CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3750 |
1.3738 |
-0.0012 |
-0.1% |
1.3685 |
| High |
1.3784 |
1.3738 |
-0.0046 |
-0.3% |
1.3834 |
| Low |
1.3698 |
1.3580 |
-0.0118 |
-0.9% |
1.3657 |
| Close |
1.3729 |
1.3594 |
-0.0135 |
-1.0% |
1.3807 |
| Range |
0.0086 |
0.0158 |
0.0072 |
83.7% |
0.0177 |
| ATR |
0.0068 |
0.0075 |
0.0006 |
9.4% |
0.0000 |
| Volume |
740 |
512 |
-228 |
-30.8% |
1,999 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4111 |
1.4011 |
1.3681 |
|
| R3 |
1.3953 |
1.3853 |
1.3637 |
|
| R2 |
1.3795 |
1.3795 |
1.3623 |
|
| R1 |
1.3695 |
1.3695 |
1.3608 |
1.3666 |
| PP |
1.3637 |
1.3637 |
1.3637 |
1.3623 |
| S1 |
1.3537 |
1.3537 |
1.3580 |
1.3508 |
| S2 |
1.3479 |
1.3479 |
1.3565 |
|
| S3 |
1.3321 |
1.3379 |
1.3551 |
|
| S4 |
1.3163 |
1.3221 |
1.3507 |
|
|
| 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 |
1.3580 |
0.0254 |
1.9% |
0.0082 |
0.6% |
6% |
False |
True |
454 |
| 10 |
1.3834 |
1.3580 |
0.0254 |
1.9% |
0.0071 |
0.5% |
6% |
False |
True |
400 |
| 20 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0074 |
0.5% |
32% |
False |
False |
378 |
| 40 |
1.3834 |
1.3126 |
0.0708 |
5.2% |
0.0068 |
0.5% |
66% |
False |
False |
260 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0057 |
0.4% |
66% |
False |
False |
176 |
| 80 |
1.3834 |
1.3070 |
0.0764 |
5.6% |
0.0051 |
0.4% |
69% |
False |
False |
134 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0052 |
0.4% |
77% |
False |
False |
110 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0045 |
0.3% |
77% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4410 |
|
2.618 |
1.4152 |
|
1.618 |
1.3994 |
|
1.000 |
1.3896 |
|
0.618 |
1.3836 |
|
HIGH |
1.3738 |
|
0.618 |
1.3678 |
|
0.500 |
1.3659 |
|
0.382 |
1.3640 |
|
LOW |
1.3580 |
|
0.618 |
1.3482 |
|
1.000 |
1.3422 |
|
1.618 |
1.3324 |
|
2.618 |
1.3166 |
|
4.250 |
1.2909 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3659 |
1.3697 |
| PP |
1.3637 |
1.3663 |
| S1 |
1.3616 |
1.3628 |
|