CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3764 |
1.3674 |
-0.0090 |
-0.7% |
1.3649 |
| High |
1.3777 |
1.3676 |
-0.0101 |
-0.7% |
1.3820 |
| Low |
1.3730 |
1.3594 |
-0.0136 |
-1.0% |
1.3649 |
| Close |
1.3730 |
1.3597 |
-0.0133 |
-1.0% |
1.3808 |
| Range |
0.0047 |
0.0082 |
0.0035 |
74.5% |
0.0171 |
| ATR |
0.0046 |
0.0053 |
0.0006 |
13.8% |
0.0000 |
| Volume |
25 |
22 |
-3 |
-12.0% |
57 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3868 |
1.3815 |
1.3642 |
|
| R3 |
1.3786 |
1.3733 |
1.3620 |
|
| R2 |
1.3704 |
1.3704 |
1.3612 |
|
| R1 |
1.3651 |
1.3651 |
1.3605 |
1.3637 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3615 |
| S1 |
1.3569 |
1.3569 |
1.3589 |
1.3555 |
| S2 |
1.3540 |
1.3540 |
1.3582 |
|
| S3 |
1.3458 |
1.3487 |
1.3574 |
|
| S4 |
1.3376 |
1.3405 |
1.3552 |
|
|
| 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 |
1.3817 |
1.3594 |
0.0223 |
1.6% |
0.0045 |
0.3% |
1% |
False |
True |
19 |
| 10 |
1.3820 |
1.3594 |
0.0226 |
1.7% |
0.0044 |
0.3% |
1% |
False |
True |
13 |
| 20 |
1.3820 |
1.3491 |
0.0329 |
2.4% |
0.0035 |
0.3% |
32% |
False |
False |
8 |
| 40 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0029 |
0.2% |
68% |
False |
False |
5 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0021 |
0.2% |
68% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4025 |
|
2.618 |
1.3891 |
|
1.618 |
1.3809 |
|
1.000 |
1.3758 |
|
0.618 |
1.3727 |
|
HIGH |
1.3676 |
|
0.618 |
1.3645 |
|
0.500 |
1.3635 |
|
0.382 |
1.3625 |
|
LOW |
1.3594 |
|
0.618 |
1.3543 |
|
1.000 |
1.3512 |
|
1.618 |
1.3461 |
|
2.618 |
1.3379 |
|
4.250 |
1.3246 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3635 |
1.3692 |
| PP |
1.3622 |
1.3660 |
| S1 |
1.3610 |
1.3629 |
|