CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3478 |
1.3556 |
0.0078 |
0.6% |
1.3487 |
| High |
1.3558 |
1.3559 |
0.0001 |
0.0% |
1.3580 |
| Low |
1.3466 |
1.3492 |
0.0026 |
0.2% |
1.3402 |
| Close |
1.3552 |
1.3517 |
-0.0035 |
-0.3% |
1.3552 |
| Range |
0.0092 |
0.0067 |
-0.0025 |
-27.2% |
0.0178 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,714 |
1,632 |
-82 |
-4.8% |
5,922 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3724 |
1.3687 |
1.3554 |
|
| R3 |
1.3657 |
1.3620 |
1.3535 |
|
| R2 |
1.3590 |
1.3590 |
1.3529 |
|
| R1 |
1.3553 |
1.3553 |
1.3523 |
1.3538 |
| PP |
1.3523 |
1.3523 |
1.3523 |
1.3515 |
| S1 |
1.3486 |
1.3486 |
1.3511 |
1.3471 |
| S2 |
1.3456 |
1.3456 |
1.3505 |
|
| S3 |
1.3389 |
1.3419 |
1.3499 |
|
| S4 |
1.3322 |
1.3352 |
1.3480 |
|
|
| 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% |
0.0093 |
0.7% |
65% |
False |
False |
1,441 |
| 10 |
1.3580 |
1.3362 |
0.0218 |
1.6% |
0.0086 |
0.6% |
71% |
False |
False |
968 |
| 20 |
1.3814 |
1.3300 |
0.0514 |
3.8% |
0.0097 |
0.7% |
42% |
False |
False |
881 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0083 |
0.6% |
41% |
False |
False |
619 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0075 |
0.6% |
55% |
False |
False |
444 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0064 |
0.5% |
55% |
False |
False |
334 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
70% |
False |
False |
270 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0057 |
0.4% |
70% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3844 |
|
2.618 |
1.3734 |
|
1.618 |
1.3667 |
|
1.000 |
1.3626 |
|
0.618 |
1.3600 |
|
HIGH |
1.3559 |
|
0.618 |
1.3533 |
|
0.500 |
1.3526 |
|
0.382 |
1.3518 |
|
LOW |
1.3492 |
|
0.618 |
1.3451 |
|
1.000 |
1.3425 |
|
1.618 |
1.3384 |
|
2.618 |
1.3317 |
|
4.250 |
1.3207 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3526 |
1.3505 |
| PP |
1.3523 |
1.3493 |
| S1 |
1.3520 |
1.3481 |
|