CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3649 |
1.3694 |
0.0045 |
0.3% |
1.3600 |
| High |
1.3684 |
1.3789 |
0.0105 |
0.8% |
1.3706 |
| Low |
1.3649 |
1.3694 |
0.0045 |
0.3% |
1.3491 |
| Close |
1.3684 |
1.3789 |
0.0105 |
0.8% |
1.3685 |
| Range |
0.0035 |
0.0095 |
0.0060 |
171.4% |
0.0215 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
8.8% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
33 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4042 |
1.4011 |
1.3841 |
|
| R3 |
1.3947 |
1.3916 |
1.3815 |
|
| R2 |
1.3852 |
1.3852 |
1.3806 |
|
| R1 |
1.3821 |
1.3821 |
1.3798 |
1.3837 |
| PP |
1.3757 |
1.3757 |
1.3757 |
1.3765 |
| S1 |
1.3726 |
1.3726 |
1.3780 |
1.3742 |
| S2 |
1.3662 |
1.3662 |
1.3772 |
|
| S3 |
1.3567 |
1.3631 |
1.3763 |
|
| S4 |
1.3472 |
1.3536 |
1.3737 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4272 |
1.4194 |
1.3803 |
|
| R3 |
1.4057 |
1.3979 |
1.3744 |
|
| R2 |
1.3842 |
1.3842 |
1.3724 |
|
| R1 |
1.3764 |
1.3764 |
1.3705 |
1.3803 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3647 |
| S1 |
1.3549 |
1.3549 |
1.3665 |
1.3588 |
| S2 |
1.3412 |
1.3412 |
1.3646 |
|
| S3 |
1.3197 |
1.3334 |
1.3626 |
|
| S4 |
1.2982 |
1.3119 |
1.3567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3789 |
1.3491 |
0.0298 |
2.2% |
0.0060 |
0.4% |
100% |
True |
False |
8 |
| 10 |
1.3789 |
1.3491 |
0.0298 |
2.2% |
0.0039 |
0.3% |
100% |
True |
False |
5 |
| 20 |
1.3789 |
1.3491 |
0.0298 |
2.2% |
0.0025 |
0.2% |
100% |
True |
False |
3 |
| 40 |
1.3789 |
1.3131 |
0.0658 |
4.8% |
0.0024 |
0.2% |
100% |
True |
False |
3 |
| 60 |
1.3789 |
1.3131 |
0.0658 |
4.8% |
0.0019 |
0.1% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4193 |
|
2.618 |
1.4038 |
|
1.618 |
1.3943 |
|
1.000 |
1.3884 |
|
0.618 |
1.3848 |
|
HIGH |
1.3789 |
|
0.618 |
1.3753 |
|
0.500 |
1.3742 |
|
0.382 |
1.3730 |
|
LOW |
1.3694 |
|
0.618 |
1.3635 |
|
1.000 |
1.3599 |
|
1.618 |
1.3540 |
|
2.618 |
1.3445 |
|
4.250 |
1.3290 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3773 |
1.3766 |
| PP |
1.3757 |
1.3742 |
| S1 |
1.3742 |
1.3719 |
|