CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3676 |
1.3685 |
0.0009 |
0.1% |
1.3560 |
| High |
1.3705 |
1.3691 |
-0.0014 |
-0.1% |
1.3705 |
| Low |
1.3665 |
1.3657 |
-0.0008 |
-0.1% |
1.3479 |
| Close |
1.3683 |
1.3682 |
-0.0001 |
0.0% |
1.3683 |
| Range |
0.0040 |
0.0034 |
-0.0006 |
-15.0% |
0.0226 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
280 |
257 |
-23 |
-8.2% |
2,082 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3764 |
1.3701 |
|
| R3 |
1.3745 |
1.3730 |
1.3691 |
|
| R2 |
1.3711 |
1.3711 |
1.3688 |
|
| R1 |
1.3696 |
1.3696 |
1.3685 |
1.3687 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3672 |
| S1 |
1.3662 |
1.3662 |
1.3679 |
1.3653 |
| S2 |
1.3643 |
1.3643 |
1.3676 |
|
| S3 |
1.3609 |
1.3628 |
1.3673 |
|
| S4 |
1.3575 |
1.3594 |
1.3663 |
|
|
| 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% |
0.0083 |
0.6% |
90% |
False |
False |
439 |
| 10 |
1.3705 |
1.3479 |
0.0226 |
1.7% |
0.0073 |
0.5% |
90% |
False |
False |
338 |
| 20 |
1.3705 |
1.3469 |
0.0236 |
1.7% |
0.0069 |
0.5% |
90% |
False |
False |
304 |
| 40 |
1.3705 |
1.3123 |
0.0582 |
4.3% |
0.0061 |
0.4% |
96% |
False |
False |
176 |
| 60 |
1.3705 |
1.3123 |
0.0582 |
4.3% |
0.0051 |
0.4% |
96% |
False |
False |
119 |
| 80 |
1.3705 |
1.2781 |
0.0924 |
6.8% |
0.0051 |
0.4% |
98% |
False |
False |
93 |
| 100 |
1.3705 |
1.2781 |
0.0924 |
6.8% |
0.0048 |
0.4% |
98% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3836 |
|
2.618 |
1.3780 |
|
1.618 |
1.3746 |
|
1.000 |
1.3725 |
|
0.618 |
1.3712 |
|
HIGH |
1.3691 |
|
0.618 |
1.3678 |
|
0.500 |
1.3674 |
|
0.382 |
1.3670 |
|
LOW |
1.3657 |
|
0.618 |
1.3636 |
|
1.000 |
1.3623 |
|
1.618 |
1.3602 |
|
2.618 |
1.3568 |
|
4.250 |
1.3513 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3679 |
1.3659 |
| PP |
1.3677 |
1.3636 |
| S1 |
1.3674 |
1.3614 |
|