CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3787 |
1.3750 |
-0.0037 |
-0.3% |
1.3685 |
| High |
1.3814 |
1.3784 |
-0.0030 |
-0.2% |
1.3834 |
| Low |
1.3740 |
1.3698 |
-0.0042 |
-0.3% |
1.3657 |
| Close |
1.3750 |
1.3729 |
-0.0021 |
-0.2% |
1.3807 |
| Range |
0.0074 |
0.0086 |
0.0012 |
16.2% |
0.0177 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
2.0% |
0.0000 |
| Volume |
221 |
740 |
519 |
234.8% |
1,999 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3948 |
1.3776 |
|
| R3 |
1.3909 |
1.3862 |
1.3753 |
|
| R2 |
1.3823 |
1.3823 |
1.3745 |
|
| R1 |
1.3776 |
1.3776 |
1.3737 |
1.3757 |
| PP |
1.3737 |
1.3737 |
1.3737 |
1.3727 |
| S1 |
1.3690 |
1.3690 |
1.3721 |
1.3671 |
| S2 |
1.3651 |
1.3651 |
1.3713 |
|
| S3 |
1.3565 |
1.3604 |
1.3705 |
|
| S4 |
1.3479 |
1.3518 |
1.3682 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4297 |
1.4229 |
1.3904 |
|
| R3 |
1.4120 |
1.4052 |
1.3856 |
|
| R2 |
1.3943 |
1.3943 |
1.3839 |
|
| R1 |
1.3875 |
1.3875 |
1.3823 |
1.3909 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3783 |
| S1 |
1.3698 |
1.3698 |
1.3791 |
1.3732 |
| S2 |
1.3589 |
1.3589 |
1.3775 |
|
| S3 |
1.3412 |
1.3521 |
1.3758 |
|
| S4 |
1.3235 |
1.3344 |
1.3710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3834 |
1.3698 |
0.0136 |
1.0% |
0.0061 |
0.4% |
23% |
False |
True |
386 |
| 10 |
1.3834 |
1.3522 |
0.0312 |
2.3% |
0.0071 |
0.5% |
66% |
False |
False |
389 |
| 20 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0070 |
0.5% |
70% |
False |
False |
365 |
| 40 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0066 |
0.5% |
85% |
False |
False |
248 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0054 |
0.4% |
85% |
False |
False |
167 |
| 80 |
1.3834 |
1.2901 |
0.0933 |
6.8% |
0.0049 |
0.4% |
89% |
False |
False |
128 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0050 |
0.4% |
90% |
False |
False |
105 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0044 |
0.3% |
90% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4150 |
|
2.618 |
1.4009 |
|
1.618 |
1.3923 |
|
1.000 |
1.3870 |
|
0.618 |
1.3837 |
|
HIGH |
1.3784 |
|
0.618 |
1.3751 |
|
0.500 |
1.3741 |
|
0.382 |
1.3731 |
|
LOW |
1.3698 |
|
0.618 |
1.3645 |
|
1.000 |
1.3612 |
|
1.618 |
1.3559 |
|
2.618 |
1.3473 |
|
4.250 |
1.3333 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3741 |
1.3756 |
| PP |
1.3737 |
1.3747 |
| S1 |
1.3733 |
1.3738 |
|