CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3437 |
1.3478 |
0.0041 |
0.3% |
1.3487 |
| High |
1.3488 |
1.3558 |
0.0070 |
0.5% |
1.3580 |
| Low |
1.3402 |
1.3466 |
0.0064 |
0.5% |
1.3402 |
| Close |
1.3462 |
1.3552 |
0.0090 |
0.7% |
1.3552 |
| Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0178 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,883 |
1,714 |
-169 |
-9.0% |
5,922 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3769 |
1.3603 |
|
| R3 |
1.3709 |
1.3677 |
1.3577 |
|
| R2 |
1.3617 |
1.3617 |
1.3569 |
|
| R1 |
1.3585 |
1.3585 |
1.3560 |
1.3601 |
| PP |
1.3525 |
1.3525 |
1.3525 |
1.3534 |
| S1 |
1.3493 |
1.3493 |
1.3544 |
1.3509 |
| S2 |
1.3433 |
1.3433 |
1.3535 |
|
| S3 |
1.3341 |
1.3401 |
1.3527 |
|
| S4 |
1.3249 |
1.3309 |
1.3501 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4045 |
1.3977 |
1.3650 |
|
| R3 |
1.3867 |
1.3799 |
1.3601 |
|
| R2 |
1.3689 |
1.3689 |
1.3585 |
|
| R1 |
1.3621 |
1.3621 |
1.3568 |
1.3655 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3529 |
| S1 |
1.3443 |
1.3443 |
1.3536 |
1.3477 |
| S2 |
1.3333 |
1.3333 |
1.3519 |
|
| S3 |
1.3155 |
1.3265 |
1.3503 |
|
| S4 |
1.2977 |
1.3087 |
1.3454 |
|
|
| 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% |
0.0092 |
0.7% |
84% |
False |
False |
1,184 |
| 10 |
1.3580 |
1.3357 |
0.0223 |
1.6% |
0.0086 |
0.6% |
87% |
False |
False |
877 |
| 20 |
1.3814 |
1.3300 |
0.0514 |
3.8% |
0.0095 |
0.7% |
49% |
False |
False |
812 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0083 |
0.6% |
47% |
False |
False |
585 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0075 |
0.6% |
60% |
False |
False |
417 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0064 |
0.5% |
60% |
False |
False |
314 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0059 |
0.4% |
73% |
False |
False |
253 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
73% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3949 |
|
2.618 |
1.3799 |
|
1.618 |
1.3707 |
|
1.000 |
1.3650 |
|
0.618 |
1.3615 |
|
HIGH |
1.3558 |
|
0.618 |
1.3523 |
|
0.500 |
1.3512 |
|
0.382 |
1.3501 |
|
LOW |
1.3466 |
|
0.618 |
1.3409 |
|
1.000 |
1.3374 |
|
1.618 |
1.3317 |
|
2.618 |
1.3225 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3539 |
1.3532 |
| PP |
1.3525 |
1.3511 |
| S1 |
1.3512 |
1.3491 |
|