CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3407 |
1.3437 |
0.0030 |
0.2% |
1.3489 |
| High |
1.3458 |
1.3498 |
0.0040 |
0.3% |
1.3548 |
| Low |
1.3362 |
1.3394 |
0.0032 |
0.2% |
1.3300 |
| Close |
1.3430 |
1.3465 |
0.0035 |
0.3% |
1.3358 |
| Range |
0.0096 |
0.0104 |
0.0008 |
8.3% |
0.0248 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.2% |
0.0000 |
| Volume |
267 |
612 |
345 |
129.2% |
4,237 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3719 |
1.3522 |
|
| R3 |
1.3660 |
1.3615 |
1.3494 |
|
| R2 |
1.3556 |
1.3556 |
1.3484 |
|
| R1 |
1.3511 |
1.3511 |
1.3475 |
1.3534 |
| PP |
1.3452 |
1.3452 |
1.3452 |
1.3464 |
| S1 |
1.3407 |
1.3407 |
1.3455 |
1.3430 |
| S2 |
1.3348 |
1.3348 |
1.3446 |
|
| S3 |
1.3244 |
1.3303 |
1.3436 |
|
| S4 |
1.3140 |
1.3199 |
1.3408 |
|
|
| 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 |
1.3531 |
1.3300 |
0.0231 |
1.7% |
0.0123 |
0.9% |
71% |
False |
False |
839 |
| 10 |
1.3738 |
1.3300 |
0.0438 |
3.3% |
0.0112 |
0.8% |
38% |
False |
False |
786 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0091 |
0.7% |
31% |
False |
False |
588 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0078 |
0.6% |
31% |
False |
False |
432 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0069 |
0.5% |
48% |
False |
False |
298 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0060 |
0.4% |
48% |
False |
False |
225 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
65% |
False |
False |
183 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0053 |
0.4% |
65% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3940 |
|
2.618 |
1.3770 |
|
1.618 |
1.3666 |
|
1.000 |
1.3602 |
|
0.618 |
1.3562 |
|
HIGH |
1.3498 |
|
0.618 |
1.3458 |
|
0.500 |
1.3446 |
|
0.382 |
1.3434 |
|
LOW |
1.3394 |
|
0.618 |
1.3330 |
|
1.000 |
1.3290 |
|
1.618 |
1.3226 |
|
2.618 |
1.3122 |
|
4.250 |
1.2952 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3459 |
1.3453 |
| PP |
1.3452 |
1.3440 |
| S1 |
1.3446 |
1.3428 |
|