CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3474 |
1.3513 |
0.0039 |
0.3% |
1.3813 |
| High |
1.3548 |
1.3531 |
-0.0017 |
-0.1% |
1.3814 |
| Low |
1.3471 |
1.3300 |
-0.0171 |
-1.3% |
1.3484 |
| Close |
1.3523 |
1.3430 |
-0.0093 |
-0.7% |
1.3495 |
| Range |
0.0077 |
0.0231 |
0.0154 |
200.0% |
0.0330 |
| ATR |
0.0077 |
0.0088 |
0.0011 |
14.2% |
0.0000 |
| Volume |
359 |
613 |
254 |
70.8% |
3,247 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4113 |
1.4003 |
1.3557 |
|
| R3 |
1.3882 |
1.3772 |
1.3494 |
|
| R2 |
1.3651 |
1.3651 |
1.3472 |
|
| R1 |
1.3541 |
1.3541 |
1.3451 |
1.3481 |
| PP |
1.3420 |
1.3420 |
1.3420 |
1.3390 |
| S1 |
1.3310 |
1.3310 |
1.3409 |
1.3250 |
| S2 |
1.3189 |
1.3189 |
1.3388 |
|
| S3 |
1.2958 |
1.3079 |
1.3366 |
|
| S4 |
1.2727 |
1.2848 |
1.3303 |
|
|
| 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 |
1.3592 |
1.3300 |
0.0292 |
2.2% |
0.0115 |
0.9% |
45% |
False |
True |
754 |
| 10 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0099 |
0.7% |
24% |
False |
True |
604 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0087 |
0.6% |
24% |
False |
True |
492 |
| 40 |
1.3834 |
1.3270 |
0.0564 |
4.2% |
0.0076 |
0.6% |
28% |
False |
False |
350 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0065 |
0.5% |
43% |
False |
False |
238 |
| 80 |
1.3834 |
1.3109 |
0.0725 |
5.4% |
0.0056 |
0.4% |
44% |
False |
False |
181 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0057 |
0.4% |
62% |
False |
False |
147 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0050 |
0.4% |
62% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4513 |
|
2.618 |
1.4136 |
|
1.618 |
1.3905 |
|
1.000 |
1.3762 |
|
0.618 |
1.3674 |
|
HIGH |
1.3531 |
|
0.618 |
1.3443 |
|
0.500 |
1.3416 |
|
0.382 |
1.3388 |
|
LOW |
1.3300 |
|
0.618 |
1.3157 |
|
1.000 |
1.3069 |
|
1.618 |
1.2926 |
|
2.618 |
1.2695 |
|
4.250 |
1.2318 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3425 |
1.3428 |
| PP |
1.3420 |
1.3426 |
| S1 |
1.3416 |
1.3424 |
|