CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3407 |
0.0044 |
0.3% |
1.3489 |
| High |
1.3417 |
1.3458 |
0.0041 |
0.3% |
1.3548 |
| Low |
1.3357 |
1.3362 |
0.0005 |
0.0% |
1.3300 |
| Close |
1.3406 |
1.3430 |
0.0024 |
0.2% |
1.3358 |
| Range |
0.0060 |
0.0096 |
0.0036 |
60.0% |
0.0248 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
715 |
267 |
-448 |
-62.7% |
4,237 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3663 |
1.3483 |
|
| R3 |
1.3609 |
1.3567 |
1.3456 |
|
| R2 |
1.3513 |
1.3513 |
1.3448 |
|
| R1 |
1.3471 |
1.3471 |
1.3439 |
1.3492 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3427 |
| S1 |
1.3375 |
1.3375 |
1.3421 |
1.3396 |
| S2 |
1.3321 |
1.3321 |
1.3412 |
|
| S3 |
1.3225 |
1.3279 |
1.3404 |
|
| S4 |
1.3129 |
1.3183 |
1.3377 |
|
|
| 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% |
0.0118 |
0.9% |
52% |
False |
False |
788 |
| 10 |
1.3784 |
1.3300 |
0.0484 |
3.6% |
0.0110 |
0.8% |
27% |
False |
False |
799 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0091 |
0.7% |
24% |
False |
False |
599 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0080 |
0.6% |
24% |
False |
False |
417 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0068 |
0.5% |
43% |
False |
False |
287 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0059 |
0.4% |
43% |
False |
False |
218 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0057 |
0.4% |
62% |
False |
False |
177 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0052 |
0.4% |
62% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3866 |
|
2.618 |
1.3709 |
|
1.618 |
1.3613 |
|
1.000 |
1.3554 |
|
0.618 |
1.3517 |
|
HIGH |
1.3458 |
|
0.618 |
1.3421 |
|
0.500 |
1.3410 |
|
0.382 |
1.3399 |
|
LOW |
1.3362 |
|
0.618 |
1.3303 |
|
1.000 |
1.3266 |
|
1.618 |
1.3207 |
|
2.618 |
1.3111 |
|
4.250 |
1.2954 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3423 |
1.3417 |
| PP |
1.3417 |
1.3403 |
| S1 |
1.3410 |
1.3390 |
|