CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3677 |
1.3784 |
0.0107 |
0.8% |
1.3560 |
| High |
1.3795 |
1.3794 |
-0.0001 |
0.0% |
1.3705 |
| Low |
1.3669 |
1.3748 |
0.0079 |
0.6% |
1.3479 |
| Close |
1.3786 |
1.3782 |
-0.0004 |
0.0% |
1.3683 |
| Range |
0.0126 |
0.0046 |
-0.0080 |
-63.5% |
0.0226 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
287 |
734 |
447 |
155.7% |
2,082 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3913 |
1.3893 |
1.3807 |
|
| R3 |
1.3867 |
1.3847 |
1.3795 |
|
| R2 |
1.3821 |
1.3821 |
1.3790 |
|
| R1 |
1.3801 |
1.3801 |
1.3786 |
1.3788 |
| PP |
1.3775 |
1.3775 |
1.3775 |
1.3768 |
| S1 |
1.3755 |
1.3755 |
1.3778 |
1.3742 |
| S2 |
1.3729 |
1.3729 |
1.3774 |
|
| S3 |
1.3683 |
1.3709 |
1.3769 |
|
| S4 |
1.3637 |
1.3663 |
1.3757 |
|
|
| 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 |
1.3795 |
1.3522 |
0.0273 |
2.0% |
0.0081 |
0.6% |
95% |
False |
False |
393 |
| 10 |
1.3795 |
1.3479 |
0.0316 |
2.3% |
0.0074 |
0.5% |
96% |
False |
False |
387 |
| 20 |
1.3795 |
1.3477 |
0.0318 |
2.3% |
0.0072 |
0.5% |
96% |
False |
False |
340 |
| 40 |
1.3795 |
1.3123 |
0.0672 |
4.9% |
0.0064 |
0.5% |
98% |
False |
False |
201 |
| 60 |
1.3795 |
1.3123 |
0.0672 |
4.9% |
0.0054 |
0.4% |
98% |
False |
False |
136 |
| 80 |
1.3795 |
1.2781 |
0.1014 |
7.4% |
0.0051 |
0.4% |
99% |
False |
False |
105 |
| 100 |
1.3795 |
1.2781 |
0.1014 |
7.4% |
0.0049 |
0.4% |
99% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3990 |
|
2.618 |
1.3914 |
|
1.618 |
1.3868 |
|
1.000 |
1.3840 |
|
0.618 |
1.3822 |
|
HIGH |
1.3794 |
|
0.618 |
1.3776 |
|
0.500 |
1.3771 |
|
0.382 |
1.3766 |
|
LOW |
1.3748 |
|
0.618 |
1.3720 |
|
1.000 |
1.3702 |
|
1.618 |
1.3674 |
|
2.618 |
1.3628 |
|
4.250 |
1.3553 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3778 |
1.3763 |
| PP |
1.3775 |
1.3745 |
| S1 |
1.3771 |
1.3726 |
|