CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3770 |
1.3786 |
0.0016 |
0.1% |
1.3600 |
| High |
1.3787 |
1.3820 |
0.0033 |
0.2% |
1.3706 |
| Low |
1.3770 |
1.3786 |
0.0016 |
0.1% |
1.3491 |
| Close |
1.3784 |
1.3806 |
0.0022 |
0.2% |
1.3685 |
| Range |
0.0017 |
0.0034 |
0.0017 |
100.0% |
0.0215 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
16 |
4 |
-12 |
-75.0% |
33 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3890 |
1.3825 |
|
| R3 |
1.3872 |
1.3856 |
1.3815 |
|
| R2 |
1.3838 |
1.3838 |
1.3812 |
|
| R1 |
1.3822 |
1.3822 |
1.3809 |
1.3830 |
| PP |
1.3804 |
1.3804 |
1.3804 |
1.3808 |
| S1 |
1.3788 |
1.3788 |
1.3803 |
1.3796 |
| S2 |
1.3770 |
1.3770 |
1.3800 |
|
| S3 |
1.3736 |
1.3754 |
1.3797 |
|
| S4 |
1.3702 |
1.3720 |
1.3787 |
|
|
| 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 |
1.3820 |
1.3649 |
0.0171 |
1.2% |
0.0043 |
0.3% |
92% |
True |
False |
8 |
| 10 |
1.3820 |
1.3491 |
0.0329 |
2.4% |
0.0041 |
0.3% |
96% |
True |
False |
7 |
| 20 |
1.3820 |
1.3491 |
0.0329 |
2.4% |
0.0025 |
0.2% |
96% |
True |
False |
4 |
| 40 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0025 |
0.2% |
98% |
True |
False |
3 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0018 |
0.1% |
98% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3965 |
|
2.618 |
1.3909 |
|
1.618 |
1.3875 |
|
1.000 |
1.3854 |
|
0.618 |
1.3841 |
|
HIGH |
1.3820 |
|
0.618 |
1.3807 |
|
0.500 |
1.3803 |
|
0.382 |
1.3799 |
|
LOW |
1.3786 |
|
0.618 |
1.3765 |
|
1.000 |
1.3752 |
|
1.618 |
1.3731 |
|
2.618 |
1.3697 |
|
4.250 |
1.3642 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3805 |
1.3790 |
| PP |
1.3804 |
1.3773 |
| S1 |
1.3803 |
1.3757 |
|