CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3513 |
1.3417 |
-0.0096 |
-0.7% |
1.3489 |
| High |
1.3531 |
1.3446 |
-0.0085 |
-0.6% |
1.3548 |
| Low |
1.3300 |
1.3322 |
0.0022 |
0.2% |
1.3300 |
| Close |
1.3430 |
1.3358 |
-0.0072 |
-0.5% |
1.3358 |
| Range |
0.0231 |
0.0124 |
-0.0107 |
-46.3% |
0.0248 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
2.9% |
0.0000 |
| Volume |
613 |
1,990 |
1,377 |
224.6% |
4,237 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3747 |
1.3677 |
1.3426 |
|
| R3 |
1.3623 |
1.3553 |
1.3392 |
|
| R2 |
1.3499 |
1.3499 |
1.3381 |
|
| R1 |
1.3429 |
1.3429 |
1.3369 |
1.3402 |
| PP |
1.3375 |
1.3375 |
1.3375 |
1.3362 |
| S1 |
1.3305 |
1.3305 |
1.3347 |
1.3278 |
| S2 |
1.3251 |
1.3251 |
1.3335 |
|
| S3 |
1.3127 |
1.3181 |
1.3324 |
|
| S4 |
1.3003 |
1.3057 |
1.3290 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4146 |
1.4000 |
1.3494 |
|
| R3 |
1.3898 |
1.3752 |
1.3426 |
|
| R2 |
1.3650 |
1.3650 |
1.3403 |
|
| R1 |
1.3504 |
1.3504 |
1.3381 |
1.3453 |
| PP |
1.3402 |
1.3402 |
1.3402 |
1.3377 |
| S1 |
1.3256 |
1.3256 |
1.3335 |
1.3205 |
| S2 |
1.3154 |
1.3154 |
1.3313 |
|
| S3 |
1.2906 |
1.3008 |
1.3290 |
|
| S4 |
1.2658 |
1.2760 |
1.3222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3548 |
1.3300 |
0.0248 |
1.9% |
0.0118 |
0.9% |
23% |
False |
False |
847 |
| 10 |
1.3814 |
1.3300 |
0.0514 |
3.8% |
0.0105 |
0.8% |
11% |
False |
False |
748 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0090 |
0.7% |
11% |
False |
False |
578 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0078 |
0.6% |
11% |
False |
False |
397 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0065 |
0.5% |
33% |
False |
False |
271 |
| 80 |
1.3834 |
1.3109 |
0.0725 |
5.4% |
0.0058 |
0.4% |
34% |
False |
False |
206 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.9% |
0.0056 |
0.4% |
55% |
False |
False |
167 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.9% |
0.0051 |
0.4% |
55% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3973 |
|
2.618 |
1.3771 |
|
1.618 |
1.3647 |
|
1.000 |
1.3570 |
|
0.618 |
1.3523 |
|
HIGH |
1.3446 |
|
0.618 |
1.3399 |
|
0.500 |
1.3384 |
|
0.382 |
1.3369 |
|
LOW |
1.3322 |
|
0.618 |
1.3245 |
|
1.000 |
1.3198 |
|
1.618 |
1.3121 |
|
2.618 |
1.2997 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3384 |
1.3424 |
| PP |
1.3375 |
1.3402 |
| S1 |
1.3367 |
1.3380 |
|