CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3588 |
1.3489 |
-0.0099 |
-0.7% |
1.3813 |
| High |
1.3592 |
1.3527 |
-0.0065 |
-0.5% |
1.3814 |
| Low |
1.3484 |
1.3444 |
-0.0040 |
-0.3% |
1.3484 |
| Close |
1.3495 |
1.3520 |
0.0025 |
0.2% |
1.3495 |
| Range |
0.0108 |
0.0083 |
-0.0025 |
-23.1% |
0.0330 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,524 |
997 |
-527 |
-34.6% |
3,247 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3716 |
1.3566 |
|
| R3 |
1.3663 |
1.3633 |
1.3543 |
|
| R2 |
1.3580 |
1.3580 |
1.3535 |
|
| R1 |
1.3550 |
1.3550 |
1.3528 |
1.3565 |
| PP |
1.3497 |
1.3497 |
1.3497 |
1.3505 |
| S1 |
1.3467 |
1.3467 |
1.3512 |
1.3482 |
| S2 |
1.3414 |
1.3414 |
1.3505 |
|
| S3 |
1.3331 |
1.3384 |
1.3497 |
|
| S4 |
1.3248 |
1.3301 |
1.3474 |
|
|
| 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 |
1.3444 |
0.0370 |
2.7% |
0.0102 |
0.8% |
21% |
False |
True |
798 |
| 10 |
1.3834 |
1.3444 |
0.0390 |
2.9% |
0.0082 |
0.6% |
19% |
False |
True |
598 |
| 20 |
1.3834 |
1.3444 |
0.0390 |
2.9% |
0.0078 |
0.6% |
19% |
False |
True |
468 |
| 40 |
1.3834 |
1.3253 |
0.0581 |
4.3% |
0.0070 |
0.5% |
46% |
False |
False |
322 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0059 |
0.4% |
56% |
False |
False |
217 |
| 80 |
1.3834 |
1.3070 |
0.0764 |
5.7% |
0.0053 |
0.4% |
59% |
False |
False |
166 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0053 |
0.4% |
70% |
False |
False |
135 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0047 |
0.3% |
70% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3880 |
|
2.618 |
1.3744 |
|
1.618 |
1.3661 |
|
1.000 |
1.3610 |
|
0.618 |
1.3578 |
|
HIGH |
1.3527 |
|
0.618 |
1.3495 |
|
0.500 |
1.3486 |
|
0.382 |
1.3476 |
|
LOW |
1.3444 |
|
0.618 |
1.3393 |
|
1.000 |
1.3361 |
|
1.618 |
1.3310 |
|
2.618 |
1.3227 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3509 |
1.3591 |
| PP |
1.3497 |
1.3567 |
| S1 |
1.3486 |
1.3544 |
|