |
1.3684 |
1.3622 |
| S1 |
1.3684 |
1.3592 |
|