CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3437 |
1.3484 |
0.0047 |
0.3% |
1.3489 |
| High |
1.3498 |
1.3487 |
-0.0011 |
-0.1% |
1.3548 |
| Low |
1.3394 |
1.3423 |
0.0029 |
0.2% |
1.3300 |
| Close |
1.3465 |
1.3457 |
-0.0008 |
-0.1% |
1.3358 |
| Range |
0.0104 |
0.0064 |
-0.0040 |
-38.5% |
0.0248 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
612 |
579 |
-33 |
-5.4% |
4,237 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3616 |
1.3492 |
|
| R3 |
1.3584 |
1.3552 |
1.3475 |
|
| R2 |
1.3520 |
1.3520 |
1.3469 |
|
| R1 |
1.3488 |
1.3488 |
1.3463 |
1.3472 |
| PP |
1.3456 |
1.3456 |
1.3456 |
1.3448 |
| S1 |
1.3424 |
1.3424 |
1.3451 |
1.3408 |
| S2 |
1.3392 |
1.3392 |
1.3445 |
|
| S3 |
1.3328 |
1.3360 |
1.3439 |
|
| S4 |
1.3264 |
1.3296 |
1.3422 |
|
|
| 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 |
1.3498 |
1.3322 |
0.0176 |
1.3% |
0.0090 |
0.7% |
77% |
False |
False |
832 |
| 10 |
1.3592 |
1.3300 |
0.0292 |
2.2% |
0.0102 |
0.8% |
54% |
False |
False |
793 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0086 |
0.6% |
29% |
False |
False |
596 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0078 |
0.6% |
29% |
False |
False |
442 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0069 |
0.5% |
47% |
False |
False |
307 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0060 |
0.4% |
47% |
False |
False |
232 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
64% |
False |
False |
188 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0054 |
0.4% |
64% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3759 |
|
2.618 |
1.3655 |
|
1.618 |
1.3591 |
|
1.000 |
1.3551 |
|
0.618 |
1.3527 |
|
HIGH |
1.3487 |
|
0.618 |
1.3463 |
|
0.500 |
1.3455 |
|
0.382 |
1.3447 |
|
LOW |
1.3423 |
|
0.618 |
1.3383 |
|
1.000 |
1.3359 |
|
1.618 |
1.3319 |
|
2.618 |
1.3255 |
|
4.250 |
1.3151 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3456 |
1.3448 |
| PP |
1.3456 |
1.3439 |
| S1 |
1.3455 |
1.3430 |
|