CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3784 |
1.3782 |
-0.0002 |
0.0% |
1.3560 |
| High |
1.3794 |
1.3824 |
0.0030 |
0.2% |
1.3705 |
| Low |
1.3748 |
1.3775 |
0.0027 |
0.2% |
1.3479 |
| Close |
1.3782 |
1.3805 |
0.0023 |
0.2% |
1.3683 |
| Range |
0.0046 |
0.0049 |
0.0003 |
6.5% |
0.0226 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
734 |
174 |
-560 |
-76.3% |
2,082 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3926 |
1.3832 |
|
| R3 |
1.3899 |
1.3877 |
1.3818 |
|
| R2 |
1.3850 |
1.3850 |
1.3814 |
|
| R1 |
1.3828 |
1.3828 |
1.3809 |
1.3839 |
| PP |
1.3801 |
1.3801 |
1.3801 |
1.3807 |
| S1 |
1.3779 |
1.3779 |
1.3801 |
1.3790 |
| S2 |
1.3752 |
1.3752 |
1.3796 |
|
| S3 |
1.3703 |
1.3730 |
1.3792 |
|
| S4 |
1.3654 |
1.3681 |
1.3778 |
|
|
| 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 |
1.3824 |
1.3657 |
0.0167 |
1.2% |
0.0059 |
0.4% |
89% |
True |
False |
346 |
| 10 |
1.3824 |
1.3479 |
0.0345 |
2.5% |
0.0075 |
0.5% |
94% |
True |
False |
380 |
| 20 |
1.3824 |
1.3479 |
0.0345 |
2.5% |
0.0072 |
0.5% |
94% |
True |
False |
339 |
| 40 |
1.3824 |
1.3123 |
0.0701 |
5.1% |
0.0064 |
0.5% |
97% |
True |
False |
205 |
| 60 |
1.3824 |
1.3123 |
0.0701 |
5.1% |
0.0054 |
0.4% |
97% |
True |
False |
138 |
| 80 |
1.3824 |
1.2781 |
0.1043 |
7.6% |
0.0051 |
0.4% |
98% |
True |
False |
107 |
| 100 |
1.3824 |
1.2781 |
0.1043 |
7.6% |
0.0050 |
0.4% |
98% |
True |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4032 |
|
2.618 |
1.3952 |
|
1.618 |
1.3903 |
|
1.000 |
1.3873 |
|
0.618 |
1.3854 |
|
HIGH |
1.3824 |
|
0.618 |
1.3805 |
|
0.500 |
1.3800 |
|
0.382 |
1.3794 |
|
LOW |
1.3775 |
|
0.618 |
1.3745 |
|
1.000 |
1.3726 |
|
1.618 |
1.3696 |
|
2.618 |
1.3647 |
|
4.250 |
1.3567 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3803 |
1.3786 |
| PP |
1.3801 |
1.3766 |
| S1 |
1.3800 |
1.3747 |
|