CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3461 |
1.3487 |
0.0026 |
0.2% |
1.3363 |
| High |
1.3507 |
1.3542 |
0.0035 |
0.3% |
1.3507 |
| Low |
1.3434 |
1.3479 |
0.0045 |
0.3% |
1.3357 |
| Close |
1.3492 |
1.3502 |
0.0010 |
0.1% |
1.3492 |
| Range |
0.0073 |
0.0063 |
-0.0010 |
-13.7% |
0.0150 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
676 |
348 |
-328 |
-48.5% |
2,849 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3697 |
1.3662 |
1.3537 |
|
| R3 |
1.3634 |
1.3599 |
1.3519 |
|
| R2 |
1.3571 |
1.3571 |
1.3514 |
|
| R1 |
1.3536 |
1.3536 |
1.3508 |
1.3554 |
| PP |
1.3508 |
1.3508 |
1.3508 |
1.3516 |
| S1 |
1.3473 |
1.3473 |
1.3496 |
1.3491 |
| S2 |
1.3445 |
1.3445 |
1.3490 |
|
| S3 |
1.3382 |
1.3410 |
1.3485 |
|
| S4 |
1.3319 |
1.3347 |
1.3467 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3902 |
1.3847 |
1.3575 |
|
| R3 |
1.3752 |
1.3697 |
1.3533 |
|
| R2 |
1.3602 |
1.3602 |
1.3520 |
|
| R1 |
1.3547 |
1.3547 |
1.3506 |
1.3575 |
| PP |
1.3452 |
1.3452 |
1.3452 |
1.3466 |
| S1 |
1.3397 |
1.3397 |
1.3478 |
1.3425 |
| S2 |
1.3302 |
1.3302 |
1.3465 |
|
| S3 |
1.3152 |
1.3247 |
1.3451 |
|
| S4 |
1.3002 |
1.3097 |
1.3410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3542 |
1.3362 |
0.0180 |
1.3% |
0.0080 |
0.6% |
78% |
True |
False |
496 |
| 10 |
1.3548 |
1.3300 |
0.0248 |
1.8% |
0.0097 |
0.7% |
81% |
False |
False |
643 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0090 |
0.7% |
38% |
False |
False |
621 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0079 |
0.6% |
38% |
False |
False |
462 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0070 |
0.5% |
53% |
False |
False |
324 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0061 |
0.5% |
53% |
False |
False |
245 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
68% |
False |
False |
199 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0055 |
0.4% |
68% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3810 |
|
2.618 |
1.3707 |
|
1.618 |
1.3644 |
|
1.000 |
1.3605 |
|
0.618 |
1.3581 |
|
HIGH |
1.3542 |
|
0.618 |
1.3518 |
|
0.500 |
1.3511 |
|
0.382 |
1.3503 |
|
LOW |
1.3479 |
|
0.618 |
1.3440 |
|
1.000 |
1.3416 |
|
1.618 |
1.3377 |
|
2.618 |
1.3314 |
|
4.250 |
1.3211 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3511 |
1.3496 |
| PP |
1.3508 |
1.3489 |
| S1 |
1.3505 |
1.3483 |
|