CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3535 |
1.3437 |
-0.0098 |
-0.7% |
1.3363 |
| High |
1.3580 |
1.3488 |
-0.0092 |
-0.7% |
1.3507 |
| Low |
1.3420 |
1.3402 |
-0.0018 |
-0.1% |
1.3357 |
| Close |
1.3422 |
1.3462 |
0.0040 |
0.3% |
1.3492 |
| Range |
0.0160 |
0.0086 |
-0.0074 |
-46.3% |
0.0150 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,290 |
1,883 |
593 |
46.0% |
2,849 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3709 |
1.3671 |
1.3509 |
|
| R3 |
1.3623 |
1.3585 |
1.3486 |
|
| R2 |
1.3537 |
1.3537 |
1.3478 |
|
| R1 |
1.3499 |
1.3499 |
1.3470 |
1.3518 |
| PP |
1.3451 |
1.3451 |
1.3451 |
1.3460 |
| S1 |
1.3413 |
1.3413 |
1.3454 |
1.3432 |
| S2 |
1.3365 |
1.3365 |
1.3446 |
|
| S3 |
1.3279 |
1.3327 |
1.3438 |
|
| S4 |
1.3193 |
1.3241 |
1.3415 |
|
|
| 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 |
1.3402 |
0.0178 |
1.3% |
0.0088 |
0.7% |
34% |
False |
True |
976 |
| 10 |
1.3580 |
1.3322 |
0.0258 |
1.9% |
0.0089 |
0.7% |
54% |
False |
False |
904 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0094 |
0.7% |
30% |
False |
False |
754 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0083 |
0.6% |
30% |
False |
False |
547 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0074 |
0.5% |
48% |
False |
False |
388 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0064 |
0.5% |
48% |
False |
False |
292 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0059 |
0.4% |
65% |
False |
False |
236 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0057 |
0.4% |
65% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3854 |
|
2.618 |
1.3713 |
|
1.618 |
1.3627 |
|
1.000 |
1.3574 |
|
0.618 |
1.3541 |
|
HIGH |
1.3488 |
|
0.618 |
1.3455 |
|
0.500 |
1.3445 |
|
0.382 |
1.3435 |
|
LOW |
1.3402 |
|
0.618 |
1.3349 |
|
1.000 |
1.3316 |
|
1.618 |
1.3263 |
|
2.618 |
1.3177 |
|
4.250 |
1.3037 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3456 |
1.3491 |
| PP |
1.3451 |
1.3481 |
| S1 |
1.3445 |
1.3472 |
|