CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3794 |
1.3771 |
-0.0023 |
-0.2% |
1.3649 |
| High |
1.3809 |
1.3789 |
-0.0020 |
-0.1% |
1.3820 |
| Low |
1.3784 |
1.3742 |
-0.0042 |
-0.3% |
1.3649 |
| Close |
1.3809 |
1.3751 |
-0.0058 |
-0.4% |
1.3808 |
| Range |
0.0025 |
0.0047 |
0.0022 |
88.0% |
0.0171 |
| ATR |
0.0045 |
0.0046 |
0.0002 |
3.5% |
0.0000 |
| Volume |
9 |
15 |
6 |
66.7% |
57 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3902 |
1.3873 |
1.3777 |
|
| R3 |
1.3855 |
1.3826 |
1.3764 |
|
| R2 |
1.3808 |
1.3808 |
1.3760 |
|
| R1 |
1.3779 |
1.3779 |
1.3755 |
1.3770 |
| PP |
1.3761 |
1.3761 |
1.3761 |
1.3756 |
| S1 |
1.3732 |
1.3732 |
1.3747 |
1.3723 |
| S2 |
1.3714 |
1.3714 |
1.3742 |
|
| S3 |
1.3667 |
1.3685 |
1.3738 |
|
| S4 |
1.3620 |
1.3638 |
1.3725 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4272 |
1.4211 |
1.3902 |
|
| R3 |
1.4101 |
1.4040 |
1.3855 |
|
| R2 |
1.3930 |
1.3930 |
1.3839 |
|
| R1 |
1.3869 |
1.3869 |
1.3824 |
1.3900 |
| PP |
1.3759 |
1.3759 |
1.3759 |
1.3774 |
| S1 |
1.3698 |
1.3698 |
1.3792 |
1.3729 |
| S2 |
1.3588 |
1.3588 |
1.3777 |
|
| S3 |
1.3417 |
1.3527 |
1.3761 |
|
| S4 |
1.3246 |
1.3356 |
1.3714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3820 |
1.3742 |
0.0078 |
0.6% |
0.0030 |
0.2% |
12% |
False |
True |
13 |
| 10 |
1.3820 |
1.3491 |
0.0329 |
2.4% |
0.0045 |
0.3% |
79% |
False |
False |
10 |
| 20 |
1.3820 |
1.3491 |
0.0329 |
2.4% |
0.0030 |
0.2% |
79% |
False |
False |
6 |
| 40 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0026 |
0.2% |
90% |
False |
False |
4 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0019 |
0.1% |
90% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3989 |
|
2.618 |
1.3912 |
|
1.618 |
1.3865 |
|
1.000 |
1.3836 |
|
0.618 |
1.3818 |
|
HIGH |
1.3789 |
|
0.618 |
1.3771 |
|
0.500 |
1.3766 |
|
0.382 |
1.3760 |
|
LOW |
1.3742 |
|
0.618 |
1.3713 |
|
1.000 |
1.3695 |
|
1.618 |
1.3666 |
|
2.618 |
1.3619 |
|
4.250 |
1.3542 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3766 |
1.3780 |
| PP |
1.3761 |
1.3770 |
| S1 |
1.3756 |
1.3761 |
|