CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3508 |
1.3535 |
0.0027 |
0.2% |
1.3363 |
| High |
1.3548 |
1.3580 |
0.0032 |
0.2% |
1.3507 |
| Low |
1.3490 |
1.3420 |
-0.0070 |
-0.5% |
1.3357 |
| Close |
1.3534 |
1.3422 |
-0.0112 |
-0.8% |
1.3492 |
| Range |
0.0058 |
0.0160 |
0.0102 |
175.9% |
0.0150 |
| ATR |
0.0084 |
0.0089 |
0.0005 |
6.5% |
0.0000 |
| Volume |
687 |
1,290 |
603 |
87.8% |
2,849 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3954 |
1.3848 |
1.3510 |
|
| R3 |
1.3794 |
1.3688 |
1.3466 |
|
| R2 |
1.3634 |
1.3634 |
1.3451 |
|
| R1 |
1.3528 |
1.3528 |
1.3437 |
1.3501 |
| PP |
1.3474 |
1.3474 |
1.3474 |
1.3461 |
| S1 |
1.3368 |
1.3368 |
1.3407 |
1.3341 |
| S2 |
1.3314 |
1.3314 |
1.3393 |
|
| S3 |
1.3154 |
1.3208 |
1.3378 |
|
| S4 |
1.2994 |
1.3048 |
1.3334 |
|
|
| 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 |
1.3580 |
1.3420 |
0.0160 |
1.2% |
0.0084 |
0.6% |
1% |
True |
True |
716 |
| 10 |
1.3580 |
1.3300 |
0.0280 |
2.1% |
0.0103 |
0.8% |
44% |
True |
False |
777 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0092 |
0.7% |
23% |
False |
False |
668 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0082 |
0.6% |
23% |
False |
False |
504 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0073 |
0.5% |
42% |
False |
False |
357 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0063 |
0.5% |
42% |
False |
False |
269 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0059 |
0.4% |
61% |
False |
False |
218 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0056 |
0.4% |
61% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4260 |
|
2.618 |
1.3999 |
|
1.618 |
1.3839 |
|
1.000 |
1.3740 |
|
0.618 |
1.3679 |
|
HIGH |
1.3580 |
|
0.618 |
1.3519 |
|
0.500 |
1.3500 |
|
0.382 |
1.3481 |
|
LOW |
1.3420 |
|
0.618 |
1.3321 |
|
1.000 |
1.3260 |
|
1.618 |
1.3161 |
|
2.618 |
1.3001 |
|
4.250 |
1.2740 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3500 |
1.3500 |
| PP |
1.3474 |
1.3474 |
| S1 |
1.3448 |
1.3448 |
|