CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3520 |
1.3570 |
0.0050 |
0.4% |
1.3487 |
| High |
1.3577 |
1.3613 |
0.0036 |
0.3% |
1.3580 |
| Low |
1.3519 |
1.3561 |
0.0042 |
0.3% |
1.3402 |
| Close |
1.3576 |
1.3574 |
-0.0002 |
0.0% |
1.3552 |
| Range |
0.0058 |
0.0052 |
-0.0006 |
-10.3% |
0.0178 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,040 |
7,628 |
6,588 |
633.5% |
5,922 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3708 |
1.3603 |
|
| R3 |
1.3687 |
1.3656 |
1.3588 |
|
| R2 |
1.3635 |
1.3635 |
1.3584 |
|
| R1 |
1.3604 |
1.3604 |
1.3579 |
1.3620 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3590 |
| S1 |
1.3552 |
1.3552 |
1.3569 |
1.3568 |
| S2 |
1.3531 |
1.3531 |
1.3564 |
|
| S3 |
1.3479 |
1.3500 |
1.3560 |
|
| S4 |
1.3427 |
1.3448 |
1.3545 |
|
|
| 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 |
1.3613 |
1.3402 |
0.0211 |
1.6% |
0.0071 |
0.5% |
82% |
True |
False |
2,779 |
| 10 |
1.3613 |
1.3402 |
0.0211 |
1.6% |
0.0077 |
0.6% |
82% |
True |
False |
1,747 |
| 20 |
1.3738 |
1.3300 |
0.0438 |
3.2% |
0.0094 |
0.7% |
63% |
False |
False |
1,267 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0082 |
0.6% |
51% |
False |
False |
816 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0075 |
0.6% |
63% |
False |
False |
588 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0064 |
0.5% |
63% |
False |
False |
442 |
| 100 |
1.3834 |
1.2901 |
0.0933 |
6.9% |
0.0058 |
0.4% |
72% |
False |
False |
356 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
75% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3834 |
|
2.618 |
1.3749 |
|
1.618 |
1.3697 |
|
1.000 |
1.3665 |
|
0.618 |
1.3645 |
|
HIGH |
1.3613 |
|
0.618 |
1.3593 |
|
0.500 |
1.3587 |
|
0.382 |
1.3581 |
|
LOW |
1.3561 |
|
0.618 |
1.3529 |
|
1.000 |
1.3509 |
|
1.618 |
1.3477 |
|
2.618 |
1.3425 |
|
4.250 |
1.3340 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3587 |
1.3567 |
| PP |
1.3583 |
1.3560 |
| S1 |
1.3578 |
1.3553 |
|