CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3417 |
1.3363 |
-0.0054 |
-0.4% |
1.3489 |
| High |
1.3446 |
1.3417 |
-0.0029 |
-0.2% |
1.3548 |
| Low |
1.3322 |
1.3357 |
0.0035 |
0.3% |
1.3300 |
| Close |
1.3358 |
1.3406 |
0.0048 |
0.4% |
1.3358 |
| Range |
0.0124 |
0.0060 |
-0.0064 |
-51.6% |
0.0248 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,990 |
715 |
-1,275 |
-64.1% |
4,237 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3573 |
1.3550 |
1.3439 |
|
| R3 |
1.3513 |
1.3490 |
1.3423 |
|
| R2 |
1.3453 |
1.3453 |
1.3417 |
|
| R1 |
1.3430 |
1.3430 |
1.3412 |
1.3442 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3399 |
| S1 |
1.3370 |
1.3370 |
1.3401 |
1.3382 |
| S2 |
1.3333 |
1.3333 |
1.3395 |
|
| S3 |
1.3273 |
1.3310 |
1.3390 |
|
| S4 |
1.3213 |
1.3250 |
1.3373 |
|
|
| 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 |
1.8% |
0.0113 |
0.8% |
43% |
False |
False |
791 |
| 10 |
1.3814 |
1.3300 |
0.0514 |
3.8% |
0.0108 |
0.8% |
21% |
False |
False |
794 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0090 |
0.7% |
20% |
False |
False |
606 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0079 |
0.6% |
20% |
False |
False |
413 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0066 |
0.5% |
40% |
False |
False |
283 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0058 |
0.4% |
40% |
False |
False |
214 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.9% |
0.0056 |
0.4% |
59% |
False |
False |
174 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.9% |
0.0052 |
0.4% |
59% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3672 |
|
2.618 |
1.3574 |
|
1.618 |
1.3514 |
|
1.000 |
1.3477 |
|
0.618 |
1.3454 |
|
HIGH |
1.3417 |
|
0.618 |
1.3394 |
|
0.500 |
1.3387 |
|
0.382 |
1.3380 |
|
LOW |
1.3357 |
|
0.618 |
1.3320 |
|
1.000 |
1.3297 |
|
1.618 |
1.3260 |
|
2.618 |
1.3200 |
|
4.250 |
1.3102 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3400 |
1.3416 |
| PP |
1.3393 |
1.3412 |
| S1 |
1.3387 |
1.3409 |
|