CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3738 |
1.3588 |
-0.0150 |
-1.1% |
1.3813 |
| High |
1.3738 |
1.3592 |
-0.0146 |
-1.1% |
1.3814 |
| Low |
1.3580 |
1.3484 |
-0.0096 |
-0.7% |
1.3484 |
| Close |
1.3594 |
1.3495 |
-0.0099 |
-0.7% |
1.3495 |
| Range |
0.0158 |
0.0108 |
-0.0050 |
-31.6% |
0.0330 |
| ATR |
0.0075 |
0.0077 |
0.0003 |
3.4% |
0.0000 |
| Volume |
512 |
1,524 |
1,012 |
197.7% |
3,247 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3848 |
1.3779 |
1.3554 |
|
| R3 |
1.3740 |
1.3671 |
1.3525 |
|
| R2 |
1.3632 |
1.3632 |
1.3515 |
|
| R1 |
1.3563 |
1.3563 |
1.3505 |
1.3544 |
| PP |
1.3524 |
1.3524 |
1.3524 |
1.3514 |
| S1 |
1.3455 |
1.3455 |
1.3485 |
1.3436 |
| S2 |
1.3416 |
1.3416 |
1.3475 |
|
| S3 |
1.3308 |
1.3347 |
1.3465 |
|
| S4 |
1.3200 |
1.3239 |
1.3436 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4588 |
1.4371 |
1.3677 |
|
| R3 |
1.4258 |
1.4041 |
1.3586 |
|
| R2 |
1.3928 |
1.3928 |
1.3556 |
|
| R1 |
1.3711 |
1.3711 |
1.3525 |
1.3655 |
| PP |
1.3598 |
1.3598 |
1.3598 |
1.3569 |
| S1 |
1.3381 |
1.3381 |
1.3465 |
1.3325 |
| S2 |
1.3268 |
1.3268 |
1.3435 |
|
| S3 |
1.2938 |
1.3051 |
1.3404 |
|
| S4 |
1.2608 |
1.2721 |
1.3314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3814 |
1.3484 |
0.0330 |
2.4% |
0.0093 |
0.7% |
3% |
False |
True |
649 |
| 10 |
1.3834 |
1.3484 |
0.0350 |
2.6% |
0.0078 |
0.6% |
3% |
False |
True |
524 |
| 20 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0076 |
0.6% |
5% |
False |
False |
439 |
| 40 |
1.3834 |
1.3219 |
0.0615 |
4.6% |
0.0069 |
0.5% |
45% |
False |
False |
297 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0058 |
0.4% |
52% |
False |
False |
201 |
| 80 |
1.3834 |
1.3070 |
0.0764 |
5.7% |
0.0052 |
0.4% |
56% |
False |
False |
153 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0053 |
0.4% |
68% |
False |
False |
125 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0046 |
0.3% |
68% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4051 |
|
2.618 |
1.3875 |
|
1.618 |
1.3767 |
|
1.000 |
1.3700 |
|
0.618 |
1.3659 |
|
HIGH |
1.3592 |
|
0.618 |
1.3551 |
|
0.500 |
1.3538 |
|
0.382 |
1.3525 |
|
LOW |
1.3484 |
|
0.618 |
1.3417 |
|
1.000 |
1.3376 |
|
1.618 |
1.3309 |
|
2.618 |
1.3201 |
|
4.250 |
1.3025 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3538 |
1.3634 |
| PP |
1.3524 |
1.3588 |
| S1 |
1.3509 |
1.3541 |
|